Transcription of SOA Sample Exam Solutions - Exam FM - ActuarialBrew
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SOA Sample Exam MFE/3F Solutions 2014 Page 1 SOA Sample Exam Solutions Solution 1 A Chapter 1, Put-Call Parity We can use put-call parity to solve this problem: []----+=+--=--=--=- =- =0044(,)(,)(,)(,) SPKTCKTPKTS Keeerr Solution 2 D Chapter 2, Arbitrage Let X be the number of calls with a strike price of $55 that are purchased for Mary s portfolio.
SOA Sample Exam MFE/3F Solutions © ActuarialBrew.com 2014 Page 1
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