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L3 mock sample exam CFA level III mock exam answers 2011

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L3 mock sample exam CFA level III mock exam answers 2011

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Mục lục

  • 2011 Level III Mock Exam

  • Stewart Mink Case Scenario

  • B is correct because

  • A is correct because

  • C is correct because the collar effectively locks the range (4.5% + 200 bp) to (6.0% + 200bp). Any upside after a LIBOR of 6 percent is captured by the buyer of the call and the floor is established at a LIBOR of 4.5 percent, the exercise rate for the...

  • A is correct because both the put and the call have lower exercise prices than the one being proposed. Hence, for the same underlying, the cost of the put with an exercise of 4 percent (instead of 4.5) less the premium received from writing the call...

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