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# Asteria Investment Office — Institutional Portfolio-Risk Solver Skill

A transferable SOP for solving Asteria Investment Office portfolio-risk tasks. Three workflows feed
the test set: (A) energy/fixed-income credit trade strategy, (B) international equity correlation
review, (C) cross-asset active allocation view updates. Some test tasks combine B+C.

## 0. Golden rules (read first)

1. **The remote environment is the book of record.** Base URL `<remote-env-url>`. Every
   `input/payloads/*.json` is intake context and may be stale (old worksheet marks, stale quantity
   boards, prior-week shortlists, old desk notes). When a payload conflicts with the environment,
   prefer the environment. The answer field `data_precedence` / your reasoning must reflect this.
2. **Fetch fresh.** Do not trust locally-cached payload numbers for holdings, quantities, or marks.
   Always pull `/api/portfolios/<id>` for current holdings and `/api/instruments/bonds`,
   `/api/issuers` for security master. Stale-quantity boards in particular disagree with the
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