There is a clear typo on the second vignette on the 2011 mock exam. The term structure of interest rates have the wrong day numbers (45, 135, etc.) The days from Exhibit 1 need to be switched with the days from Exhibit 2. If you look at the answers it is shown correctly. I spent a long time thinking this was some new trick CFA was trying to throw in the test…I knew I knew how to solve a Swap problem and was bound and determined not to miss it. After spending too much time trying to figure out a way to solve it with the way it was presented I moved on, but it really messed up my flow in the test. No one else has mentioned this issue. I hope I am not going crazy, I checked the mock exam and answers several times, and its definitely wrong. FYI to anyone who has not taken the mock yet…
Soooo…I finally found the Errata for the mock exam…I thought corrections would be included in the general Errata for the study material…wow this would have been helpful