CFA Level 1 December 2013

@Nirmal_Analyst

CFA Level 1 question 98



Which of the below incidents will lead to fall in market efficiency



a) American government banned short selling to avoid market fall after bankruptcy of Lehman brothers



b) Indian Government mandated the listed companies to disclose their Balance sheet at least once in six months compared to earlier limit of at least once in a year.



c) Chinese Government increased the limit for Foreign holding in their listed domestic companies.



Ans A: Banning of short selling will reduce market efficiency as it will restrict arbitrage opportunities.

CFA Level 1 question 99


Which of the below statements are correct


i) Sharpe ratio measures the risk premium per unit of total risk

ii) Treynor ratio measures the risk premium per unit of un-diversifiable risk

iii) Jenson's alpha measures Excess return provided per unit of expected return

iv) M2 measures the excess risk premium generated by the portfolio (adjusted for the portfolio risk ) against risk premium of the market


a) i,ii

b) ii,iii,iv

c) i,ii,iv

Hi.
My CFA L1 Dec center is BIEC, Bangalore. If anyone is reappearing or if anyone know the place, I need some clarifications.
Is there a locker available in the center? Secondly, how is the exam center and exam hall in general?

Thanks.

hey friends...I am planning to take CFA in June 2014..however, I have only 3 months - Dec, Jan and Feb for preparation..no background in finance.Given that all of you have already gone through this stage, could you kindly guide me about the best coaching institute in delhi for the same. Please PM me. Thanks a ton !

@Nirmal_Analyst

CFA Level 1 question 99



Which of the below statements are correct



i) Sharpe ratio measures the risk premium per unit of total risk



ii) Treynor ratio measures the risk premium per unit of un-diversifiable risk



iii) Jenson's alpha measures Excess return provided per unit of expected return



iv) M2 measures the excess risk premium generated by the portfolio (adjusted for the portfolio risk ) against risk premium of the market



a) i,ii



b) ii,iii,iv



c) i,ii,iv



Ans C:

Correct: Sharpe Ratio = (Rp – Rf)/ Standard deviation of Portfolio. The standard deviation includes both systematic and un-systematic risk.

Correct: Treynor ratio = (Rp – Rf)/ Beta of Portfolio. The Beta includes only systematic risk which cannot be diversified

Wrong : Jenson's alpha = Actual return – expected return. This provides measure absolute excess return and not excess return per unit

Correct: M2 = (Rp- Rf)* SDm/ SDp - (Rm- Rf)

CFA Level 1 Practice question 100


BlueBull Ltd issued a bond with following terms on 1-Apri-2013.

Face Value- Rs.1,000; Maturity date- 1-April-2022.

Coupon for 1-April-2014 to 1-April-2016 is 0%

coupon from 1-April-2017 to 1-April-2022 is 11%

Issue Price – Rs.898/bond.


The type of the bond that BlueBull issued is


a) Discount Bond

b) Step-up bond

c) Deferred Coupon bond

@Nirmal_Analyst

CFA Level 1 Practice question 100



BlueBull Ltd issued a bond with following terms on 1-Apri-2013.



Face Value- Rs.1,000; Maturity date- 1-April-2022.



Coupon for 1-April-2014 to 1-April-2016 is 0%



coupon from 1-April-2017 to 1-April-2022 is 11%



Issue Price €“ Rs.898/bond.



The type of the bond that BlueBull issued is



a) Discount Bond



b) Step-up bond



c) Deferred Coupon bond



Ans C: Discount Bonds are one that trades below its Face value

Step up bonds are one that provide increasing coupons.

Deferred bonds are one that starts paying coupon after few years of issue.

While this is a discount bond, discount bond is a not bond type. It is based on trading/ issue price

CFA Level 1 Practice question 101


Razor Inc leased out a crane for five years at a rate of $7,200 per annum. The company was carrying the asset at asset at $30,000. The appropriate discount rate for Razor is 10.05%. Which of the below statement about this Lease is LEAST likely to be correct


a) The lease should be classified as a sale type lease and gain of $ 6000 should be recognized by Razor Inc

b) The Lease should be classified as Direct Financing type lease and no gain should be recognized.

c) In the first year of lease Razor's cash flow from financing would increase by $7200

