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Convertibles Hedge

Does anyone know how to hedge convertibles in an efficient way as they offer equity and bonds exposures?Thanks in advance.

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AM keyword

HiIn the AM session, people talk about keyword and compare your answer to model answer provided by CFAI.Does anybody know what are the keyword in model answer (CFAI) or how to find them? Basically mqy...

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Calculating B for Deferred Capital Gains Tax FVIF

Schweser Book 2.4 LOS 9.BAccording to Schweser, “B = cost basis / asset value at start of period n”. Why does it say “period n” instead of “period 1”? In the examples, it looks like B is being...

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Short hand

How should i approach using short hand in my studies & prep? Are graders likely to doc points or will they overlook if they understand?for example - using pharma instead of pharmaceutical...

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Corner portfolio

What is the concept behind corner portfolio and adjacent corner portfolio

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Registration Problem - Feels Great (Tips to Pass)

Tried to register for the exam and got the following message: “You have already successfully completed the CFA Program and may not register again. Please contact us if you have any questions.”Feels...

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#15 Capital Market Expectations Exh. 26

I’m stuck with exhibit 26.I was actually under the impression that interest rates and bond yields must move in tandem. So, for example if inflation is expected to rise, interest will be expected to...

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Double Inflection Utility Function

Reading 5: The Behavioral Finance PerspectivePage: 18, Volume: 2, 2016 BookChart: Friedman-Savage Double-Inflection Utility FunctionI am confused with the example of Friedman and Savage, that discussed...

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Modest Value or Market Oriented

Practice question #3, identify fund style per regression.  With the following facts, why isn’t the fund categorized as “market oriented” instead of “modest value” style?  Does that mean when we...

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Currency management - Reading 18

Let’s assume we have 2 currencies, A & B. Real interest rate in country A is higher than B so demand for currency A is higher (it attracts more foreign capital as per the curriculum), hence,...

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Yield curve can predict future growth in output

Hi Guys, Can anyone kindly give me a dumbed down explanation as to why the yield spread between 10-year T-bonds and 3-month T-bills narrow or become negative prior to recessions?The CFA book explain it...

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Starting tomorrow

Well I am starting tomorrow. i will devote 10 to 15 hours a week. Plan to finish by mid March. I am adding 15 days for the ineviatble breaks for work and family committments. End March is my deadline.I...

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T-BILL FUTURES

if the interest rate is expected to rise, buy or sell the t bill futures ?Tweet WidgetGoogle Plus OneLinkedin Share ButtonFacebook Like

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Schweser New York Live Classes

Has anyone here taken Schweser Level III live classes in New York City?I called Schweser last week, and they said the teachers were going to be David Hetherington at the midtown and downtown locations,...

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Series 7....... Anyone?

I know this isn’t the right place, but you guys are all that i know at AF.Has anyone taken this exam? I’ve received a huge binder with the materials. Do i just go through it like a CFA...

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Record retention

So CFA states to always follow the stricter law/Standard. So when it comes to record retention they say to follow regulatory guidance. So let’s say it says 5 years (or the firm compliance policy says 5...

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Curriculum changes 2016 vs 2015

Hi all,Does anyone know of a link or reference that shows the curriculum changes in L3 2016 vs. L3 2015?Also, I ordered the books from Schweser last week (still not shipped), and they advised me that...

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I feel overwhelmed, are 10 hours per week sufficient?

I started studying on 11 August 2015, took a vacation in September for 2 weeks, and have read 24 of the 32 CFAI readings thus far. Will complete reading by 31 December. Reading is passive and I am...

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Princing inefficieny on the Short Side

Hi, I have read on the curriculum that when a stock is a popular short and few shares are available to borrow, the short seller may have to cover the loan by buying back the stock at an inopportune...

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Potential Credit Risk

2009 CFAI exam morning session question 9.Maple Leaf is long 100 JPY put European style options with expiration in 6 months, at strike prices of 100 JPY/CAD and a contract size of JPY12.5 million....

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