标题: cfa mock 2011 [打印本页] 作者: joehogue 时间: 2011-7-11 20:04 标题: cfa mock 2011
I scored 44/60. I found it really tough. How did the rest of you score? And did it seem harder than any other you have taken thus far?作者: bodhisattva 时间: 2011-7-11 20:04
Ahh that`s 73%. You did great.作者: bpdulog 时间: 2011-7-11 20:04
Where does question 43 comes from? I can't find the expanded formula in the CFAI books. At least not in SS8-27--a and b. I calculated it with the normal formula for standard deviation (weights, standard deviations, correlation), but the answer was wrong.作者: former 时间: 2011-7-11 20:04
i thought this exam was brutal........作者: oneboy 时间: 2011-7-11 20:04
Zazu you need to distinguish between the sterling std dev and the dollar std dev. In order to apply the normal std dev formula for a portfolio, u need make sure that both std deviations are in sterling. 1st change the dollar std dev to sterling std dev then use the normal portfolio std dev formula.
