cfa level 1 mock exam 2011 pdf

... 10 ) + (0.25 x 16 ) + (0 .10 x 20) = 11 .8% The expected standard deviation is calculated as follows: σ2 = 0.35 x (8 - 11 .8)2 + 0.30 x (10 - 11 .8)2 + 0.25 x (15 - 11 .8)2 + 0 .10 x (20 - 11 .8)2 = 15 . 31 ... 50 bp decrease A 10 2.00 10 1.04 10 2.97 B 88.69 83. 81 94.07 The effective durations of Bond A and Bond B are closest to: Bond A Bond B A 0.95 5.78 B 0.95 11 .57 C 1. 89 5.78 D 1. 89 11 .57 Select exactly ... (1. 02 x mil) + (0.94356 x mil) + (0.88688 x mil) = 14 , 518 ,440 Weight, Bond A = 7 ,14 0,000 / 14 , 518 ,440 = 0.492 Weight, Bond B = 4, 717 ,800 / 14 , 518 ,440 = 0.325 Weight, Bond C = 2,660,640 / 14 , 518 ,440

Ngày tải lên: 18/06/2019, 15:19

... 10 ) + (0.25 x 16 ) + (0 .10 x 20) = 11 .8% The expected standard deviation is calculated as follows: σ2 = 0.35 x (8 - 11 .8)2 + 0.30 x (10 - 11 .8)2 + 0.25 x (15 - 11 .8)2 + 0 .10 x (20 - 11 .8)2 = 15 . 31 ... (0.6) = 1. 20 ks = 4.20 + 5.60 (1. 50) = 12 .60%; V = 1. 20 (1. 0 51) / (0 .12 6 - 0.0 51) = $16 .82 91 “Option Markets and Contracts”, Don M Chance 2008 Modular Level I, Vol 6, pp 90-93 Study Session 17 -73-d ... (1. 02 x mil) + (0.94356 x mil) + (0.88688 x mil) = 14 , 518 ,440 Weight, Bond A = 7 ,14 0,000 / 14 , 518 ,440 = 0.492 Weight, Bond B = 4, 717 ,800 / 14 , 518 ,440 = 0.325 Weight, Bond C = 2,660,640 / 14 , 518 ,440

Ngày tải lên: 18/06/2019, 15:19

... closest to: Money-weighted rate of return Time-weighted rate of return A 11 .02% 8.53% B 11 .02% 11 .02% C 11 .60% 8.53% D 11 .60% 11 .02% Select exactly answer(s) from the following: A AnswerA B AnswerB ... following: A $10 0,000 B $11 6,000 C $12 1,000 D $13 7,000 11 0 Correct answer is D “Alternative Investments,” Bruno Solnik and Dennis McLeavey 2008 Modular Level I, Vol 6, pp 19 3 -19 4 Study Session 18 -76-f ... as a CFA Candidate 16 Correct answer is D Standards of Practice Handbook, 9th edition (CFA Institute, 2005), p 13 1 Standards I-VII 2008 Modular Level I, Vol 1, pp 10 1 -10 2 Study Session 1- 2-a

Ngày tải lên: 18/06/2019, 15:19

... eyes on fundamentals 10 7 10 8 10 9 11 0 11 1 “Introduction to the Valuation of Debt Securities,” Frank J Fabozzi 2008 Modular Level I, Vol 5, pp 398-399, 410 - 412 Study Session 15 -67-e compute the ... of Conflicts 14 15 16 Standards of Practice Handbook, 9th edition (CFA Institute, 2005), pp 12 1 -12 2 Standards I-VII 2008 Modular Level I, Vol 1, pp 36, 70, 81, 94-95 Study Session 1- 2-a demonstrate ... 360, %I = 0.6, PMT = 1, 300, solve for PV) If MacDonald makes a 10 % down payment, then the most he can pay for his new home = $19 1, 517 .76 / (1 - 0 .10 ) = $ 212 ,797. 51 ≈ $ 212 ,800 21 “Discounted Cash