@Nirmal_Analyst

CFA Level 1 Practice question 101



Razor Inc leased out a crane for five years at a rate of $7,200 per annum. The company was carrying the asset at asset at $30,000. The appropriate discount rate for Razor is 10.05%. Which of the below statement about this Lease is LEAST likely to be correct



a) The lease should be classified as a sale type lease and gain of $ 6000 should be recognized by Razor Inc



b) The Lease should be classified as Direct Financing type lease and no gain should be recognized.



c) In the first year of lease Razor's cash flow from financing would increase by $7200



Answer A: If PV of CFs = Carrying value then the lease should be classified as Direct financing leasing in which case there would be no gain on sale of assets. Since the lease payments are paid at the beginning of the year during the first year the lease payment will not have any interest component, hence the entire amount would be classified as cash flow from financing.

CFA Level 1 Practice question 102


A stable state company reported Total Assets of $2500 at the end of 2011 and $2850 at the end of 2012. Total Liabilities were 1200 in both the years. The net profit for the year 2012 stood at $ 425. The company did not witness any unrealized gain/loss during the year nor did it issue/ buyback equities. The sustainable growth rate of this company is closest to


a) 4.5%

b) 25.8%

c) 23.7%

Guys, As a former test taker I am eligible to refer upto 25 students for Bloomberg BAT. Its a pretty good test, a more advanced version of CFA in a way.

Here is a brief about the test as given in their site. The Bloomberg Aptitude Test (BAT) is a 2-hour, 100 multi-choice question test of your aptitude to work in finance used by top-tier employers worldwide. 1. See where you stand against classmates at your school (1,000+ campuses) 2. Star in our monthly Hall of Fame and enhance your resume/CV 3.Get more first round interviews with Bloomberg's elite clients 4.Complimentary 6-month access to Bloomberg Briefs (worth $2,000)

Here is the link to the test. Its a 2 hour test btw. Use only if you want to. https://talentsearch.bloomberginstitute.com/test_sessions/available?ober_reference_id=1b73742c502c12733fd54798bee0e8165b1968df

@Nirmal_Analyst

CFA Level 1 Practice question 102



A stable state company reported Total Assets of $2500 at the end of 2011 and $2850 at the end of 2012. Total Liabilities were 1200 in both the years. The net profit for the year 2012 stood at $ 425. The company did not witness any unrealized gain/loss during the year nor did it issue/ buyback equities. The sustainable growth rate of this company is closest to



a) 4.5%



b) 25.8%



c) 23.7%



Answer C: Owner's equity in 2011 is 1300 and 2012 is 1650. Given that owner's equity could have increased only by retained earnings we can calculate dividend for the year as 1300+425-1650=75. Payout ratio = 17.5%. Average equity = 1475. RoE= 425/1475=28.8%. . Growth a (1-payout ratio) * RoE= 23.7%

CFA Level 1 Practice question 103


The average runs scored by cricket teams in Twenty-Twenty matches are 150 with a standard deviation of 20 runs. The probability of a team scoring between 130 runs and 190 in a match is closest to


a) 99.0%

b) 81.7%

c) 97.5%

@Nirmal_Analyst

CFA Level 1 Practice question 103



The average runs scored by cricket teams in Twenty-Twenty matches are 150 with a standard deviation of 20 runs. The probability of a team scoring between 130 runs and 190 in a match is closest to



a) 99.0%



b) 81.7%



c) 97.5%



The distance between 130 and 150 is 1 SD. We known the 1SD on both sides of means imply 68.4% probability. Since 130 to 150 implies only one side of the curve take half of it i.e 34.2%. Now on the other side distance between 150 and 190 is 2 SD. We known the 2 SD on bot sides of the curve implies 95%, since 150 to 190 is half of 1t the probability is 47.5%. So probability from 130 to 190 will be given by 34.2+47.5 = 81.7%

Plan on practicing more problems before the exam?


Try CFAwhiz at www.CFAwhiz.com


Compete against friends, received individualized exams based on past results, and breakdown your results to identify sections that need work.

@Nirmal_Analyst I saw your videos. They were helpful. thanks. Can you please comment about the results. I am worried that didn't fare well in some of the sections. Also pls explain the ethics adjustment

anyone to sell the financial calcy in ahmedabad or vadodara please ping me

Hi,

How many of you are giving CFA L1 or L2 this June?

All the best guys!!!!

😁

I want your opinion, while registering shall we go for print copy of curriculum or eBook is sufficient.Please let me know