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The investor has constant wealth 1 and is o?ered to invest in shares of a project that either gains 3=2 or loses 1 with equal probabilities. Therefore, if the investor obtains shares of this project his wealth is 1+3α = 2 with probability 1/2 and 1 - α with probability 1/2. The investor is an expected utility maximizer with utility index u(z) = ln z. What is the optimal α for this investor? ( α must be between 0 and 1).
We are interested in assessing the effects of temperature (low, medium, and high) and technical configuration on the amount of waste output for a manufacturing plant. Suppose that
Your company has developed a new product .Your company is a reputed company with 50% market share of same range of products. Your competitors also come with their new products equa
Theories of Business forecasting
Explanation of descriptive statistics Describe what these descriptive statistics show or what recommendations you would create to AIU. What information do you now have as a re
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Given a certain population there are various ways in which a sample may be drawn from it. The chart below illustrates this point: Figure 1 In Judgem
DISCUSS THE METHODS OF MEASURING TREND
In a three-cornered paint ball duel, A, B, and C successively take shots at each other until only one of them remains paint free. Once hit, a player is out of the game and gets no
Determine the maximum weight in kN to one decimal point (1 DP) of the engine that can be supported without exceeding the tension given in Parameter 1 (P1) in chain AB or 1.1 x P1
Prediction Inte rval We would like to construct a prediction interval around which would contain the actual Y. If n ≥ 30, ± Zs e would be the interval, where Z
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