davidcoppe

QUOTE:

以下是引用azimao在2008-6-9 10:53:00的发言：

yes!

Definitely I know this method. But the var is .18, why should we use 18? Is that a convention in this case? Never see a cov as huge as 290. If i lose point on this question i would be really pissed off. So pls let me know if it's a convention i missed.

jerry2008

QUOTE:

以下是引用davidcoppe在2008-6-14 4:01:00的发言：

Definitely I know this method. But the var is .18, why should we use 18? Is that a convention in this case? Never see a cov as huge as 290. If i lose point on this question i would be really pissed off. So pls let me know if it's a convention i missed.

it's convention. what's ur answer?

williamshi

QUOTE:

以下是引用bluemerry在2008-6-11 8:42:00的发言：

我觉得考得有点难，有些平常复习不太注意或觉得不太主流的考点考了很多，当然也说明基础功不扎实。对认认真真备考的人还是很有利和公平的。

但是，听参加了沪上一知名培训机构的同事透露，考试前几小时，该机构将考试的考点挂在网上通知自己的学员，也就是说这些人是冲着试题在最后的时刻准备的。比如Real estate的题、portfolio的题、economics的题等,但被提醒是考点。知道后，不知道大家是后悔没去参加这个培训班呢还是觉得有些不平？当然，对于参考的人来说，都知道echics的重要性，我们不想提前知道考试的情况，但我们希望参加的是一个视“公平诚信”至上而现实也确实如此的考试。

是哪一家培训机构？

[此贴子已经被作者于2008-6-14 16:03:50编辑过]

wsharpe

good

misspath

发现好像全球的试卷并不一样，但是考点大同小异。
有人还记得试卷号码吗？就是exam book封面右上角的数字。
可以比较一下。
上午好像是6060，下午是6161。
其他人呢？

langzix

hao

jerry2008

QUOTE:

以下是引用misspath在2008-6-15 21:32:00的发言：
发现好像全球的试卷并不一样，但是考点大同小异。
有人还记得试卷号码吗？就是exam book封面右上角的数字。
可以比较一下。
上午好像是6060，下午是6161。
其他人呢？

my code 5050 and 5151

jerry2008

QUOTE:

以下是引用misspath在2008-6-15 21:32:00的发言：
发现好像全球的试卷并不一样，但是考点大同小异。
有人还记得试卷号码吗？就是exam book封面右上角的数字。
可以比较一下。
上午好像是6060，下午是6161。
其他人呢？

the difference between 5050 and 6060

1. Ethics was different (mostly for both AM and PM)
2. Economics (PM) was same
3. Yanna investment case was same
4. Port. Mgmt (PM) was same
5. Translation G/L FSAN question was different
6. Corporate Finance (AM) was same
7. Swaption Derivatives (PM) was same
8. Forward futures (AM) was same
9. Emerging Market (PM) different
10. Pension ??? No idea whether it was same or not.
11. Fixed Income CMOs (PM) - same
12. RI (PM) - same
13. Quant (AM) - same

if anyone know more details, pls add them here, cheers

jerry2008

QUOTE:

以下是引用xuyanyanmo在2008-6-10 11:42:00的发言：

个人意见，这道题就是两加一减，5.5%，算equity risk premium,就在notes146页。用GGM法，不知道你们搞这么复杂干嘛的……

no, you are not necessarily right.

just see glossary of CFAI book for definition of equity risk premium, which is return minus risk-free rate

is somebody with me?

davidcoppe

QUOTE:

以下是引用jerry2008在2008-6-14 11:53:00的发言：

it's convention. what's ur answer?

Damn it. Then the answer is straightforward, but I was screwed up. Really wanna say that word.