2012 Morning Session Question 8A

So they are having us change both the allocations and the beta/duration…

For the equity portion, to change allocation from $182mm to $154mm, you are to sell 241.67 (242) contracts.

To go from a beta of 1.08 to .90, you are to sell 221.57 (222) contracts.

The guideline answer is telling us to sell (242+222) 464 contracts. But since we are talking about the same contracts, wouldn’t it be more correct to sell (241.67+221.57=463.24) 463 contracts? I realize that these steps don’t ‘technically’ occur at the same time, but what difference does it make? Seems like it’s just compounding the (minute) errors that are made due to the rounding.

Same goes for the bond duration, but it’s the same concept, so no need for me to repeat it.

nice catch. IMO both are good.

Couldn’t agree more:

http://www.analystforum.com/forums/cfa-forums/cfa-level-iii-forum/91320584

I wont do a 2 step calculation. I would simply use

Final Dollar(beta/duration) = Initial Dollar(beta/duration) + Futures Dollar(beta/duration)

and solve for N

S2000, that’s so much easier! I purposefully did this mock so late, so I likely would have skipped right over that thread. But, I’ve remembered (I think, hope anyway) the way the CFAI has us do it. Unfortunately it’s too late in the game for me to switch when I have other stuff I need to get do. It’s looking like I’ll have the extra 3 minutes to calculate long hand. I’ll even round it funny like they do it, if I gotta.

Nice!

I did the long way too. Think I was too drilled to do the normal target formula and forgot all about the fundamentals.