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  #1  
Old 02-25-2018, 08:43 PM
ZSunny ZSunny is offline
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Default FA CDEF Task 2 Question 1

This question asks to discuss the available risk/return metrics.
What do they mean by "available"?
Available as in:
1. it's in the Excel spreadsheet, or
2. it's in the "real" world, i.e., you have to Google it or look it up in some textbook to answer the question

I feel like they are looking for a general/generic answer to this question and not really one that ties in with the Excel spreadsheet because they don't even mention this spreadsheet until question 3.

I'm curious as to what everyone else thought on this.
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Old 02-25-2018, 10:02 PM
arto83 arto83 is offline
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Sir Isaac said in one of the threads (and i think others concurred) that he talked about the 10 measures in the spreadsheet
Check
http://www.actuarialoutpost.com/actu...d.php?t=330243
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Old 02-25-2018, 10:10 PM
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Sir Issac Sir Issac is offline
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Yes you should use the metrics available in the spreadsheet
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Old 02-26-2018, 08:32 PM
tito87 tito87 is offline
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We should discuss pros and cons of the risk/return metrics available in the spreadsheet
Or
We should discuss pros and cons of the combinaison of these metrics (risk/return metric recommanded in question 2)?
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Last edited by tito87; 02-26-2018 at 08:45 PM..
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Old 02-26-2018, 09:14 PM
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I personally discussed the pros and cons of each individual metric that was on the spreadsheet
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Old 02-26-2018, 10:22 PM
master_a00 master_a00 is offline
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Did you discuss the pros and cons of CTE(75), CTE(90) and CTE(95) separately? Or just talked about CTE and then moved on to the next metric?
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Old 02-26-2018, 10:23 PM
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I didn’t discuss at different percentiles separately
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Old 02-27-2018, 10:38 AM
Bucky16 Bucky16 is offline
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I made a chart that listed each metric in the spreadsheet and the pros and cons of it to make it as clear as possible that I answered the question. I discussed what the different percentiles would mean for CDEF when I justified my chosen metrics.
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Old 02-27-2018, 12:03 PM
tito87 tito87 is offline
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I just discussed the pros and cons of about each metric (in general) that was on the spreadsheet (CTE,.....).
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Old 02-27-2018, 12:44 PM
SoFarSoGood SoFarSoGood is offline
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I briefly mentioned the mean and standard deviation and I had full paragraphs describing VaR and CTE where I quoted the VaR reading from Module 4 and the CTE reading from Module 7.
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