PFA in answer section: VRM Ch-1 :Expected Shortfall, Spectral Measure & Coherent Measure of Risk (FRM P1) Podcast by Sanjay Saraf Sir
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answer is ” A “, couldn’t understand that is it practically sound to outsource the management of risk to a third party? doesn’t this possesses threats ?
doubt for (d), at the back, its written that, the 50/50 portfolio has a expected return of ~9.5% and volatility of ~7.4% (i.e 50%*12.8%) I’m not able to understand how they took the expected return to be 9.5%, is it a ...
Option A should be false because in multiple regression we use f statistics and not t statistics. But answer says A is true .
ANSWER IS ” C “, Confused with the options A & C both are correct but why C is considered to be the best explanation ?
ANSWER IS ” A ” did calculated value of F for Portfolio X i.e. 10 and F for Portfolio Y to be 8, after all this unable to understand the reason for short position in Y and simultaneous long position ...
As per question spot rate of EUR USD has fallen to $1 at end of the year. As per solution they have depriciated only the interest amount of loan which is 7% of loan amount. Don’t we need to depriciate entire loan ...
