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#511
11-06-2010, 11:06 PM
 Twitches Member Join Date: Jan 2010 Posts: 1,912

Every time I look at 15 the gap between B and C gets smaller and smaller.

Last edited by Twitches; 11-10-2010 at 09:33 AM..
#512
11-06-2010, 11:38 PM
 Jengo Member Join Date: Nov 2009 Posts: 97

Quote:
 Originally Posted by jprep Ker8 said that that question was actually #15, with 1/12.5 and 1/15 shares. She answered D, but said that it could likely have been B, -0.01. So I took her word for it.
I will say 100% without a doubt that 1/12.5 and 1/15 shares was NOT #15. I worked on and got an answer for that one; in my notes #15 was a question I guessed on. As for the nature of #15, I believe it is the replicating portfolio/linear algebra problem.

I will also say that I did this particular problem a number of times and thought for sure it was B (-.01)...
#513
11-06-2010, 11:48 PM
 DonchaKnow Member SOA Join Date: Feb 2008 Location: somewhere in the middle of nowhere College: University of Waterloo Favorite beer: mm.. I LIKE! Posts: 161

Quote:
 Originally Posted by pmontgom 90% sure question 7 had to do with exchange options. unfortunately I ran out of time. and couldn't finish it, but I'm pretty sure the calculated sigma was .11
so pak is right?
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#514
11-06-2010, 11:58 PM
 ker8 Member SOA Join Date: Apr 2009 Studying for modules Posts: 864

Quote:
 Originally Posted by Jengo I will say 100% without a doubt that 1/12.5 and 1/15 shares was NOT #15. I worked on and got an answer for that one; in my notes #15 was a question I guessed on. As for the nature of #15, I believe it is the replicating portfolio/linear algebra problem. I will also say that I did this particular problem a number of times and thought for sure it was B (-.01)...
Should be #12; 15 escapes me at the moment.
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Quote:
 Originally Posted by jprep It's a recession. Triangles only have 178 degrees now.
#515
11-07-2010, 12:21 AM
 pmontgom Join Date: May 2009 Location: Boston Studying for MFE Posts: 17

Can someone double-verify that Spring 2010 MFE PM was 14? I had a 13 on PAK, but I ended up with a scaled score of 3. Worried that this means my score is not going to hold up.
#516
11-07-2010, 12:25 AM
 Elsaball Member CAS Join Date: Jun 2010 Studying for Exam 8 Posts: 941

Uch, I'm sitting on a 16 in PAK, but I'm 95% sure I had D's for the last three, even though I transcribed E's, which would bring me up to 18.
#517
11-07-2010, 12:41 AM
 jprep Member Join Date: Aug 2009 Location: Buffalo Studying for VEEs & FAP College: University at Buffalo Alumni Favorite beer: Corona w/ Lime Posts: 1,559

Quote:
 Originally Posted by Jengo I will say 100% without a doubt that 1/12.5 and 1/15 shares was NOT #15. I worked on and got an answer for that one; in my notes #15 was a question I guessed on. As for the nature of #15, I believe it is the replicating portfolio/linear algebra problem. I will also say that I did this particular problem a number of times and thought for sure it was B (-.01)...
#19 was the linear algebra problem.
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Quote:
 Originally Posted by campbell REPENT THE END IS NIGH
Spoiler:
Quote:
 Originally Posted by Aluan You sound way too excited about studying for 7. A bit of studying will fix that, though.
Quote:
 Originally Posted by MyKenk Nope. 7 is the must pass of all must passes next spring. Can leave absolutely nothing to chance. Study schedule starts on November 15th. Is it nuts? Probably. Will I pass? Definitely. Will it be worth it? Of course.
Quote:
 Originally Posted by MyKenk's blog A bit of an early start for a second sitting, but this exam is a must pass, and there's no such thing as too much studying for a must pass
#518
11-07-2010, 12:42 AM
 kyotousa Member Join Date: Oct 2008 Posts: 617

Quote:
 Originally Posted by Jengo I will say 100% without a doubt that 1/12.5 and 1/15 shares was NOT #15. I worked on and got an answer for that one; in my notes #15 was a question I guessed on. As for the nature of #15, I believe it is the replicating portfolio/linear algebra problem. I will also say that I did this particular problem a number of times and thought for sure it was B (-.01)...
Oh I am pretty sure about 15 then...I got B.
solve for K, (which is 1) then find the forward price of the portfoio.
#519
11-07-2010, 12:59 AM
 levenzaha Member Join Date: Oct 2010 Favorite beer: Actuarial Brew Posts: 441

Quote:
 Originally Posted by tiernane The opposite happened to me... Went to bed feeling decent with a 16, now down to a 15...
19 has been changed. Down to what seems like a pretty certain 15. This is just way too close i can't take it
#520
11-07-2010, 01:02 AM
 Elsaball Member CAS Join Date: Jun 2010 Studying for Exam 8 Posts: 941

Ker8,
Can you post what you feel the PAK's currently wrong about, so we can have a consolidated list from someone we know did well.
Thanks

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