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NEW QUESTION: 1
Joan Nicholson, CFA, and Kim Fluellen, CFA, sit on the risk management committee for Thomasville Asset Management. Although Thomasville manages the majority of its investable assets, it also utilizes outside firms for special situations such as market neutral and convertible arbitrage strategies. Thomasville has hired a hedge fund, Boston Advisors, for both of these strategies. The managers for the Boston Advisors funds are Frank Amato, CFA, and Joseph Garvin, CFA. Amato uses a market neutral strategy and has generated a return of S20 million this year on the $100 million Thomasville has invested with him. Garvin uses a convertible arbitrage strategy and has lost $15 million this year on the $200 million Thomasville has invested with him, with most of the loss coming in the last quarter of the year. Thomasville pays each outside manager an incentive fee of 20% on profits. During the risk management committee meeting Nicholson evaluates the characteristics of the arrangement with Boston Advisors. Nicholson states that the asymmetric nature of Thomasville's contract with Boston Advisors creates adverse consequences for Thomasville's net profits and that the compensation contract resembles a put option owned by Boston Advisors.
Upon request, Fluellen provides a risk assessment for the firm's large cap growth portfolio using a monthly dollar VAR. To do so, Fluellen obtains the following statistics from the fund manager. The value of the fund is $80 million and has an annual expected return of 14.4%. The annual standard deviation of returns is
21.50%. Assuming a standard normal distribution, 5% of the potential portfolio values are 1.65 standard deviations below the expected return.
Thomasville periodically engages in options trading for hedging purposes or when they believe that options are mispriced. One of their positions is a long position in a call option for Moffett Corporation. The option is a European option with a 3-month maturity. The underlying stock price is $27 and the strike price of the option is $25. The option sells for S2.86. Thomasville has also sold a put on the stock of the McNeill Corporation. The option is an American option with a 2-month maturity. The underlying stock price is $52 and the strike price of the option is $55. The option sells for $3.82. Fluellen assesses the credit risk of these options to Thomasville and states that the current credit risk of the Moffett option is $2.86 and the current credit risk of the McNeill option is $3.82.
Thomasville also uses options quite heavily in their Special Strategies Portfolio. This portfolio seeks to exploit mispriced assets using the leverage provided by options contracts. Although this fund has achieved some spectacular returns, it has also produced some rather large losses on days of high market volatility.
Nicholson has calculated a 5% VAR for the fund at $13.9 million. In most years, the fund has produced losses exceeding $13.9 million in 13 of the 250 trading days in a year, on average. Nicholson is concerned about the accuracy of the estimated VAR because when the losses exceed $13.9 million, they are typically much greater than $13.9 million.
In addition to using options, Thomasville also uses swap contracts for hedging interest rate risk and currency exposures. Fluellen has been assigned the task of evaluating the credit risk of these contracts.
The characteristics of the swap contracts Thomasville uses are shown in Figure 1.
Fluellen later is asked to describe credit risk in general to the risk management committee. She states that cross-default provisions generally protect a creditor because they prevent a debtor from declaring immediate default on the obligation owed to the creditor when the debtor defaults on other obligations.
Fluellen also states that credit risk and credit VAR can be quickly calculated because bond rating firms provide extensive data on the defaults for investment grade and junk grade corporate debt at reasonable prices.
Which of the following best describes the accuracy of the VAR measure calculated for the Special Strategies Portfolio?
A. It is inaccurate and should be supplemented with comprehensive stress testing.
B. It is accurate but should be supplemented with scenario analysis.
C. It is accurate and provides a complete measure of the fund's risk.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
The VAR measure calculated for the Special Strategies Portfolio is accurate. At a 5% VAR, losses exceeding the threshold of $13-9 million should occur about 5% of the time. With 250 trading days and a
5% VAR, losses exceeding the threshold should occur in 12.5 (5% x 250) days out of a year. This is very close to the 13 observed.
However, the fact that the losses usually exceed $13-9 million suggests that the fund has the potential to suffer large losses. Because of this, scenario analysis should be performed as a supplement to VAR so management can be aware of the potential for large losses and better protect the firm against such a scenario.
Note also that although the calculated VAR has been accurate, the presence of options and their non- normal return distributions indicates that the variance-covariance VAR should not be used. The variance- covariance or analytical VAR assumes a normal distribution of returns. The historical method or Monte Carlo method of calculating VAR should be used for options because these methods do nor assume a normal distribution of returns. (Study Session 14, LOS 40.f)
NEW QUESTION: 2
You are writing a C# program that needs to iterate a fixed number of times.
You need to make sure that your code is easy to understand and maintain even when the loop body contains complex code.
Which of the following C# statements provide the best solution for this requirement?
A. for each
B. for
C. do-while
D. while
Answer: B
NEW QUESTION: 3
DRAG DROP
Your network contains an Active Directory domain named contoso.com. All domain controllers run Windows Server 2012 R2.
The domain contains an organizational unit (OU) named OU1. OU1 contains an OU named OU2. OU2 contains a user named User1.
User1 is the member of a group named Group1. Group1 is in the Users container.
You create five Group Policy objects (GPO). The GPOs are configured as shown in the following table.
The Authenticated Users group is assigned the default permissions to all of the GPOs.
There are no site-level GPOs.
You need to identify which three GPOs will be applied to User1 and in which order the GPOs will be applied to User1.
Which three GPOs should you identify in sequence?
To answer, move the appropriate three GPOs from the list of GPOs to the answer area and arrange them in the correct order.
Select and Place:
Answer:
Explanation:
Explanation/Reference:
Explanation:
GPO1 and GPO3 are not applied due to the Deny permissions.
Note:
Group Policy objects are processed according to the following order:
0. The local Group Policy object (LPGO) is applied.
1. GPOs linked to sites.
2. GPOs linked to domains
3. GPOs linked to organizational units. In the case of nested organizational units, GPOs associated with parent organizational units are processed prior to GPOs associated with child organizational units.
Enforced GPOs are applied last.
In this question, GPO2 is applied first because it is applied to the domain and is not enforced.
GPO4 is applied next because it is applied to the higher level OU (OU1) and is not enforced.
GPO5 is applied last because it is applied to the lower level OU (OU2) and it is also enforced.
NEW QUESTION: 4
How many files can reference a single block within a shadow store?
A. 32,000
B. 0
C. 1
D. 2
Answer: A
