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Illustration 48
AFM
answered on 08-May-26 16:47
Sir can you please explain the second part of this illustration,unable to understand the logic ? [Video Time Stamp: 22:07]
latest answer
Manager skills is AR - ER Return attributable to higher Risk is basically on account of higher or lower beta i.e ER - RM
Mhd Mmp
CA Final
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79
Startup Notification Dated 04-02-2026
AFM
answered on 07-May-26 18:30
Sir, The turnover limit has been changed in Notification Dated 04-02-2026 from 100Cr to 200Cr, So for our exams, from when is this Update/Notfication applied? [Video Time Stamp: 05:00]
latest answer
When icai changes icai SM
Vamsi Chowdary
CA Final
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129
Illustration 33
AFM
answered on 07-May-26 17:56
Sir please explain the point weighted average beta of equity and beta = weighted average beta of asset portfolio, of company is it hold true in all companies practically especially in case the asset portfolio of company comprises of investment in securities. [Video Time Stamp: 02:01]
latest answer
It is usually for companies with a portfolio of businesses with each business affected by different factors
Mhd Mmp
CA Final
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78
Doubt
AFM
answered on 11-May-26 20:02
Which values are used to take for a 2-digit random number [Video Time Stamp: 04:36]
latest answer
Ok
pavan kumar
CA Final
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158
doubt
AFM
answered on 07-May-26 16:17
How to identify whether the problem is a simulation or a decision tree? [Video Time Stamp: 03:18]
latest answer
When they use language like Monte Carlo simulation or stochastic variables etc You can easily identify
pavan kumar
CA Final
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84
In this problem how do you know NIFTY Futures are Long Position but in the problem not mentioned any position sir
AFM
answered on 06-May-26 19:31
In this problem how do you know NIFTY Futures are Long Position but in the problem not mentioned any position sir [Video Time Stamp: 03:37]
latest answer
Explained from minute 5-7 If pre hedge portfolio beta is negative In order to make post hedge portfolio beta as zer Beta of hedge post should be positive that means Buy
Bandaru Sandeep
CA Inter
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90
Share holding
AFM
answered on 04-May-26 16:02
In this case share holding % , actually we didn't issue new share only weighted shares holding revised.? That's why we calculate weighted beta and all.. If there is a swap ratio given than we do EPS MPS base return %. Is it correct.? [Video Time Stamp: 01:08]
latest answer
Yes
Vinod Kumawat
CA Final
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141
Interest rate
AFM
answered on 03-May-26 11:41
Sir, is the interest rate for both borrowing and investment in a country is same? [Video Time Stamp: 08:24]
latest answer
Usually no. there is always a spread But form a theoretical perspective they are assumed to be same at Rf
SANJITHA
CA Final
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163
Ideal exchange ratio
AFM
answered on 01-May-26 07:29
Can we write directly that the issue ratio should be inverse of EPS of pre pre merger. Without explanation that MPS PE then Post EPS.. [Video Time Stamp: 16:58]
latest answer
If u are referring to last sub question on max exchange roti we have to do the working because unless u solve previous 3 parts you cannot make the statement that eps ratio is the best
Vinod Kumawat
CA Final
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97
Ideal exchange ratio
AFM
answered on 01-May-26 07:23
Can we write directly that share issue in ratio of inverse EPS, [Video Time Stamp: 16:53]
latest answer
Ok sir ji
Vinod Kumawat
CA Final
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