In eg 5, solution to q2, in the 2nd table where I marked doubt; how we are getting these figures? Please explain.
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In q1 option b; are they talking about bond selection?
In q2, in selection effect I am getting the answer of 68 bps but in option a it is mentioned 47 bps. May be I am wrong. Please show calculation to me. Also is option b& c indicating measurement that ...
Please explain me the meaning of roll & shift? What does it indicate?
Here, in 4c; can’t we write this much that Anderson’s benchmark has underperformed than the market that’s why -3.5% & he has underperformed than his own style that’s why -2.8%. Or we need to write upon his appropriateness & his ...
What does that mean which is marked by the bracket?
Here, where I have written doubt; at there how they have done 0.75 + 0.5 as it should be 0.75 – 0.5 in my view. Coz L + 0.75 coming in this eg & they have sold the bonds in ...
Here in LOS (g), alt 1 – how are we earning rf? Is the explanation same as the l2 ka arbitrage profit ka eg?
Can someone explain this where I have written doubts?
Can anyone explain pt e & also in pt h are they talking about left tail risk in s.d.?