You have to do a presentation (I think they call it a microteach). This is not for the fainthearted and you need to be comfortable with speaking in front of 6 or so people. Google microteach, as getting an idea what to do is the toughest part because of the large scope.
I did the Haka (New Zealand rugby style) which went down very well but was perhaps slightly unsuitable for an office environment. Others chose; counting in a foreign language, tying a knot, a presentation of persuasion, oragami and more oragami (a lot of people choose this). The standard is high but the FactSet team will ring you beforehand to give some advice - take it!
This question was difficult as I couldn't give a precise answer. I just stated that the information provided in the case study wasn't detailed enough and that I would have to work it out and bring the results to the next meeting. Seemed to work.