to sum up, beta should be incorporated in both cases. email from CFA: RE: CFA Program inquiry (21223) - level 3 mock exam From: Charles Appeadu (charles.appeadu@cfainstitute.org) Medium riskYou may not know this sender.Mark as safe|Mark as junk Sent: Thu 6/04/09 11:49 PM Thank you for the feedback. In both cases, the betas should be incorporated. Thanks. Charles.
PM Exam in Hong Kong A question about the NASDAQ synthetic hedge, should i consider the NASDAQ futures’ beta in the calculation(which is 0.98)? Coz i can’t find the answer from the choices they provide. I only seen the choice without considering the beta, its kinda like in mock exam #47 any feedback about this?
bump…I was going back through the mock and found this from last year. yet another error that im sure is/was driving people crazy