CM-SIP (Free Trial Paper)
- 1
- 2
- 3
- 4
- 5
- 6
- Current
- Review / Skip
- Answered
- Correct
- Incorrect
-
Question 1 of 6
1. Question
A structured note with the Constant Proportion Portfolio Insurance technics allocates between a commodity fund and 5 years US treasury. Given that on day 1, the cushion value of the note is 15% and the crush size of the commodity fund in one allocation period is 33.3%. Calculate the percentage allocation to the 5 years US treasury on day 1
CM-SIP
Mock
Exam Paper
★★★★★ 4.85 Ratings
✓ 60-Days Unlimited Access
✓ 356 Qns (Updated Apr 2024)
✓ Direct Access to Trainer
$320
