Caia 2024 - Study guides, Class notes & Summaries

CAIA Level 1 Practice Questions and Answers 100% Correct | Updated 2024

CAGR - ANSWER-compound annual growth rate annualized return - ANSWER-(1+HPR)^number of holding periods in one year - 1 multiple hedge fund aggregation - ANSWER-equal weighted approach, asset weighted, and arbitrary weight approach Performance index - ANSWER-R index = Sum of wi * Ri in the case of multiple fund aggregations, severals prefer reporting median return - ANSWER-you know what the median is---the fact that outliers are automatically excluded from the calculation makes the me...

CAIA Level II Sample Exam 2024 Questions & Answers (Scored A+) Intuition of the Black-Derman-Toy interest rate model - ANSWER-Observed spot rates drive rate levels while implied rate volatilities drive rate spreads Understanding the intuition of imposing these two conditions helps in understanding the essence of the BDT model. The spot rates in the currently observed term structure drive the overall levels of the rates that are projected throughout the binomial tree. The implied volatili...

CAIA Level II Exam {Latest 2024 Version} Questions with 100% Complete Solutions Sample Question & Answer: What factor is contained in the Fama-French-Carhart model that is not contained in the Fama-French model? - Answer - Momentum

CAIA Level I Assessment Test 2024 Questions & Correct Answers Sample Question & Answer: four categories of institutional-quality alternative assets - Answer - real assets, hedge funds, private equity, structured products

CAIA Level II Questions with Correct Answers 2024 Upstream Commodity Producer typically farmers of firms extracting commodities. Downstream commodity producer processed a commodity(s) into a marketable product Brainpower Read More Previous Play Next Rewind 10 seconds Move forward 10 seconds Unmute 0:00 / 0:15 Full screen Excess Return Index tracks the performance of a portfolio of commodity futures in excess of the risk-free rate. Total Return index tracks...

CAIA Level 1 Wiley 2024 Topic 4.2

CAIA Exam 2024 Questions & Answers 100% CAGR - ANSWER-compound annual growth rate annualized return - ANSWER-(1+HPR)^number of holding periods in one year - 1 multiple hedge fund aggregation - ANSWER-equal weighted approach, asset weighted, and arbitrary weight approach Performance index - ANSWER-R index = Sum of wi * Ri in the case of multiple fund aggregations, severals prefer reporting median return - ANSWER-you know what the median is---the fact that outliers are automatically ex...

CAIA LEVEL 1 MOCK EXAM 1 AND 2 AND CAIA ACTUAL LEVEL 2 EXAM (ALL 3 EXAMS) WITH 300 EXAM QUESTIONS AND 100% CORRECT ANSWERS GRADED A(BRAND NEW!!) Blair Kuhnen, CAIA, is analyzing different measures of risk-adjusted performance and has heard about a particular ratio, the Sortino ratio, which is especially useful in analyzing alternative investments. How would the numerator and denominator be best stated in the Sortino ratio formula? - ANSWER-Numerator subtracts a target return from the...

CAIA Level II Exam 2024 Questions & 100% Verified Answers Graded A+ Sample Question & Answer: Characteristics of public-private partnerships (PPPs) - Answer - 1. Financing comes from both debt and equity 2. Finite contracts with agreed upon pricing 3. used for developing existing public-sector assets and new greenfield projects 4. have been criticized for having low accountability and poor asset maintenance