Ngày tải lên: 18/06/2019, 15:19

... 2 011 Level III Mock Exam The 2 011 Level III Chartered Financial Analyst® Mock Examination has 60 questions To best simulate the exam day experience, candidates ... Standards 18 7 -12 Ethical and Professional Standards 18 13 -18 Risk Management 18 19 -24 Equity Portfolio Management 18 25-30 Performance Attribution 18 31- 36 Fixed Income Portfolio Management 18 37-42 ... Application of Derivatives 18 43-48 Risk Management Application of Derivatives 18 49-54 Portfolio Management of Global Bonds 18 55-60 GIPS 18 Total: 18 0 By accessing this mock exam, you agree to the

Ngày tải lên: 07/09/2018, 12:15

... 2 011 Level III Mock Exam The 2 011 Level III Chartered Financial Analyst® Mock Examination has 60 questions To best simulate the exam day experience, candidates ... Standards 18 7 -12 Ethical and Professional Standards 18 13 -18 Risk Management 18 19 -24 Equity Portfolio Management 18 25-30 Performance Attribution 18 31- 36 Fixed Income Portfolio Management 18 37-42 ... Application of Derivatives 18 43-48 Risk Management Application of Derivatives 18 49-54 Portfolio Management of Global Bonds 18 55-60 GIPS 18 Total: 18 0 By accessing this mock exam, you agree to the

Ngày tải lên: 07/09/2018, 15:07

... FinQuiz.com © 2 017 - All rights reserved CFA Level III Mock Exam – Questions (AM) FinQuiz.com – 1st Mock Exam 2 017 (AM Session) The morning session of the 2 017 Level III CFA Examination has questions ... CFA Level III Mock Exam – Questions (AM) FinQuiz.com CFA Level III Mock Exam June, 2 017 Copyright © 2 010 -2 017 FinQuiz.com All rights reserved Copying, ... tolerance Answer Question 1- D in the Template provided on page (10 minutes) FinQuiz.com © 2 017 - All rights reserved CFA Level III Mock Exam – Questions (AM) Template for Question 1- D Choose whether

Ngày tải lên: 10/09/2018, 08:25

... Standards I-VII,” CFA Institute 2 011 Modular Level III, Vol 1, pp 10 1 – 10 3 Study Session 1? ??2–b By accessing this mock exam, you agree to the following terms of use: This mock exam is provided ... 2 011 Level III Mock Exam The 2 011 Level III Chartered Financial Analyst® Mock Examination has 60 questions To best simulate the exam day experience, candidates ... Capital March 31, 2 010 $12 ,500,000 Capital Contribution (weight=0. 51) May 15 , 2 010 $1, 500,000 Portfolio Fair Value March 31, 2 010 $11 ,700,000 Portfolio Fair Value June 30, 2 010 $13 ,000,000 Capital

Ngày tải lên: 14/06/2019, 17:10

... 1, 2 010 Its contract requires that its coupon rate change over time as shown in the following table: Coupon Payment Date Range 01/ 01/ 2 010 -12 / 31/ 2 011 01/ 01/ 2 012 -12 / 31/ 2 013 01/ 01/ 2 014 -12 / 31/ 2 015 ... variance is not known Degrees of freedom 10 11 p = 0 .10 1. 383 1. 372 1. 363 p = 0.05 p = 0.025 1. 833 2.262 1. 812 2.228 1. 796 2.2 01 p = 0. 01 2.8 21 2.764 2. 718 The 95% confidence interval is closest ... 2 011 Level I Mock Exam: Morning Session The morning session of the 2 011 Level I Chartered Financial Analyst® Mock Examination has 12 0 questions To best simulate the exam day experience,

Ngày tải lên: 18/06/2019, 15:21

... 1, 2 010 Its contract requires that its coupon rate change over time as shown in the following table: Coupon Payment Date Range 01/ 01/ 2 010 -12 / 31/ 2 011 01/ 01/ 2 012 -12 / 31/ 2 013 01/ 01/ 2 014 -12 / 31/ 2 015 ... Loss Balance 0 90 12 0 90 90 11 8 -2 30 12 0 12 0 11 7 -1 15 13 5 13 5 11 9 -30 10 5 10 5 12 3 -60 45 45 45 12 5 -30 60 On day 0, the trader must deposit an initial margin of $90 (= $6 × 15 ) Subsequent gains ... Interest Repayment Balance 220,000.00 1, 856.49 1, 100.00 756.49 219 ,243. 51 219 ,243. 51 1,856.49 1, 096.22 760.27 218 ,483.24 218 ,483.24 1, 856.49 1, 092.42 764.07 217 , 719 .17 10 8 The primary motivation for

