xyok

25/30

 

sample的题感觉容易些，考试有这个正确率就够了，呵呵

xuxu1980

多谢6楼。

BTW，你sample1做的怎么样？

[此贴子已经被作者于2009-5-26 1:29:48编辑过]

celerina2000

3，规定要带pens (with blue or black ink) for the essay portion，这个在哪里写着呀，essay 部分肯定不能用铅笔吗？

 

 

xyok

正好刚做了这个sample exam1，说一下第25题吧，minor risk factor mismatch的enhanced indexing是不允许duration不同的，只允许其他risk factor的差异，这个notes上有描述。

xuxu1980

sample exam 2:

Q14: negative correlation is definitely right, but why high volatility?

Q24: I do not think Sortino ratio is a good answer, cause it says" departures from normality of returns can raise issues for Sortino ratio as much as for Sharpr ratio". Therefore, if option A is not right, then option B cannot be right too. The explanation does not make sense to me.

 

What do you think? Any opinions, concerns, and comments are appreciated.

xuxu1980

sample exam 1， Q25， 为什么不选C？解释里引用的那句话，怎么就能看出是要match portfolio's duration with benchmark index's duration?

 

xuxu1980

没有人知道么？哪怕一个也好啊。