Note: R is the last digit of the student registration number. (second last digit, if the last digit is zero) I) Value of the portfolio today is $100. Annual mean u = 20%, variance o?= 10%. Time horizon is опе year. What is the V@R at R% probability?
Q: terest is constant as 6% ability that the sum of the pa- he actuarial present value an
A: According to Moivre's law, the probability of life survival is as: tpx = (ω-(x+t))/(ω-x), where ω is…
Q: NINE Suppose that the times taken for germination for cauliflower seeds are normally distributed…
A: According to the given information in this question, we need to find the value of standard deviation
Q: The Credit Risk Department of a major bank estimates the default rate on loans under $10,000 to be…
A: P=0.011-P=1-0.01=0.99n=1100
Q: True of false ? Assume the below life table was constructed from the following individuals who were…
A:
Q: Investor Elliot buys shares of stock A for $10,000, while investor Michael takes a short position in…
A:
Q: Use the table below to help you constructa probability distribution for all of the possible values…
A: “Since you have posted a question with multiple sub-parts, we will solve first three subparts for…
Q: For calculating the mean/expectation of a function, what we need the most likely need to do
A: The expected value of a random function is the same as its average. The expectation is determined in…
Q: Assignment 2 1. A bag contains 10 red balls and 15 blue balls. If 6 balls are drawn without…
A: Detailed explanation:Problem 1: Probability of Drawing 3 Red BallsGiven:N=25 (total balls)K=10…
Q: STATE: Andrew plans to retire in 40 years. He plans to invest part of his retirement funds in…
A: The mean annual return for common stocks for 40 years will follow normal distribution with…
Q: The table below shows the annual return of an investor over a 5 year period. 2017 2018 2019 2020…
A: Mean = ΣXi/n Here sample size is n= 5 Mean = (15+18+20-2+3)/5 =54/5 =10.8%The mean of return is…
Q: Cody took his first physics exam and scored an 80. The population mean for this exam is 70, and the…
A: Solution: It is given that, Population mean, 70 Standard deviation, 5 Given that Cody took his first…
Q: The equation below estimates the effect of race on the probability of mortgage denial, holding…
A:
Q: Mr Daydream Jr II notices that Pizza Hut's stock has had annual returns of 16%, 24%, -9%, 23%, X% in…
A: The annual returns for the last five years are 16%, 24%, -9%, 23%, and X%.The average return of the…
Q: Assume that adults have IQ scores that are normally distributed with a mean of μ=105 and a standard…
A: Let "X" be the IQ score of the adults.
Q: In most cases when the lights go out it a minor problem needing only $15 to repair the plan, this…
A: probability distribution from the above information X = cost p(x) = probability of cost x
Q: How can predictive modeling be used to determine future customer churn? Using Rattle
A: Given information: It is required to state how predictive modelling can be used to determine future…
Q: Looking at the Residual Plot for Blood Pressure, is there evidence of a possible outlier? Group of…
A: In excel first enter the data as: For the smoker variables 0 denotes "No" and 1 denotes "Yes".
Q: Mr. and Mrs. Trump have applied to the Trustworthy Insurance Co. for insurance on Mrs. Trump's…
A: Answer:- Given, The tiara is valued at $97,000. Trustworthy estimates that the jewelry has a 2.6%…
Q: True or False? Assume the below life table was constructed from following individuals who were…
A: Given data is Time in Years Number at Risk, Nt Number of Deaths, Dt Number Censored, Ct…
Q: e of rain is forecast to be 20% each da
A: (As per Bartleby guidelines for more than one question asked only one is to be answered please…
Q: 3. Calculating Parameters & Addressing Assumptions According to Smallbiztrends.com, 82% of small…
A: Note: "Since you have posted a question with multiple sub-parts, we will solve the first three…
Q: Mr. and Mrs. Trump have applied to the Trustworthy Insurance Co. for insurance on Mrs. Trump's…
A: Given Value=$95500 Trustworthy estimates that the jewelry has a 2.7% chance of being stolen in any…
Q: Only need to solve question 2 please.