Ngày tải lên: 18/06/2019, 15:21

... proposed financing $18 0,000 $15 ,000 $10 ,000 $18 ,000 $ 21, 000 $16 ,000 The annual net operating income (NOI) for the apartment complex is closest to: A $11 6,000 B $12 1,000 C $13 7,000 11 1 Hedge funds that ... 6.2 8.9 9.3 10 .5 11 .7 12 .3 14 .1 15.3 The geometric mean return (%) is closest to: A 9.62 B 10 .80 C 10 .89 By accessing this mock exam, you agree to the following terms of use: This mock exam is provided ... 2 010 Level I Mock Exam: Morning Session The morning session of the 2 010 Level I Chartered Financial Analyst® Mock Examination has 12 0 questions To best simulate the exam day experience,

Ngày tải lên: 28/03/2018, 16:37

... Corporate Finance 15 79-90 Equity Investments 18 91- 96 Derivative Investments 97 -10 8 Fixed Income Investments 18 10 9 -11 4 Alternative Investments 11 5 -12 0 Portfolio Management Total ©2 012 Konvexity ... Konvexity CFA Level I MOCK EXAM (Time: 18 0 Minutes) This Mock Examination has 12 0 questions You have 18 0 minutes to complete the exam To best simulate the exam day experience, please ... at the end of first year is at 1, 250 and 1, 200 What is the payoff from this swap position if the notional principal is $1 million? A Loss of $11 1,667 B Loss of $11 0,000 C Loss of $30,000 96 The

Ngày tải lên: 28/06/2018, 16:57

... Corporate Finance 15 79-90 Equity Investments 18 91- 96 Derivative Investments 97 -10 8 Fixed Income Investments 18 10 9 -11 4 Alternative Investments 11 5 -12 0 Portfolio Management Total ©2 012 Konvexity ... Konvexity CFA Level I MOCK EXAM (Time: 18 0 Minutes) This Mock Examination has 12 0 questions You have 18 0 minutes to complete the exam To best simulate the exam day experience, please ... at the end of first year is at 1, 250 and 1, 200 What is the payoff from this swap position if the notional principal is $1 million? A Loss of $11 1,667 B Loss of $11 0,000 C Loss of $30,000 96 The

Ngày tải lên: 30/06/2018, 09:03

... Corporate Finance 15 79-90 Equity Investments 18 91- 96 Derivative Investments 97 -10 8 Fixed Income Investments 18 10 9 -11 4 Alternative Investments 11 5 -12 0 Portfolio Management Total ©2 012 Konvexity ... Konvexity CFA Level I MOCK EXAM (Time: 18 0 Minutes) This Mock Examination has 12 0 questions You have 18 0 minutes to complete the exam To best simulate the exam day experience, please ... at the end of first year is at 1, 250 and 1, 200 What is the payoff from this swap position if the notional principal is $1 million? A Loss of $11 1,667 B Loss of $11 0,000 C Loss of $30,000 96 The

Ngày tải lên: 13/08/2018, 11:00

... Standards 18 7 -12 Ethical and Professional Standards 18 13 -18 Risk Management 18 19 -24 Equity Portfolio Management 18 25-30 Performance Attribution 18 31- 36 Fixed Income Portfolio Management 18 37-42 ... 2 010 Level III Mock Exam The 2 010 Level III Chartered Financial Analyst® Mock Examination has 60 questions To best simulate the exam day experience, candidates are ... B $1. 53 C $12 .28 By accessing this mock exam, you agree to the following terms of use: This mock exam is provided to currently-registered CFA candidates Candidates may view and print the exam

