guangyanqin

anybody did the test in US? how you did on the effective beta, including future??

guangyanqin

QUOTE:

以下是引用amipang在2010-6-6 23:56:00的发言：

下午最后一题我就记得选了很多B

alternative commom feature: high DD cost, poor benchmark, B--portfolio 2

 

有一题算加入5%的什么 asset， client contraints 是不是被打破？no

 

上午有一道问是不是要加入hedge fund？也是不加入， sharpe ratio of the new asset <correlation*sharpe ratio of the original portfolio

sharpe ratio of the hedge fund>correlation*sharpe ratio of the original portfolio......i did the same problem before....should add

guangyanqin

QUOTE:

以下是引用fuhongl在2010-6-7 0:31:00的发言：

我选的是judgement vs transparency

i am not sure about this one, anyone can explain it?

guangyanqin

QUOTE:

以下是引用fuhongl在2010-6-7 0:34:00的发言：

这个我算出来的是0.82还是0.84

就是把期货的亏的部分抵消一点spot收益然后，好像net return 是3.15%, 然后指数up 3.75%， 3.15%/3.75%=0.84

agree...

guangyanqin

in the morning, the behavior, what is the gaballer's fallaty?

guangyanqin

afternoon AMC.......the first one....which is violation?

a. suitability

b. review violation

c. disclosure policy for internal ******

 

is the case pooled account?

guangyanqin

QUOTE:

以下是引用horry在2010-6-7 0:44:00的发言：
几道题 确认下 一个 FORWARD 的 EXPOSURE 我选CURRENT 1100000 有一个TRADE OFF 的 选什么 我选 LIQUIDITY AND RECONSITUTION

US version is a little bit different.....ask the same question....anyone knows?

guangyanqin

QUOTE:

以下是引用bigboylht在2010-6-7 0:46:00的发言：

我选择的是C

还是要把IPS的违规披露给客户的，不能仅做internal review

the same case......how about the soft dollar ont? violation?

guangyanqin

QUOTE:

以下是引用bigboylht在2010-6-7 0:50:00的发言：

soft dollar我选的没有violation.

都给客户用了，又没有用来给自己谋利。

the same here!!! compliance officer one? is the consultant statement right?

guangyanqin

In the morning....last one......the value added represent active management? is the unexplained factor included?