Please help me fill the gaps: Ethics - Research Report w/CFA charterholder supervising analyst (6 Questions), New employee, old man supervisor, 4 managers talking over lunch (6 Questions) = 12 Questions Quant - Oil and Inflation = 6 Questions Economics - Rule of 70, New Growth, 1/3 Rule = 6 Questions Alternative Valuation - DPI, Valuation Method, Gross IRR = 6 Questions Corporate Finance - Mature v Growth Company, Capital Gains - 6 Questions Fixed Income - MBS set with IFL Tranche (6 Questions), Set with with Portfolio A, B, and C?? (6 Questions) = 12 Questions (I think) Accounting - Acquisition (6 Questions), Pension (6 Questions), Translation (6 Questions), Earnings Quality (6 Questions) = 24 Questions Equity Valuation - H-Model?, FCFE Set (6 Questions), ???, and ??? = 24 Questions Derivatives - Currency Swap (6 Questions), Commodities Set (6 Questions) = 12 Questions Portfolio Management - Factor Surprise set (6 Questions), ??? = 12 Questions??
Kwekoolio Wrote: ------------------------------------------------------- > Please help me fill the gaps: > > Ethics - Research Report w/CFA charterholder > supervising analyst (6 Questions), New employee, > old man supervisor, 4 managers talking over lunch > (6 Questions) = 12 Questions > > Quant - Oil and Inflation = 6 Questions > > Economics - Rule of 70, New Growth, 1/3 Rule = 6 > Questions > > Alternative Valuation - DPI, Valuation Method, > Gross IRR = 6 Questions > > Corporate Finance - Mature v Growth Company, > Capital Gains - 6 Questions > > Fixed Income - MBS set with IFL Tranche (6 > Questions), Set with with Portfolio A, B, and C?? > (6 Questions) = 12 Questions (I think) > > Accounting - Acquisition (6 Questions), Pension (6 > Questions), Translation (6 Questions), Earnings > Quality (6 Questions) = 24 Questions > > Equity Valuation - H-Model?, FCFE Set (6 > Questions), [JUSTIFIED P/E] and [PORTERS 5 FORCES] and [1 QUESTION ON MATCHING NOMINAL/REAL CASH FLOWS (EMERGING MARKET VALUATION)] and [PASTOR-STAMBAUGH MODEL] = 24 Questions > > Derivatives - Currency Swap (6 Questions), > Commodities Set (6 Questions) = 12 Questions > > Portfolio Management - Factor Surprise set (6 > Questions), [MULTIFACTOR MODEL] = 12 Questions?? Follow up - the first question in the PM vignette - did you calculate the portfolio return as simply the weighted average return of the Y intercepts?
let it go buddy, let it go… enjoy life and if you must recreate the topics do it on Aug 18. And as the case, none of these topics will appear next year, as they always change it up. Life is to short to be stressed over a little test.
I hear you, but for me this is a lot more enjoyable than trying not to think about it while it eats at me. After about a week I’ll put it all behind me and will find something else to occupy my idle mind.
“Follow up - the first question in the PM vignette - did you calculate the portfolio return as simply the weighted average return of the Y intercepts?” I don’t recall the details of the question, but I think the answer is yes. Can you add a little more detail??
Kwekoolio Wrote: ------------------------------------------------------- > “Follow up - the first question in the PM vignette > - did you calculate the portfolio return as simply > the weighted average return of the Y intercepts?” > > I don’t recall the details of the question, but I > think the answer is yes. Can you add a little more > detail?? Sorry…that’s all I can remember - does anyone else remember any more detail?
cash and carry with gold 8something times 1.05 plus 6 -4
like 8,4 and minus 1,2
Wasn’t there two Corp finance sets? The one with MM theories, static theory, etc.?
Here is the updated list that I have - fbc203, your responses actually confused me a bit so I’m going to give it another shot. I added the extra corp fin item set but now need to figure out which ones were the equity sets and whether there was more than one PM set. Ethics - Research Report w/CFA charterholder supervising analyst (6 Questions), New employee, old man supervisor, 4 managers talking over lunch (6 Questions) = 12 Questions Quant - Oil and Inflation = 6 Questions Economics - Rule of 70, New Growth, 1/3 Rule = 6 Questions Alternative Valuation - DPI, Valuation Method, Gross IRR = 6 Questions Corporate Finance - Dividend Theory (6 Questions), Capital Structure (6 Questions) - 12 Questions Fixed Income - MBS set with IFL Tranche (6 Questions), Set with with Portfolio A, B, and C?? (6 Questions) = 12 Questions (I think) Accounting - Acquisition (6 Questions), Pension (6 Questions), Translation (6 Questions), Earnings Quality (6 Questions) = 24 Questions Equity Valuation - H-Model?, FCFE Set (6 Questions), (XXXXXXXXXXXXXXX) = 18 Questions? Derivatives - Currency Swap (6 Questions), Commodities Set (6 Questions) = 12 Questions Portfolio Management - Factor Surprise set (6 Questions) = 6 Questions?? - I think the factor model question is the same one as the factor surprise set I mentioned.
argh! This is bothering me now. Does anyone know for sure if PM was 6 or 12? and if Equity was 18 or 24?
Ok, looks like what I just posted is only 112 so adding one set to Equity will make it 120. New list: Ethics - Research Report w/CFA charterholder supervising analyst (6 Questions), New employee, old man supervisor, 4 managers talking over lunch (6 Questions) = 12 Questions Quant - Oil and Inflation = 6 Questions Economics - Rule of 70, New Growth, 1/3 Rule = 6 Questions Alternative Valuation - DPI, Valuation Method, Gross IRR = 6 Questions Corporate Finance - Dividend Theory (6 Questions), Capital Structure (6 Questions) - 12 Questions Fixed Income - MBS set with IFL Tranche (6 Questions), Set with with Portfolio A, B, and C?? (6 Questions) = 12 Questions (I think) Accounting - Acquisition (6 Questions), Pension (6 Questions), Translation (6 Questions), Earnings Quality (6 Questions) = 24 Questions Equity Valuation - H-Model?, FCFE Set (6 Questions), (XXXXXXXXXXXXXXX) = 24 Questions Derivatives - Currency Swap (6 Questions), Commodities Set (6 Questions) = 12 Questions Portfolio Management - Factor Surprise set (6 Questions) = 6 Questions?? - I think the factor model question is the same one as the factor surprise set I mentioned.