Ngày tải lên: 07/09/2018, 12:11

... 2 013 Level III Mock Exam The 2 013 Level III Chartered Financial Analyst (CFA? ?) Mock Examination has 60 questions To best simulate the exam day experience, candidates ... 18 minutes per item set (vignette and multiple choice questions) for a total of 18 0 minutes (3 hours) for this session of the exam Questions Topic 1? ? ?12 Ethical and Professional Standards 13 -18 ... (unhedged, USD equivalent) 10 S&P 500 Index call options (notional amount) 10 A-rated corporate bonds 20 Total 10 0 Risk Measure Beta: 1. 30 Beta: 0.95 Beta: 1. 20 Beta: 1. 10 Delta: 0.50 Duration:

Ngày tải lên: 07/09/2018, 12:13

... 2 012 Level III Mock Exam The 2 012 Level III Chartered Financial Analyst (CFA? ?) Mock Examination has 60 questions To best simulate the exam day experience, candidates ... accessing this mock exam, you agree to the following terms of use: This mock exam is provided to currently registered CFA candidates Candidates may view and print the exam for personal exam preparation ... accessing this mock exam, you agree to the following terms of use: This mock exam is provided to currently registered CFA candidates Candidates may view and print the exam for personal exam preparation

Ngày tải lên: 07/09/2018, 12:17

... 2006–2 011 and 2) sustainable growth rate for the year 2 011 Year 2 011 2 010 2009 2008 2007 2006 EPS $3.20 $3.60 $2.44 $2.08 $2.76 $2.25 DPS $1. 92 $1. 85 $1. 74 $1. 62 $1. 35 $1. 25 ROE 12 % 17 % 13 % 15 % 11 % ... January 2 011 June 2 011 August 2 011 31 December 2 011 200,000 shares outstanding 50,000 shares issued for stock split 500,000 shares outstanding To calculate earnings per share for 2 011 , the company’s ... millions 10 .2 4.6 2.0 3.6 1. 2 2.4 1. 0 1. 4 A 1. 5 B 1. 7 C 2.6 By accessing this mock exam, you agree to the following terms of use: This mock exam is provided to currently registered CFA candidates

Ngày tải lên: 18/06/2019, 15:21

... Year 1 2 3 4 5 6 7 8 9 10 Return (%) 2.2 6.2 8.9 9.3 10 .5 11 .7 12 .3 14 .1 15 .3 18 .4 The geometric mean return (%) is closest to: A. 9.62. B. 10 .80. C. 10 .89. ... Robinson, CFA, Jan Hendrik van Greuning, CFA, Karen O’Connor Rubsam, CFA, R. Elaine Henry, CFA, and Michael A. Broihahn, CFA 2 010 Modular Level 1, Vol. 3, pp. 10 6 -10 8 Study Session 7- 31- d Describe ... supplied is 5 / 27.5 = 0 .18 1 818 . Average price is (20 + 15 ) / 2 = 17 .5 and the percentage change in price is 5 / 17 .5 = 0.285 714 . The elasticity of supply is 0 .18 1 818 / 0.285 714 = 0.636364. ...

Ngày tải lên: 21/01/2014, 03:20

... 99) D 10 0) B 10 1) D 10 2) C 10 3) A 10 4) B 10 5) C 10 6) A 10 7) D 10 8) D 10 9) D 11 0) B 11 1) A 11 2) B 11 3) A 11 4) C 11 5) C 11 6) D 11 7) D 11 8) C 11 9) C 12 0) A Answers 1) A Standard V(A), Prohibition ... Schweser Online Test # = 613 412 Correct Answers 1) A 2) D 3) A 4) A 5) B 6) C 7) A 8) D 9) A 10 ) A 11 ) B 12 ) C 13 ) B 14 ) A 15 ) D 16 ) D 17 ) C 18 ) A 19 ) C 20) D 21) A 22) B 23) C 24) A 25) ... 7. 11 0) B Covariance = (1/ n)(S (RX –ERX)(RY – ERY)) mean X = (7+9 +10 +10 )/4 = 9; mean Y = (5+8 +11 +8)/4 = 8 Cov = [(7-9)(5-8)+(9-9)(8-8)+ (10 -9) (11 -8)+ (10 -9)(8-8)] / 4 = 2.25 11 1) A Portfolio...

Ngày tải lên: 21/01/2014, 02:20