• 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.

Tricky question

G

Gareth

Member
Don't know about everyone else, but finding the equation of the efficient frontier in the presence of a risk-free asset in S2004,10(iv) seemed very hard.

The examiner's solution uses a parameteric version of the equation, which in the end seems the easiest way to do it...working with it in the form V_p = f(E_p) seemed near impossible...

strange how apparently easy questions can be really painful.
 
And for only 4 marks. The type of question I would just skip in an exam and come back to if there is time left at the end. (Which luckily there usually isn't).

See-ya.
Erik
 
You must log in or register to reply here.
Back
Top