Mock test

AMITAG1990
Finance Junkie
Posts: 89
Joined: Sat Sep 22, 2012 12:35 pm

Mock test

Postby AMITAG1990 » Thu Nov 08, 2012 6:17 pm

In the equation for forecasting stock price Yt = .7Yt-1 + et + .6et-1 the correlation between Tuesday’s price on Thursday of the same week is
Choose one answer.
a. 0.3
b. 0.49
c. 0.51
d. 0.7

How to solve it..??

Tags:

AMITAG1990
Finance Junkie
Posts: 89
Joined: Sat Sep 22, 2012 12:35 pm

Re: Mock test

Postby AMITAG1990 » Sat Nov 10, 2012 1:47 pm

please some1 solve it..

content.pristine
Finance Junkie
Posts: 356
Joined: Wed Apr 11, 2012 11:26 am

Re: Mock test

Postby content.pristine » Mon Nov 12, 2012 12:36 pm

Whats the source?
Can you post the full solution and I will try to demystify it for you
8-)

AMITAG1990
Finance Junkie
Posts: 89
Joined: Sat Sep 22, 2012 12:35 pm

Re: Mock test

Postby AMITAG1990 » Mon Nov 12, 2012 5:53 pm

Source - Mock test..
Solution not provided


Return to “FRM Part I”



cron

Disclaimer

Global Association of Risk Professionals, Inc. (GARP®) does not endorse, promote, review or warrant the accuracy of the products or services offered by EduPristine for FRM® related information, nor does it endorse any pass rates claimed by the provider. Further, GARP® is not responsible for any fees or costs paid by the user to EduPristine nor is GARP® responsible for any fees or costs of any person or entity providing any services to EduPristine Study Program. FRM®, GARP® and Global Association of Risk Professionals®, are trademarks owned by the Global Association of Risk Professionals, Inc

CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by EduPristine. CFA Institute, CFA®, Claritas® and Chartered Financial Analyst® are trademarks owned by CFA Institute.

Utmost care has been taken to ensure that there is no copyright violation or infringement in any of our content. Still, in case you feel that there is any copyright violation of any kind please send a mail to abuse@edupristine.com and we will rectify it.