• We are pleased to announce that the winner of our Feedback Prize Draw for the Winter 2024-25 session and winning £150 of gift vouchers is Zhao Liang Tay. Congratulations to Zhao Liang. If you fancy winning £150 worth of gift vouchers (from a major UK store) for the Summer 2025 exam sitting for just a few minutes of your time throughout the session, please see our website at https://www.acted.co.uk/further-info.html?pat=feedback#feedback-prize for more information on how you can make sure your name is included in the draw at the end of the session.
  • Please be advised that the SP1, SP5 and SP7 X1 deadline is the 14th July and not the 17th June as first stated. Please accept out apologies for any confusion caused.

ct8

  1. S

    CT8 September 2012 Question 9

    Hi, for part iv) please may you explain why we could not say 100% in asset A to get a return of 0.2? Is it because we know that all efficient portfolios lie on the capital market line, and the capital market line goes through the y-axis (risk free asset), therefore we know the investor must...
    • s16455441
    • Thread
    • cm2 ct8 question 9 september 2012
    • Replies: 1
    • Forum: CM2
  2. D

    CM2 - Chapter 16 Page 24 - Step 5 of The 5 Step Method

    Hi, I refer you to page 24 of chapter 16 for CM2 of the acted combined notes package 2021. The value of the portfolio at time t-1 = phi,t*St-1 + psi,t*Bt-1 = exp(r*[t-1])*(phi,t*Dt-1+psi,t) = exp(r[t-1])*Et-1 = Vt-1 (Could someone please explain the rational/substitution, in particular why...
  3. V

    Discrete VaR (September 2012, Q1)

    Hi I am struggling with some of the concepts for a discrete variable with question 1, part (c) of part (ii). Here we are asked to find the 95% VaR and 95% TailVaR. When I write out the pdf of this, say X~f(x), I am unsure how to define X as the solution does it differently to me. I see it as...
    • VSA_88
    • Thread
    • cm2 ct8 discrete value at risk var
    • Replies: 4
    • Forum: CM2
  4. A

    CT8 past papers

    Hi, any of you know where to get the past papers before 2010 and how do you practice for CT6 topics that are now part of cm2? Thanks, Anees
  5. A

    Is CM2 the toughest?

    Hello, I'm currently studying for CM2. Is CM2 the toughest of all the CT papers . Having done the other ct papers . So far , I found that CS2 was the trickiest in all the papers i have done so far. How would you guys rate the CM2 paper in terms of level of difficulty in understanding & Passing...
    • Anu Joshi
    • Thread
    • cm2 ct8
    • Replies: 10
    • Forum: CM2
  6. A

    CM2 April 19 Results

    Gutted to find out that I failed the last sitting of CM2. The pass rate was c30%, with examiners keeping the past mark at 60. Perhaps this is the new standard for CM2.. A
    • Arbitrage1234
    • Thread
    • cm2 ct8
    • Replies: 12
    • Forum: CM2
  7. I

    Actuarial sheep

    there are over 7,000 students who stand to lose exams due to changes to the exam system for CT1,4,5 and 6. A further few thousand will have to take double exams in CT3 and CT8. Why is no one speaking out? The IFoA have lied to students, employers, their oversight body, the government and...
    • Infinity
    • Thread
    • ct1 ct4 ct5 ct8 curriculum 2019 double exams
    • Replies: 112
    • Forum: General study / exams
  8. K

    CT8 ASET Cross Reference Grid - 2008 To 2013

    Hi All, I'm trying to put together a complete ASET cross reference grid for CT8 that goes back to 2005. I bought the ASETs for September 2018 exams, which include exams from 2014 to 2017. I also found on the forum the reference grid from 2005 to 2007. And I only miss the gap between the two...
  9. N

    CT-8 (Financial Economics) Marks distribution

    Hello, For those of you who have appeared for subject CT8 exam - What is the expected distribution of marks in the IFoA exam ? You could share either chapter-wise or Part-wise expected marks distribution. Much appreciated ! Cheers
    • Nish Lau
    • Thread
    • ct8 financial economics marks distribution
    • Replies: 0
    • Forum: CT8
  10. K

    Advice please - Which exams next (Sept 18)?

    Hello I'm currently towards September and looking for your thoughts on what's a good idea or not.. I sat CT5 & CA2 in April which I feel like went okay, so hopefully I'll have something to smile about come June/July.. For the September sitting.. I definitely plan to sit CT7 (a resit) and I'm...
    • KMER94
    • Thread
    • cp3 ct series ct7 ct8 exam preparation exam sitting please help me
    • Replies: 15
    • Forum: General study / exams
  11. D

    October 2012 Q10 iii CT8

    Hi, Does anyone know if Q10 iii for Oct 2012 paper is still in the syllabus ? I haven't seen it referenced anywhere in Chp 3 notes? Help?!
    • David647
    • Thread
    • ct8
    • Replies: 1
    • Forum: CT8
  12. S

    april 2012 Q5 (iii)

    Im bit stuck in deriving TailVar, especially from the 2nd line to 3rd line where the bounds of the integral change due to a shifting to a standard normal distribution. Please help.
    • Sendo
    • Thread
    • ct8
    • Replies: 1
    • Forum: CT8
  13. S

    sept 2012 Q1

    For part (ii) of the question, why is 95% VaR for AA zero and TailVaR = 106paa/paa ? More specifically how is VaR and TailVaR calculated in this question?
    • Sendo
    • Thread
    • ct8
    • Replies: 1
    • Forum: CT8
  14. J

    Sept 2014 Q.5(ii)

    Hi Friends, My doubt is w.r.t. dividend paying share in a forward contract price. In Sep 2014 Q.5 (ii), how is the Portfolio B taken as 1.05^-4 long in shares and short Cash. The question as per the Paper is this: "Assume that, at time zero, the share price is 500, and that the forward...
    • Jhanani
    • Thread
    • ct8 forward contract on a dividend paying share q.5 sep september 2014
    • Replies: 2
    • Forum: CT8
  15. G

    CT8 proofs

    My ActEd marker for the mock exam mentioned there was a list of examinable proofs available on the forums for CT8. Has anyone come across this list or have a list of the proofs that could be required?
    • Gemma Hutchinson
    • Thread
    • ct8 list of proofs proof
    • Replies: 1
    • Forum: CT8
Back
Top