azimao

40750

azimao

C的本金*7%/12+32000

azimao

QUOTE:

以下是引用wuyuan17在2008-6-9 2:40:00的发言：

yes, 40750, PAC amount +interest from last tranche.

But when the PO get most profit(immediately? late? PAC?). I choose according to PAC shedule, I dont know this one really, CFAI so bt a.

immediately.

azimao

QUOTE:

以下是引用sherylqian在2008-6-9 4:37:00的发言：

发现北美的题和中国的题有些不一样啊，加拿大好像没有考emerging market inflation的题，Pension里也没有让自己算interest cost的，ethics也很多都不一样，我没看到什么small package。那道downgrade risk,credit spread risk...北美的题里有prepayment risk，但是提干里是callable bond，应该是downgrade risk吧?说了outlook很好啊

我说我怎么没看到PREPAYMENT这个选项,中国的题里是NON-CALLABLE BOND, 8.85c

azimao

QUOTE:

以下是引用lsy84在2008-6-9 10:03:00的发言：

是downgrade,因为它后面两个指标都大幅度下降了。

你在中国考得吗？北美是５０５０／５１５１卷，中国的是６０６０

azimao

QUOTE:

以下是引用dangdang在2008-6-9 10:17:00的发言：
下午的Portfolio Management 倒数第二道题目：给了一个什么G$%&公司和market之间的covariance是290,计算equity risk premium,怎么计算阿，没概念

先算ＢＥＴＡ，用ＣＡＰＭ算ＲＥＴＵＲＮ，　再减利率．

azimao

QUOTE:

以下是引用dangdang在2008-6-9 10:44:00的发言：

先算ＢＥＴＡ，用ＣＡＰＭ算ＲＥＴＵＲＮ，　再减利率．

我记得Risk-free risk 是4%，market return是10%，s=18%，

Beta是用cov/s^2=290/18的平方，等于0.89，然后0.89*(10%-4%)=5.34%.

对吗？

yes!

azimao

QUOTE:

以下是引用ellazx在2008-6-9 10:54:00的发言：
有谁记得cap那道题目是怎么答的吗？

derivative里的？

azimao

August 2008

2250905 


Level 2: Pass

The table below illustrates your subject matter strengths and weaknesses.   The three columns on the right are marked with asterisks to indicate your performance on each question or topic area.

Item Set

Q#	Topic	Max Pts	<=50%	51%-70%	>70%
-	Alternative Investments	18	-	-	*
-	Corporate Finance	36	-	-	*
-	Derivatives	36	-	-	*
-	Economics	18	-	-	*
-	Equity Investments	72	-	-	*
-	Ethical & Professional Standards	36	-	-	*
-	Financial Statement Analysis	72	-	-	*
-	Fixed Income Investments	36	-	-	*
-	Portfolio Management	18	-	-	*
-	Quantitative Methods	18	-	-	*