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Old 07-12-2012, 08:36 PM
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Default Questions that you HOPE to get on the upcoming exams.

Question 31 from the released 2009 exam. Basically, calculate the delta (capital delta) of 4 different calls. Sure, you have to go through calculating four d1's, but thats just the black sholes formula and then crunchfest with the ti-30 multiview. yeah, I get multiple views with my calculator.
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Old 07-12-2012, 08:48 PM
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update. phew. I'm on the final d1. I wish they would let me use a pen at prometric. Like come on, it's a computer test.
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Old 07-12-2012, 08:49 PM
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boring? You want them all to be those where are the answers are I, II or III and I, or none of them, or just IV and it's something about variance for all of them?
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Old 07-12-2012, 08:50 PM
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its actually no SO boring
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Old 07-12-2012, 08:53 PM
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there's one part where you get a d1 of -1.64822 and you stop and say, woahhhh am I sure this is right? and then you go check again or look at the answer and say oh ok it is right. But them you plug it into the MFE calculator that you have to go searching for, and that gives you .04965 and the delta and you almost want to say wait the last delta I got was .56946 What's going on here?

But don't worry when that happens because it's right.
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Old 07-12-2012, 09:00 PM
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you have to remember what a 5060 bull spread means, although I sort of just reasoned through it if you know that a spread means all calls or all puts. Man, I bet you would get that question wrong on the real exam. You would probably pick answer choice A or something
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Old 07-12-2012, 09:53 PM
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Questions on put-call parity.
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Old 07-12-2012, 11:29 PM
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Question 40.
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Old 07-12-2012, 11:43 PM
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Anything, I'm ready for it all! However, PCP, binomial option pricing, BS, market-making/delta-hedging, and exotic options are particularly easy!
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Old 07-13-2012, 10:01 AM
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anything BUT currency options is probably fine...
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