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    FRM 2013 Registration open

    GARP has opened the registration window for May 2013 FRM exam
    http://financetutelage.com/register-for-may-2013-frmerp-exam-at-garp/
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    Yep. We do offer on a paid basis. If you would be...

    Yep. We do offer on a paid basis. If you would be interested email us at financetutelage@gmail.com
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    FRM Exam Level1 Formula Easy Preparation

    We will be sharing formulas easy memorization, For any exam formulas are crucially important and make use of this session to pass FRM Exam Level 1 first attemps
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    FRM the financial risk manager exam if offered in...

    FRM the financial risk manager exam if offered in two levels 1 and 2. Level 1 gives holistic picture of risks and Level 2 deals with each and every risk in detail. Also, tools for risk modling like...
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    Answer to Question 14 - Answer A

    Answer to Question 14 - Answer A
  6. ETF as well as mutual funds help a retail...

    ETF as well as mutual funds help a retail investor. ETF are more sector oriented and will have good tax advantage when they revolve around certain instruments
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    James, We have plenty of free frm exam...

    James,

    We have plenty of free frm exam preparation Q&A. Also follow our thread on daulat guru
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    Answer to Question 13 : B - Strong efficient

    Answer to Question 13 : B - Strong efficient
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    14 What exchange rate is used in currency swap? ...

    14 What exchange rate is used in currency swap?

    A. Spot exchange rate
    B. Weeks exchange rate average
    C. Fixed rate
    D. Annual average rate
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    Nidhi, You can visit our site and we provide...

    Nidhi,

    You can visit our site and we provide plenty of frm related articles for free.
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    13. Capital asset pricing model assumes markets...

    13. Capital asset pricing model assumes markets are:
    A. Semistrong efficient
    B. Strong Efficient
    C. Weak Efficient
    D. None of the above
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    Answer to Question 12 : D

    Answer to Question 12 : D
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    12. Positive covariance of security’s returns...

    12. Positive covariance of security’s returns with market returns is measured using the risk:
    A. Credit Risk
    B. Diversifiable Risk
    C. Model Risk
    D. Systematic Risk
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    Answer : A

    Answer : A
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    welcome to DG.

    welcome to DG.
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    11. What is formula to determine eurodollar...

    11. What is formula to determine eurodollar futures contract

    A.$10000[100-(.25)(100-Z)
    B.$10000[100-(.75)(100-Z)
    C.$10000[100-(.50)(100-Z)
    D.$10000[100-(.10)(100-Z)
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    Answer to Question 10 : E

    Answer to Question 10 : E
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    Answer explanation for Question 6 Sharpe...

    Answer explanation for Question 6

    Sharpe Measure = (Expected Return of Portfolio – Risk Free rate)/ Standard Deviation of portfolio (i.e., 0.20-0.03/0.3=0.566 (approximated to 0.57)

    Treynor...
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    10. The risk that arises because of volatility of...

    10. The risk that arises because of volatility of single security return that is uncorrelated with volatility of market portfolio is

    A. Systematic Risk
    B. Market Risk
    C. Credit Risk...
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    9. Positively Skewed distributions has A. Has...

    9. Positively Skewed distributions has

    A. Has many outliers in the left tail of distribution
    B. Has many outliers in the right tail of distribution
    C. Has many outliers in both right and left...
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    The answer for question No.5 is D The answer for...

    The answer for question No.5 is D
    The answer for question No.6 is B
    The answer for question No.7 is C
    The answer for question No.8 is E

    Explanations in coming Post
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    The answer is D

    The answer is D
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    8. Calculate the Information Ratio with the...

    8. Calculate the Information Ratio with the following information

    Tracking Error = 4%
    Expected Return of Market = 15%
    Expected Benchmark Return = 6%

    A. 2.25
    B. 0.0036
    C. -2.25
    D. -0.0036
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    7. Calculate the Risk Premium of an asset with...

    7. Calculate the Risk Premium of an asset with the following info:
    Quantity of Risk = 1.5
    Expected Return of Portfolio = 20%
    Risk Free Rate = 3%
    Expected Return of Market = 15%

    A. 0.255...
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    6. Calculate Sharpe Measure, Treynor Measure with...

    6. Calculate Sharpe Measure, Treynor Measure with the following information

    Portfolio Expected Return = 20%
    Standard Deviation = 30%
    Risk Free Rate = 3%

    A. Both Sharpe Measure and Treynor...
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