cfa level 1 mock exam 2013 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

... 2 013 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

... 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

... (read down) 38. 51 39.00 39 .17 17 .44 16 .04 15 .44 12 .22 10 .65 9.98 10 . 01 8.43 7.76 225 230 19 .2 9 .12 6.39 5 .19 19 .3 9. 01 6.26 5.05 900 922 39.25 15 .10 9.60 7.39 39.30 14 .88 9.36 7 .15 Which of the ... 2 013 Level I Mock Exam: Afternoon Session The afternoon session of the 2 013 Level I Chartered Financial Analyst (CFA? ?) Mock Examination has 12 0 questions To best simulate the exam day ... (read across) df2 16 1 200 216 (read down) 18 .5 19 .0 19 .2 10 .1 9.55 9.28 7. 71 6.94 9.59 6. 61 5.79 5. 41 Panel B: Critical values for right-hand tail areas equal to 0.025 df1 (read across) df2 648

Ngày tải lên: 18/06/2019, 15:21

... 2 013 Level I Mock Exam: Afternoon Session The afternoon session of the 2 013 Level I Chartered Financial Analyst (CFA? ?) Mock Examination has 12 0 questions To best simulate the exam day ... by $15 .00 Answer = A “Equity Valuation: Concepts and Basic Tools” John J Nagorniak, CFA, and Stephen E Wilcox, CFA 2 013 Modular Level I, Vol 5, Reading 51, Section 4 .1 Study Session 14 - 51- a, ... to: A USD1,469. 31 B USD1,489.57 C USD1,500.00 Answer = B “Forward Markets and Contracts,” Don M Chance, CFA 2 013 Modular Level I, Vol.6, Reading 61, Section 3.2.2 Study Session 17 - 61- g Calculate

Ngày tải lên: 18/06/2019, 15:21

... Volatility (%) (%) Fund 9. 81 Fund 13 .99 Fund 10 .12 Fund 14 .47 Fund 10 .84 Fund 10 14 .85 Fund 11 .33 Fund 11 15 .00 Fund 12 .25 Fund 12 17 .36 Fund 13 .39 Fund 13 17 .98 Fund 13 .42 The value of the first ... 2 013 Level I Mock Exam: Morning Session The morning session of the 2 013 Level I Chartered Financial Analyst (CFA? ?) Mock Examination has 12 0 questions To best simulate the exam day experience, ... peakedness) 21 The following 10 observations are a sample drawn from an approximately normal population: Observation 10 Value –3 ? ?11 ? ?18 18 20 –6 ? ?16 The sample standard deviation is closest to: A 11 .92

Ngày tải lên: 18/06/2019, 15:21

... through 2 011 : (1- 0.348)× (1+ 0.322)× (1+ 0 .11 1)× (1- 0. 014 ) = 0.652 × 1. 322 × 1. 111 × 0.986 = 0.9442 Compound total return (cumulative) factor at 5% per year of five percent for five years: 1. 055 = 1. 2763 ... rates are adjusted to a semi-annual basis and z1 = 1f0 Therefore, z6 = [1. 0025 × 1. 0035 × 1. 0050 × 1. 0075 × 1. 011 0 × 1. 015 0 ]1/ 6 – = 0.0074 × = 1. 48% 10 5 One advantage of the full valuation approach ... 2 013 Level I Mock Exam: Morning Session The morning session of the 2 013 Level I Chartered Financial Analyst (CFA? ?) Mock Examination has 12 0 questions To best simulate the exam day experience,

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

... 2 011 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 are ... 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

... 2 012 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

... 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 are ... 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

... 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