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标题: 2009-2013 CFA Level 2 Mock Exam大汇总（含答案详解） [打印本页]

作者: Finalnub 时间: 2013-11-25 13:34 标题: 2009-2013 CFA Level 2 Mock Exam大汇总（含答案详解）

CFA考试结束了，整理电脑文件时，发现很多以前整理的CFA学习资料，再做点最新的补充，分享给大家！祝大家好运。
特别鸣谢CFAspace创办的CFA论坛，为我们考友提供很大的方便，谢谢！

本CFA论坛，是我一直使用和关注的最好、最专业的论坛，也希望大家多分享。

闲话不说了，传资料吧，我整理算比较全的，关注我发布的其他相关主题，123级都有的，再来CFA Level 2 Mock Exam：

2009 level_II_mock_exam_morning.pdf (185.71 KB)

2009 level_II_mock_exam_morning_questions_and_answers.pdf (278.97 KB)

2009 level_II_mock_exam_afternoon.pdf (205.97 KB)

2009 level_II_mock_exam_afternoon_questions_and_answers.pdf (374.38 KB)

CFA Level_II_mock_exam_morning_2010a.pdf (332.51 KB)

CFA Level_II_mock_exam_morning_2010a_ans.pdf (536.33 KB)

CFA Level_II_mock_exam_afternoon_2010a.pdf (363.77 KB)

CFA Levle_II_mock_exam_afternoon_2010a_ans.pdf (561.96 KB)

CFA Level_ii_mock_exam_morning_2011.pdf (661.79 KB)

CFA Level_ii_mock_exam_morning_2011_ans.pdf (1.06 MB)

CFA Level_ii_mock_exam_afternoon_2011.pdf (477.67 KB)

CFA Level_ii_mock_exam_afternoon_2011_ans.pdf (716.55 KB)

CFA Level_II_mock_exam_morning_2012.pdf (781.2 KB)

CFA Level_II_mock_exam_morning_2012_ans.pdf (1.64 MB)

CFA Level_II_mock_exam_afternoon_2012.pdf (770.14 KB)

CFA Level_II_mock_exam_afternoon_2012_ans.pdf (1.28 MB)

2013.Level_II_mock_exam_morning_2013.pdf (559.33 KB)

2013.Level_II_mock_exam_morning_2013_ans.pdf (845.63 KB)

2013.Level_II_mock_exam_afternoon_2013.pdf (474.15 KB)

2013.Level_II_mock_exam_afternoon_2013_ans.pdf (825.38 KB)

附件: 2009 level_II_mock_exam_morning.pdf (2013-11-25 13:29, 185.71 KB) / 下载次数 8403
http://forum.theanalystspace.com/attachment.php?aid=53873&k=042daa863204a22d8e9070a25a97dc7e&t=1713568039&sid=5Uh4h4

附件: 2009 level_II_mock_exam_morning_questions_and_answers.pdf (2013-11-25 13:29, 278.97 KB) / 下载次数 8612
http://forum.theanalystspace.com/attachment.php?aid=53874&k=f8d6587ef8f4a639f4898f325c935659&t=1713568039&sid=5Uh4h4

附件: 2009 level_II_mock_exam_afternoon.pdf (2013-11-25 13:29, 205.97 KB) / 下载次数 7653
http://forum.theanalystspace.com/attachment.php?aid=53875&k=820febd61a94b0d902b1dd52470f0e75&t=1713568039&sid=5Uh4h4

附件: 2009 level_II_mock_exam_afternoon_questions_and_answers.pdf (2013-11-25 13:29, 374.38 KB) / 下载次数 8382
http://forum.theanalystspace.com/attachment.php?aid=53876&k=1054d894a2d7401927a981ef65796f52&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_morning_2010a.pdf (2013-11-25 13:30, 332.51 KB) / 下载次数 7803
http://forum.theanalystspace.com/attachment.php?aid=53877&k=673df147aabcb53811e2099a0eba202f&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_morning_2010a_ans.pdf (2013-11-25 13:30, 536.33 KB) / 下载次数 8800
http://forum.theanalystspace.com/attachment.php?aid=53878&k=ea133ddd578038df74069e5003d218b9&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_afternoon_2010a.pdf (2013-11-25 13:30, 363.77 KB) / 下载次数 8041
http://forum.theanalystspace.com/attachment.php?aid=53879&k=5cd623bfe3cc7485e9622b24cfd7e8db&t=1713568039&sid=5Uh4h4

