Derivatives Quiz
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Arif Irfanullah
Apr 22, 2013, 6:28:57 AM4/22/13
to 2013-cfa-le...@googlegroups.com
Find attached our Derivatives Quiz. It has 30 questions and should take 90 minutes.
Please share your feedback on the quiz over here.
This quiz is simply meant to help you in your preparation. It is not a substitute for all the practice you are supposed to do.
Questions form the curriculum and mock exams are the best practice. (even better than IFT's quizzes :-)
Andrei Radu
May 9, 2013, 2:26:33 PM5/9/13
to 2013-cfa-le...@googlegroups.com
dear Arif,
i don't understand the explanation to question 6, derivatives quiz, why in the valuation of the fwd contract 20 days later the spot rate is discounted also
many thanks
Andrei Radu
May 9, 2013, 2:47:57 PM5/9/13
to 2013 CFA Level 2 Group
Deriv quiz, question 11: the number of days to compute the Futures price is missing in the question
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Arif Irfanullah
May 10, 2013, 8:26:38 AM5/10/13
to Andrei Radu, 2013 CFA Level 2 Group
Days to expiration = 68 days.
This is given at the top of page 4
The Exhibit is split across two pages which is why you might have missed this.
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