废话不多说。。。希望能给11月考的同学们一点帮助记性不好，记住的都是我觉得tricky的题目（对于大牛们来说这些题可能很简单）

[backcolor=rgba(255, 255, 255, 0.917969)]1. Cost of carry model: int rate 3%, storage cost 0.225%, both rates are annual rates. A farmer wants to buy 540 barrel of xxx, which has a spot price of $600 per barrel. The futures contract has a contract size of 90 barrels per contract. Assume no arbitrage, what is the value of the futures contract?
这道基础题花了我很多时间，因为怎么都算不出答案中的数，于是就随便选了一个。我算出来的数是609打头的，跟答案一点边都挨不着。牛人们给点提示？？

[backcolor=rgba(255, 255, 255, 0.917969)]2. 第97，98两道题是关于Futures option的hedge问题，考了value of hedge position [backcolor=rgba(255, 255, 255, 0.917969)]，还有在期末是否exercise问题。

[backcolor=rgba(255, 255, 255, 0.917969)]3. 一个回归，给了一个table，column 分别是x, y, y^ [backcolor=rgba(255, 255, 255, 0.917969)], u, u2 [backcolor=rgba(255, 255, 255, 0.917969)], ux, uy
[backcolor=rgba(255, 255, 255, 0.917969)]According to which of the following statement do you think the regression has made an error?
a) sum of product of u and x is zero.
b) sum of u is zero
c) sum of u2 is zero
d) sum of product of u and y is negative.

[backcolor=rgba(255, 255, 255, 0.917969)]4. 给了一个table. column分别是Estimated vol, closing price , daily return； row是日期
[backcolor=rgba(255, 255, 255, 0.917969)]What is the smoothing factor of the EWMA model?

[backcolor=rgba(255, 255, 255, 0.917969)]5.以下哪个是Key performance indicator?
[backcolor=rgba(255, 255, 255, 0.917969)]有个选项是Value at risk

[backcolor=rgba(255, 255, 255, 0.917969)]6. An analyst wants to estimate a sample mean. She increases the significance level for 1% to 5%, and she also increase the sample size by 100. How does type I and type ii error change?
[backcolor=rgba(255, 255, 255, 0.917969)]I choose: type I increases, and type ii decreases

[backcolor=rgba(255, 255, 255, 0.917969)]7.what has the greatest impact of currency risk?（不确定）
[backcolor=rgba(255, 255, 255, 0.917969)]我选的是Full convertibility of currency

[backcolor=rgba(255, 255, 255, 0.917969)]复习：
如果再让我复习一次，我会这样：
1。看notes，附件里有一份名为“复习笔记”的文件，是我从人大论坛上下载的，是一个特别好的对notes的整理
2。看一遍handbook，整理出notes里没有的东西
3。 花钱或者下载金程的ppt，这次我就看了一个10还是09年的关于market risk的ppt，觉得很有帮助，所以下次如果要复习level ii，我应该会去买最新的复习材料。
4 。做论坛上下载的“FRM GARP Practice Exam 06-09 精選”和“金程201004月level-1百题巅峰班”
5。做practice exam，10-12年的

另外，我在论坛上曾下载了一个叫做“2010 FRM回忆 一级加二级”的考经回忆，这次居然考了几道很类似的题（我怀疑一模一样），大家可以参考一下。