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MM Mock Exam 1 AM - Question 5E
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1
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956
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May 20, 2019
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Bear Put Spread - Currency Management
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7
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1460
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May 18, 2019
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Macro Factors used in top-down approach for credit strategies
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0
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1186
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May 18, 2019
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Rebalancing Ratio
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6
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1123
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May 8, 2019
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Extreme Barbell vs. Laddered Portfolio
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1
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1182
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May 8, 2019
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Synthetically remove the call feature from a callable bond (as an investor)
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1
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1156
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May 6, 2019
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CFA level lll 2013 exam AM Q9
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1
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1029
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May 6, 2019
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Duration Immunization
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4
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1588
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May 6, 2019
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Barbells
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2
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1051
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May 3, 2019
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Equity Linked Note
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0
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1091
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May 2, 2019
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Money Duration- Effective or Modified?
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4
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1102
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May 1, 2019
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|
Fixed-income Active management : CDOs
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2
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1512
|
May 1, 2019
|
|
Reading 23 Example 1
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5
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1206
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April 30, 2019
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R24 Winslow case Practice Problem
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4
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1124
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April 30, 2019
|
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L3 2010 Essay Mock Q6 vs 2018 Essay Mock Q7B on money duration
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0
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1052
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April 28, 2019
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Predicted change using partials
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5
|
1354
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April 27, 2019
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Carry Trade: Inter-market Trade
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6
|
3399
|
April 26, 2019
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R23: Exhibit 5: Summing Cash Flows to the Investment Horizon under an Immunization Strategy
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2
|
1069
|
April 24, 2019
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OAS of callable and non-callable bond (Book 4, reading 25, EOC #12)
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7
|
2063
|
April 24, 2019
|
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Zero Coupon Bond - No Price Risk
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5
|
1251
|
April 24, 2019
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|
Fixed income-reading 25-Credit strategies
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2
|
1217
|
April 21, 2019
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Reading 24 Yield Curve Strategies Example 8 Assessing Risk of Yield Curve Movements
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0
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1236
|
April 19, 2019
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Intermarket Carry Trade - Yield Curve Strategies
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|
0
|
1342
|
April 17, 2019
|
|
Difference between Condor and Butterfly
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6
|
3543
|
April 16, 2019
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intermarket carry trade
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2
|
1643
|
April 16, 2019
|
|
Do we have to know how to calculate PBO?
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|
3
|
1356
|
April 16, 2019
|
|
Matching a bond index vs equity index
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|
4
|
1136
|
April 16, 2019
|
|
Intermarket carry trade Yield Curve Strategies
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0
|
1252
|
April 16, 2019
|
|
hedge into the third currency in carry trade
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0
|
1176
|
April 13, 2019
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|
A question about swap spread.
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0
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1076
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April 12, 2019
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