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#96




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Out of all of the questions, the tenperiod binomial tree problem I got was the only one that had me livid. It was for a European option at least so I could directly use the binomial distribution, but calculating 11 prices, their payoffs, and then the probability (with no mistakes) without a graphing calculator or spreadsheet is absurd. The SOA could have easily tested the same concept(s) with fewer periods instead of intentionally giving people a problem that long. 
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I also had the Brownian motion volatility, so also just assumed that it was normal volatility. I marked it, and replied in survey at the end that I thought it was not on the syllabus.
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Prelims: FAP: Predictive Analytics 
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