附件: CFA Levle_II_mock_exam_afternoon_2010a_ans.pdf (2013-11-25 13:30, 561.96 KB) / 下载次数 8849
http://forum.theanalystspace.com/attachment.php?aid=53880&k=9eb1db3e315777dde99c3ff80e8b5826&t=1713568039&sid=5Uh4h4

附件: CFA Level_ii_mock_exam_morning_2011.pdf (2013-11-25 13:31, 661.79 KB) / 下载次数 9258
http://forum.theanalystspace.com/attachment.php?aid=53881&k=9f0b17021c93f780486a8f3a55950cc4&t=1713568039&sid=5Uh4h4

附件: CFA Level_ii_mock_exam_morning_2011_ans.pdf (2013-11-25 13:31, 1.06 MB) / 下载次数 11541
http://forum.theanalystspace.com/attachment.php?aid=53882&k=784a60fa9eb1a4dd46b23cf94c21440b&t=1713568039&sid=5Uh4h4

附件: CFA Level_ii_mock_exam_afternoon_2011.pdf (2013-11-25 13:31, 477.67 KB) / 下载次数 9029
http://forum.theanalystspace.com/attachment.php?aid=53883&k=6e3a1ae55e01c57992f687c6c7ebef31&t=1713568039&sid=5Uh4h4

附件: CFA Level_ii_mock_exam_afternoon_2011_ans.pdf (2013-11-25 13:31, 716.55 KB) / 下载次数 10087
http://forum.theanalystspace.com/attachment.php?aid=53884&k=dcaabbc82015d4cc3d3837c873fbfa1f&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_morning_2012.pdf (2013-11-25 13:32, 781.2 KB) / 下载次数 12118
http://forum.theanalystspace.com/attachment.php?aid=53885&k=59462b8f05b24dcbb6f19b32588529b2&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_morning_2012_ans.pdf (2013-11-25 13:33, 1.64 MB) / 下载次数 15502
http://forum.theanalystspace.com/attachment.php?aid=53886&k=a06424276ee117a9695bb21d37c440eb&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_afternoon_2012.pdf (2013-11-25 13:33, 770.14 KB) / 下载次数 11031
http://forum.theanalystspace.com/attachment.php?aid=53887&k=6826cf01ef3e8570d40ae9d36acfb49f&t=1713568039&sid=5Uh4h4

附件: CFA Level_II_mock_exam_afternoon_2012_ans.pdf (2013-11-25 13:33, 1.28 MB) / 下载次数 14670
http://forum.theanalystspace.com/attachment.php?aid=53888&k=fdc3661cbf52a3a8994e11de3b83ee90&t=1713568039&sid=5Uh4h4

附件: 2013.Level_II_mock_exam_morning_2013.pdf (2013-11-25 13:34, 559.33 KB) / 下载次数 13529
http://forum.theanalystspace.com/attachment.php?aid=53889&k=92925a6c90fdcdfba3e4cc78e4766340&t=1713568039&sid=5Uh4h4

附件: 2013.Level_II_mock_exam_morning_2013_ans.pdf (2013-11-25 13:34, 845.63 KB) / 下载次数 14237
http://forum.theanalystspace.com/attachment.php?aid=53890&k=6a190f3437f32c00ad46dcb76763521e&t=1713568039&sid=5Uh4h4

附件: 2013.Level_II_mock_exam_afternoon_2013.pdf (2013-11-25 13:34, 474.15 KB) / 下载次数 12477
http://forum.theanalystspace.com/attachment.php?aid=53891&k=4eadaba9343f086f3512836d35db573b&t=1713568039&sid=5Uh4h4

附件: 2013.Level_II_mock_exam_afternoon_2013_ans.pdf (2013-11-25 13:34, 825.38 KB) / 下载次数 13717
http://forum.theanalystspace.com/attachment.php?aid=53892&k=1ae67456b543f0a7a912f3530195525b&t=1713568039&sid=5Uh4h4

