7. Consider the following returns: (1) What are standard deviations of stock X and stock Y respectively? (2) What are is the correlation between stock X's return and stock Y's return? (3) Please estimate the return and standard deviation of the combination of stock X and stock Z in the equal shares

7. Consider the following returns: (1) What are standard deviations of stock X and stock Y respectively? (2) What are is the correlation between stock X's return and stock Y's return? (3) Please estimate the return and standard deviation of the combination of stock X and stock Z in the equal shares

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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For Q1 of 2018, a group of 158 mutual funds had a mean return of 4.6 percent with a standard deviation of 4.5. A histogram shows the returns are approximately Normally distributed. Use the 68-95-99.7 rule (not JMP) to answer the following questions (answer as a percentage, to 1 decimal):(a) What % of mutual funds have a return greater than 4.6? %(b) What % of mutual funds have a return between -4.4 and 13.6? %(c) What % of mutual funds have a return between -8.9 and 18.1? %(d) What % of mutual funds have a return less than 0.1 or greater than 9.1 (i.e., outside the interval)? %
the distribution of household income in the United States is not believed to be normally distributed but is instead right-skewed. Suppose that the mean income of US households is $92,300 with a standard deviation of $32,000. (e) Why is the standard deviation of the mean income in the sample of 100 households that you computed in part (d) much lower than the population standard deviation of $32,000? -- (part (d) is suppose 100 households are randomly selected and the average income is calculated. what is the standard dev of the mean income in the sample of 100 households - I got 3200 for that.) (f) Suppose 100 households are randomly selected and the average income in the sample is calculated. Based on the Central Limit Theorem, what is the approximate probability that the mean income in the sample of 100 households is less than $89,000?
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Suppose that the average height of men in the United States is approximately normallydistributed with a mean of approximately 70 inches and a standard deviation ofapproximately 4 inches. (d) What height is at the 20th percentile? (e) What height is at the 80th percentile? (f) What fraction of men’s heights are between the heights you found in (d) and (e)?
Suppose you are working with a data set that is normally distributed, with a mean of 250 and a standard deviation of 46. Determine the value of x from the following information. (a) 70% of the values are greater than x. (b) x is less than 16% of the values. (c) 22% of the values are less than x. (d) x is greater than 55% of the values.
#04. A report stated that the average number of times a cat returns to its food bowl during the day is 36. Assuming the variable is normally distributed with a standard deviation of 5, what is the probability that a cat would return to its dish between 32 and 38 times a day?
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. MP, Ltd. AVERAGE OF STOCK RETURN YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE (x₁) PRICE RETU Jan-2021 Po Feb-2021 P8.6 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13 Jun-2021 P60 Jul-2021 16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-202 P13.70 Sep-2 P14.88 Oct-2021 0.375 Oct 21 P15.30 Nov-20 PO.325 N2021 P14.30 Dec-2 PO.330 ec-2021 P15.52 3) SD (8) GSM Inc. YEAR Jan-2021 P57. Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.0 Aug-2021 P10 Sep-2021 P 00 Oct-2021 01.00 Nov-2021 100.40 Dec-202 P113.80 SD (8) = STOCK RETURN PRICE (x₁) AVERAGE OF RETURNS -x)² SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021 P18.90 May-2021 P17.00 Jun-2021 P18.76 Jul-2021 P16.38…
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. DMP, Ltd. STOCK RETURN YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE AVERAGE OF RETURNS (x) PRICE (x₁) Jan-2021 P8.30 Feb-2021 P8.60 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13.74 Jun-2021 P14.80 Jul-2021 P16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-2021 P13.70 Sep-2021 P14.88 Oct-2021 0.375 Oct-2021 P15.30 Nov-20 PO.325 Nov-2021 P14.30 Dec-2 PO.330 Dec-2021 P15.52 3) SD (8) GSM Inc. STOCK YEAR PRICE Jan-2021 P57.70 Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.00 Aug-2021 P105.00 Sep-2021 P114.00 Oct-2021 | P101.00 Nov-2021 P100.40 Dec-2021 P113.80 SD (8) = RETURN (x₁) -x)² AVERAGE OF RETURNS (x-x)² (x) SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021…
A population is normally distributed with mean 16.3 and standard deviation 1.4. (a) Find the intervals representing one, two, and three standard deviations of the mean. one standard deviation (smaller value) (larger value) two standard deviations (smaller value) (larger value) three standard deviations (smaller value) (larger value) (b) What percent of the data lies in each of the intervals in part (a)? (Round your answers to two decimal places.) one standard deviation % two standard deviations % three standard deviations %