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Home/8.1 CFA Level 1/Quants (CFA L1)

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QFFACULTY
Asked: March 29, 2022In: Quants (CFA L1)

CFA L1 QM | Important Points for Linear Regression Chapter

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L1 QM Linear Regression Topic: We are sharing 3 Audios (by Sanjay Sir) & an Excel sheet for L1 candidates. Find the same in Answers Section. Contains: 1. Standard Error of b1 hat 2. Standard Error of b0 hat 3. How to ...

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QFFACULTY
Asked: September 16, 2021In: Quants (CFA L1)

CFA L1 QM | Decoding Skewness

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Presenting 2 statements…Decode them: Statement 1 – A positively skewed distribution is characterized by many small losses & a few extreme gains. Statement 2: A negatively skewed distribution is characterized by many small gains & a ...

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Yogesh Agarwal
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Yogesh AgarwalPro
Asked: July 5, 2022In: Quants (CFA L1)

Modified Duration

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A bond has a Macaulay duration of 6.0, modified duration of 6.5, and convexity of 50.25. If the bond’s yield to maturity decreases by 50 bps, the expected percentage price change is closest to: 3.06%. 3.31%. 3.25%. 1st question is  MD should be less than D 2nd ...

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Apurv Chawla
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Apurv ChawlaBeginner
Asked: July 5, 2022In: Quants (CFA L1)

introduction to linear regression

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Lectures of Los j and k for introduction to linear regression are missing, can anyone help me with its material?

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casrinivas1998@gmail.com
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casrinivas1998@gmail.comBeginner
Asked: July 5, 2022In: Quants (CFA L1)

Time value of money(Annuity Section)

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If we r required to calculate PMT, then how do we decide to choose END MODE or BGN MODE.

  • 2 2 Answers
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Arka Das
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Arka DasIntermediate
Asked: July 5, 2022In: Quants (CFA L1)

What will be the EAR on this sum for all the 3 cases

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How to calculate the effective annual yield on all these investments

What will be the EAR on this sum for all the 3 cases
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Yogesh Agarwal
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Yogesh AgarwalPro
Asked: July 4, 2022In: Quants (CFA L1)

continuous distribution.

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11.6% complete Question A company forecasts that net income next year will range from a loss of ...

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Ujjwal raghuvanshi
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Ujjwal raghuvanshiBeginner
Asked: July 4, 2022In: Quants (CFA L1)

statistics

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when we are using covariance in the formula for risk of the portfolio we use coVariance = (r*sd*sd) , but we also use formula CoVarience=E(Xy)- E(x)E(y). why do we use 2 different formulas for covariance

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Ujjwal raghuvanshi
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Ujjwal raghuvanshiBeginner
Asked: July 4, 2022In: Quants (CFA L1)

statistics

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how standard deviation is different compared to variance.

  • 2 2 Answers
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Anshu Gupta
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Anshu GuptaAdvanced
Asked: July 4, 2022In: Quants (CFA L1)

median question

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The annual returns for three portfolios are shown in the following exhibit. Portfolios P and R were created in Year 1, Portfolio Q in Year 2. Annual Portfolio Returns (%) Year 1 Year 2 Year 3 Year 4 Year 5 Portfolio P −3.0 4.0 5.0 3.0 7.0 Portfolio Q −3.0 6.0 4.0 8.0

  • 1 1 Answer
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Sayan Mallick
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Sayan MallickPro
Asked: July 4, 2022In: Quants (CFA L1)

Standard Error.

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Please explain Standard Error.

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Prachi Mittal
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Prachi MittalPro
Asked: July 3, 2022In: Quants (CFA L1)

Tvm perpetuity

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This is on today right? So we will use BGN Mode also butterfly perpetuity comes at t – 1 and we use n =4??

Tvm perpetuity
  • 2 2 Answers
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