Any thoughts on CT8 Sep 2017, Tough or easy?

Discussion in 'CT8' started by Balvinder Singh, Oct 9, 2017.

  1. Has anyone appeared for CT8 in Sep2017?

    How was it? Tough or easy?

    Would you mind sharing!


    Cheers!

    Balvin
     
  2. James789

    James789 Member

    Thought it was OK. Definitely harder than the April exam, which I did as a mock beforehand. But probably a bit easier than the Acted Mock Exam A.

    The first two questions (stochastic dominance and indifference curves) might have caught a few people out since it doesn't seem these topics have been tested in that level of detail previously. Also, the last question (Merton model) required interpolating the table values which was a real pain given the time limits in the exam.
     
    Last edited by a moderator: Oct 10, 2017
  3. ActEder

    ActEder Member

    What did everyone do in question 1 to show which if any exerts stochastic dominance? For the question on portfolio theory, to find the portfolios on the efficient frontier was it correct to equate the efficient frontier equation and indifferrence equation and find two values for the return and variance?
     
  4. Harashima Senju

    Harashima Senju Ton up Member

    for question 1 I completely forgot about absolute dominance and tried to improvise:D
    for your second question I did just that
     
    Last edited: Nov 30, 2017

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