In class work ques 51 of forex we borrow at lower rate currency without checking gap between currency market and money market but in ques 52 we borrow at higher rate currency by checking the gap why?
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Why is the answer B? Can’t the same logic be applied to A? Interest Rate Future could be fixed payer also.
Preparation strategy currently im doing questions from candidate resources and uworld and schweser is this strategy okay or doing candidate resources twice is a good strategy please share your thoughts
Lintners models explanation along with example[Variant of Stable dividend Policy] provided in class does not match with the solution provided in Example 12 and Q12 of Materials. Could you Please check and let me know if i am missing anything?
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4. If a bond has an embedded call option and the value of the call option is positive, the option-adjusted price, compared to the flat price of the bond, is most likely: A. lower. B. the same. C. higher.
When would we use pooled estimator of variance ( option 2) and when do we use this ...Read more
why macaulay duration of putable bond is higher at high yeilds.