Chapter 4• Discuss the summary statistics for the daily returns of the S&P 500 index.ACF0.00-0.05-010nobsNAS20LagMinimumMaximum· Discuss the evidence of autocorrelation in the S&P 500 returns and absolute returns.Series: spy$returnSeries: abs(spy$return)1. Quartile3. QuartileMeanMedianSumSE MeanLCL MeanUCL MeanVarianceStdevSkewnessKurtosisSPY7625.0001.000-11.58913.558-0.4490.5930.0370.067279.9330.0140.0100.0631.4191.191-0.28710.90330ACF0.3-0.2-0.1-0.01020Lag30

The correlation explains the degrees of association between the two numerical variables. The…

Answered: Chapter 4 • Discuss the summary…

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018

18th Edition

ISBN:9780079039897

Author:Carter

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Chapter10: Statistics

Section: Chapter Questions

Problem 11MCQ

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The following information is available concerning the historical risk and return relationships in the U.S. capital markets: U.S. CAPITAL MARKETS TOTAL ANNUAL RETURNS, 1990-2015 Investment Category Arithmetic Mean Geometric Mean Standard Deviation of Return^a Common Stocks 10.28% 8.81% 16.90% Treasury Bills 3.54% 3.49% 3.20% Long-Term Government Bonds 5.10% 4.91% 6.40% Long-Term Corporate Bonds 5.95% 5.65% 9.60% Real Estate 9.49% 9.44% 4.50% a = Based on arithmetic mean. a. Explain why the geometric and arithmetic mean returns are not equal and whether one or the other may be more useful for investment decision making. b. For the time period indicated, rank these investments on a relative basis using the coefficient of variation from most to least desirable. Explain your rationale. c. Assume the arithmetic mean returns in these series are normally distributed. Calculate the range of returns that an investor would have expected to achieve 95…
What’s the mean annual return of the S&P 400 Midcap Index over the past 7 years? What’s the standard deviation? What’s the mean annual return of the NASDAQ-100 Index over the past 7 years? Calculate a coefficient of correlation of the two indexes’ returns. Explain what may be causing the changes in the indexes’ returns over the past 7 years.
Suppose portfolio mean return is 25% and standard deviation 30%. Find the 2 standard deviation range. Now you wish to estimate the portfolio's fifth-percentile VaR (the value below which lie 5% of the returns). Will the 5% VaR be greater or less than -30%? Please show your work:
What is the most frequent number of over-the-limit items for this data set? ans = What is the frequency of the most frequent number of over-the-limit items? ans =
I need help understanding how to do this. What's the mean annual return of the S&P 400 Midcap Index over the past 7 years? What's the standard deviation? What's the mean annual return of the NASDAQ-100 Index over the past 7 years? Calculate a coefficient of correlation of the two indexes' return. Explain what may be causing the changes in the indexes' return over the past 7 years.
When a customer calls the customer service line of XYZ Company, the amount of time that a customer must wait "on hold" until somebody answers the line and helps the customer follows an exponential distribution with mean of 7.5 minutes. What is the 40th percentile of wait times for customers calling the help line? 0.122 minutes 3.83 minutes 0.68 minutes 6.87 minutes None of the choices
What determines whether the Average return, Standard Deviation and Risk ratio are good or bad; is a negative figure preferred over a positive figure? How do you determine size matters in investment stratergy from those numbers?
Provide statistics of type 1 and type 2 diabtes in UK, USA , Australia Prevelance data from the past 10-20 years.
A correlation coefficient is computed from a sample of data values selected from a population is called a statistic and is subject to sampling error. True or False.
Which of the following is not a criterion for evaluating secondary data? * Timeliness of the data Accuracy of the date Costs of the data Depth of the data
Table 1: Characteristics of Women According to Intake of Alcohol Variable Nondrinker* Drinker* Test Statistic** P value Mean age of mother at birth (years) 28.2 + 4.4 30.1 + 4.4 19.16 <.0001 % of mothers with education > 12 years 71.1% 77.6% 226.9 <.0001 % of mothers who smoked during pregnancy 7.5% 12.0% 100.7 <.0001 Prepregnancy BMI (kg/m2) 23.8 + 4.6 23.7 + 4.3 0.8 0.469 Write out a complete answer to each of the four research questions stated in the matrix. Be sure to state what is being compared and what group or groups did better and by how much. Also, state if the difference was statistically significant or not. Were the values of BMI more varied among the women who drank or did not drink prior to getting pregnant? Explain how you know this. Upload and submit your completed worksheet assignment. Use Table 1 as your source of information. Use the provided completed cells in the matrix to help you fill in…

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