| [ | |
| { | |
| "exam": "FM", | |
| "query": "Calculate the duration and convexity of a 10-year bond with 6% coupon, trading at par with 5% yield", | |
| "complexity": "medium" | |
| }, | |
| { | |
| "exam": "P", | |
| "query": "Find the distribution of the maximum of 5 iid Exponential(2) random variables", | |
| "complexity": "hard" | |
| }, | |
| { | |
| "exam": "IFM", | |
| "query": "Design a minimum variance portfolio with 3 assets. Returns: [10%, 15%, 8%], volatilities: [25%, 30%, 20%], correlation matrix provided", | |
| "complexity": "hard" | |
| } | |
| ] |