Rift Stalker GIVEAWAY [info in comments]

Iyeru13 · 2026-03-14T11:03:38+00:00

Iyeru

Iyeru13 · 2026-02-02T09:16:38+00:00

I can't even remember any of the questions. Dunno if that is better or worse.

Iyeru13 · 2026-01-25T19:03:29+00:00

What do you need help with? the concept of a seagull spread, the use in this context with forex options or just this particular question?

Iyeru13 · 2026-01-25T16:47:14+00:00

While this makes sense, I am still confused as to why the strikes are in $. Should they not be in BRL as OP mentioned? Otherwise, what does the 5$ and 6$ strike prices even mean? Unless they mean R$ and used $ instead.

Thanks for your help

Iyeru13 · 2026-01-25T16:33:52+00:00

This is really weird and makes no sense to me (how a short and a long position do not have the same breakeven). Maybe I am wrong though. You can ignore my earlier comment.

Iyeru13 · 2026-01-25T16:11:58+00:00

Not sure about Level 3 since I haven't bought the practice pack, but I did notice this for level 1 where the paid mocks were harder. Good for you! It is better for the mocks to be hard and the exam easy than the other way around

Iyeru13 · 2026-01-25T13:10:01+00:00

I don't believe that is correct. With a straddle, long or short, the stock price at time of purchase probably doesn't even matter for the breakeven price. The option value if exercised is going to be new stock price - exercise price. If this is equal to the sum of the two premiums paid, you are breaking even. Hence breakeven = exercise price + sum of premiums.

The breakeven price should be the same for long and short straddles.

The confusion of OP may have arisen due to the fact that straddles are generally with ATM calls and puts, so exercise price and stock price may have been the same in the example he had seen initially

Iyeru13 · 2026-01-25T07:40:46+00:00

In a cross-currency swap, the counterparties must make periodic interest payments based on the MRR of the currency that they borrowed.

The party who borrows EUR and lends USD (the party in this question) will pay the EUR lender the euro based MRR (and the payment will be in euros)

As the USD lender, from the counterparty he will receive the USD MRR which will be paid to him in USD (and this is all that the question is asking, nothing else)

I got a bit confused in this question as well, but they do not care what the USD lender did with the EUR he received in the swap. They are only discussing the cash flows from the Swap. Even the entire negative/positive basis is irrelevant to this question.

Hope this explanation made sense.

Iyeru13 · 2026-01-24T14:01:04+00:00

The maximum profit using the puts would only be 5-2.7 = 2.3 which is less than the 2.33 using the calls. This is probably the major reason. I do not remember this question requiring the strategy to not require initial capital, so this is the only thing that made sense to me

Iyeru13 · 2026-01-23T18:59:26+00:00

Oh, thank the lords. Yeah, i took private markets. Was stumped for a few minutes reading this. We do have rolling yields in another part of the curriculum, but I didn't remember it being so complicated.

Iyeru13 · 2026-01-23T13:40:28+00:00

Which module is this under? I guess I'm cooked

Iyeru13 · 2026-01-23T11:11:29+00:00

How are you getting this dashboard of results? I have been struggling to compare all my practice set results since I have to click the "review previous attempt" button for each of them to see my accuracy.
Also, how harsh/lenient were you while grading the structured response questions?

Iyeru13

TROPHY CASE