Please explain this in detail not able to understand bull & bear flattering scenarios
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Becoz of highest convexity barbell portfolio should have experienced smallest decline in value as per sir’s notes why in this question its bullet portfolio which has smallest decline in value?
In Sharpe Ratio some places I see that the numerator is the difference between average of returns and average of risk free returns, elsewhere I see it’s the average of the diff between two. Please guide why so with reasoning? Also ...
In this question in case leverage index ya sgai index i.e negative coefficients ko agar compare krna ho to kese decide krnge if the company is a earnings manipulator or not…I know in case of positive coefficients 1 or more ...
I feel the answer should be B & sir also in class told that this answer is wrong but I think institute has not corrected it yet…as it was der in 2022 mocks…wat should be the correct answer ?
Please help to solve this by the sir’s method (shortcut)
why r we multiplying conversion factor in this…we r supposed to divide it according to ...
How to solve this?