Here are a few standard errors for questions that came up a few times today:
1. You can get partial points in each of the subquestions of the open question.
2. The open question consists of five subquestions A to E and -- as will be clear on Thursday -- you will not be penalized in later subquestions when you have an earlier subquestion wrong. In principle, you can just assume a number and proceed.
3. In option pricing we usually rely on continuously compounded risk free rates (present value = X * e^(-rT)), but you will not be penalized if you rely on simple rates (present value = X /(1+r)^T).
4. You will be asked to upload your Excel calculations for the open question, but in principle we will not look at it (so there is no need to clean up the editing or something like that).
Any other questions, please let us know.
Good luck,
Martijn