作者: 菊花武士 时间: 2013-12-15 06:40

请问楼主，不知道您还有没有2009年以前2级的mock呢？

作者: oldtigerhead 时间: 2014-3-11 21:57

先赞，再下载

作者: kaychu11 时间: 2014-3-13 09:51

多谢楼主分享！太感谢了

作者: ottotony123 时间: 2014-4-2 11:33

请教楼主 2013 afternoon mock 第10题这笔期权在第二期的价值应该是39.675 - 32 =7.675？答案却是39.675 - 30 = 9.675.
另外 S的价格“move down 20% each year”,应该是30 * （1.20%）= 24，答案却是 30 / （1+20%）= 25

原题:
Kesselaar then informs Wolters, “Our second project in Latvia is to finance construction of an oil
terminal on the Gulf of Riga for LAT Transport (LAT), a Latvian government-sponsored enterprise. The
project has a value of EUR60 million today. LAT’s stock is a large component of the Riga Equity Index and
has an almost perfect correlation with the index. Financing for the project is as follows:
  The Latvian government issues a four-year bond denominated in Latvian lats (LVL) to finance 50% of
the construction costs.
  IIG provides LAT a EUR30 million loan for two years to finance the remaining 50% of the
construction costs. In two years, the Latvian government intends to issue another LVL bond to allow
LAT to repay the IIG loan.
  For the next two years, IIG will have an option to purchase 50% of the oil terminal for LVL45.92
million (equivalent to EUR32 million) at any time. The LVL/EUR exchange rate is pegged at LVL1.4350
per EUR because the Latvian government engages in market transactions to maintain this rate.”
Wolters responds to Kesselaar, “LAT’s market capitalization essentially reflects the value of the sum of
its oil terminals. I think the price of the purchase option is cheap. I estimated the value of this option
assuming the Riga Index can move up 15% or down 20% each year and the LVL annual risk-free rate is
2%. Using the Black–Scholes–Merton model, I calculate that the normal probabilities for the Riga Index
are 59% for a gain each year and 41% for a loss.”

10.  The price of IIG’s option on LAT Transport valued according to a two-period binomial model is
closest to:
A.  EUR2.0 million.
B.  EUR3.2 million.
C.  EUR5.6 million.
Answer = B
“Option Markets and Contracts,” by Don M. Chance, CFA
2013 Modular Level II, Vol. 6, Section 6.2, Reading 50
Study Session 17–50–b
Calculate and interpret prices of interest rate options and options on assets using one- and twoperiod binomial models.
B is correct. According to the two-period binomial model:
[ = Max(0,
( )
S       (= )
(c=?)       [  or = Max (0,  – X]
( )
[  = Max (0,  – X]
where S = value of the underlying equity or EUR30 million (50% of EUR60 million), thus
stated in EUR millions:
= 39.675
[ = 9.675
= 34.50
( =5.59)
S=30          (= ) = 28.75
(c=?)          [  or = 0]
=25
( = 0) = 20.83
[  = 0]

作者: eysa215 时间: 2014-4-21 10:16

点赞啊！

作者: britany1104 时间: 2014-4-28 23:04

谢谢楼主分享

作者: myicedtea 时间: 2014-5-27 16:38

多谢啊~不知道怎么可以批量下载

作者: fresahoo 时间: 2014-7-25 18:13

大好人大好人大好人大好人大好人大好人大好人大好人大好人大好人大好人大好人

作者: libraljc 时间: 2014-8-24 14:48

太感谢楼主了～～～～楼主大好人～～～～

作者: kay_fight 时间: 2015-1-26 20:26

谢谢楼主！大好人~！！

作者: zgjanesjx 时间: 2015-2-21 13:00

感谢楼主下了一堆资料只有你的pdf 是没有errors 能够直接用的一百个赞

作者: lionheart0502 时间: 2015-2-21 13:49

LZ我特意注册了账号来谢谢你~ 支持！

作者: pantamee 时间: 2015-5-13 01:05

十分感谢~~

作者: 月华落 时间: 2015-10-8 18:49

谢谢楼楼，很有用啊，希望能帮我过level 2

作者: pytforyou 时间: 2015-10-18 15:36

非常感謝分享~

作者: j2917 时间: 2015-12-15 01:07

感谢楼主

作者: 拉屎王LEWIS 时间: 2016-2-11 10:22

这个真的是帮助太大了，我正在找这个，谢谢楼主了~

作者: jennypeng 时间: 2016-2-17 16:31

谢谢楼主

作者: jicato 时间: 2016-8-5 23:06

感谢楼主分享啊~

作者: 黄小栋gogo 时间: 2016-12-5 14:33

真心感谢，非常齐全

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