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Expected returns and risk in portfolio. When the CAPM holds with E (RM) =12%, σM = 20%, and Rf = 2%,
(a) What should be expected return of stock X that has a standard deviation σX = 30%, and a correlation with the market portfolio of ρXM = 0.6.
(b) Assume that stock Y has the same standard deviation as stock X, i.e., σy = 30%, but the correlation with the market portfolio ρYM = 0.2. Compute βY and E (RY). What can you learn by comparing results in (a) and (b)?
(c) A portfolio p of consisting 60% of stock X and 40% of stock Y, has a correlation ρpM = 0.62 with the market. What is the portfolio volatility? Statement on the diversification effect.
Use empirical Rule to evaluate proportion of costs within 2 standards deviations of mean. Write down these limits.
Make for more scatter plots comparing GDP growth 1970-2000 to corruption, political rights, rule of law, and socio-political instability
At the .01 significance level, is there a difference in the mean number of times men and Women order take-out dinners in a month? What is the p -value?
Determine the probability of fatal accident over lifetime? Describe your reasoning carefully. Suppose independent events. Why might the supposition of independence be violated?
This model is fit to the data using the method of least squares using statistical software, and the following parameter estimates and their standard errors are obtained.
determine if the improvement is of practical significance one should. Crop researchers plant 100 plots with a new variety of corn. The average yield for these plots is x' = 130 bushels per acre
A study of cardiovascular risk factors compared heavy smokers, light smokers, and nonsmokers. Both men and women were included in the study and gender differences were also to be investigated. One of the variables measured was the heart rate after..
Assume that the smiling time of eight-week old babies, in seconds, follows a uniform distribution between 0 and 23 seconds, inclusive. This means that any smiling time from 0 to and including 23 seconds is equally likely.
where p is the binomial probability of returning a completed survey, and log is the natural logarithm. The multiple logistic regression output from fitting this model is given below.
A researcher measures a response variable Y and explanatory variable X on each of several objects. A scatterplot of the measurements is as follows.
The heights of young women are approximately normal with mean 65 inches and standard deviation 2.5 inches.
Use MegaStat's output for multiple regression to determine the multiple regression equation
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