A: As given, on average, people switched jobs every three years. you held your job for 2 years. It…
Q: (a) Find the expected value and the variance of the total cost of repairs in a year. (b) The machine…
A:
Q: Peter plans to invest $25,000 in a mutual fund whose annual returns are normall distributed with a…
A: Given Information: Mean μ=6.2% Standard deviation σ=3.18%
Q: PART II. The binomial distribution has p = 0.6 and n = 15. Find P(X> 8). Use pmf (with the MS…
A: Given: n = 15, p = 0.6 X ~ Bin(15, 0.6)
Q: True or False? Assume the below life table was constructed from following individuals who were…
A: Given information: The given life table was constructed from the individuals who were diagnosed with…
Q: E3 discuss and compare the results of descriptive statistics for the stock returns of Ha Do group…
A: Let's first describe the center of the data : for HA DO GROUP : In these results, the mean stock…
Q: А 9 5 9 8 C 6. n(A) = %3D n(AnC) = %3D n(ANBNC) = 69
A: The objective is to find,
Q: PART II. The binomial distribution has p = 0.5 and n = 15. Find P(X > 6). Use cdf (with MS Excel).…
A: We have to given that, x follows binomial distribution with p=0.5 and n=15 And we have to find…
Q: please interpret the models
A: Residual plots and normal probability plots are diagnostic tools for checking the simple linear…
Q: 3. A lemonade stand sells 70 cups of lemonade per day if the temperature is higher than 85; 40 cups…
A: Given, Number of cups of lemonade stand sells when temperature of the day is above 85= 70 Number of…
Q: * Practice set - dont understand * - What is the expected value of the Log of Wage for a person…
A: Solutions1. What is the expected value of the Log of Wage for a person with 10 years of education?…
Q: Statistician perform the likelihood ratio test for the nested models, how many degrees of freedom…
A: Given that for a logistic regression model age was added as a predictor.The age was recorded into…
Q: The state of California has a mean annual rainfall of 22 inches, whereas the state of New York has a…
A: Given: For California: Mean,μ=22Std deviation,σ=4Sample size, n=30 For New York: Mean,μ=42Std…
Q: The time (in minutes) between arrivals of customers to a post office is to be modelled by the…
A: We have given the distribution is exponential Here, x is time in seconds between arrivals of…
Q: Suppose that blood chloride concentration (mmol/L) has a normal distribution with mean 104 and…
A: Given that: Population mean, μ=104 Population standard deviation, σ=5
Q: ales that average delly high temperature in June in a particular city with a standard deviation of…
A: Given Information: The average daily temperature in June in a particular day is 86°F with a standard…
Q: Pax World Balanced is a highly respected, socially responsible mutual fund of stocks and bonds.…
A: Given that, for Pax World Balanced : x¯ = 9.70% and s=13.95% and for Vanguard Balanced Index: x¯ =…
Q: 1. On average, people born in the years 1957 to 1964 held an average of twelve jobs from ages 18 to…
A: As per our guidelines, we are allowed to answer one question per query. Please post Q2 again. Thanks…
Step by step
Solved in 2 steps
- How do I solve part C to find the middle 10% of college graduates' loan debt lies between what two numbers?True or False? Assume the below life table was constructed from following individuals who were diagnosed with slow-progressing form of prostate cancer and decided not to receive treatment of any form. The calculated survival probability for year 3, if the Kaplan-Meir approach is used to calculate the survival probability, is approximately 0.85. Time in Years Number at Risk, Nt Number of Deaths, Dt Number Censored, Ct Survival Probability0 20 11 20 3 2 17 1 3 16 2 1Please help me with this homework question.
- true or false 1. The median is the average or central value of a probability distribution. 2. A measure of variability determines the spread of a distribution.1. ABC inc. stock is currently selling for $30, one year from today the stock price can either increase by 20% or decrease by 15%. The probability of an increase in the stock price is equal to 0.3. The one-year risk-free rate is 5% What is the value of a European put that expires in one year with an exercise price of $24. 2. Graphically, show the value and the profit and loss of the following butterfly position: Long in a call with an exercise price of $30, short in 2 calls with an exercise price of $45, and long in a call with an exercise price of 60. All calls are written on the same stock and have the same maturity. 3. "Early exercise of an American option on a stock that does not pay any dividend is not optimal regardless of whether the option is a Call or a Put". True, False, or Uncertain. Explain.Hz A certain brokerage house wants to estimate the mean daily return on a certain stock. A random sample of 19 days yields the following return percentages. -2.4, -2.64, 0.75, 1.96, 0.25, -2.17, 1.74, 2.59, 2.97,-0.86, -2.55, -0.72, -1.33, -0.95, -1.73, 2.49, 0.82, 0.15, -2.18 Send data to calculator Send data to Excel If we assume that the returns are normally distributed, find a 90% confidence interval for the mean daily return on this stock. Give the lower limit and upper limit of the 90% confidence interval. Carry your intermediate computations to at least three decimal places. Round your answers to one decimal place. (If necessary, consult a list of formulas.) Lower limit: Upper limit: I Don't Know Submit X 3 O Search e acer Ⓒ2022 McGraw Hill LLC. All Rights Reserved. Terms of Use * X
- Plot the appraisal price in dollars that can be paid for combined lease bonus and speculative drilling cost using the following risk: 1,5, and 10 %. The prospect is a 80- acre tract, pay thickness is 100 ft. The probability of dry hole is set at 50%. If the well is successful, recovery in bbls per acre-ft may be as low as 100 to as high as 200, with most probable recovery being 150 bbl/acre-ft. Operating profit may be taken as $ 3 per barrel. Completion costs for a successful well will exceed the cost of a dry well by $40,000. Assume the exploration budget is 0, 3, 6 and 10 MM dollarsThe time it takes a mechanic to change the oil in a car is exponentially distributed with a mean of 6 minutes. What is the probability that it will take a mechanic between 2 and 5 minutes to change the oil? .2820 .1719 .0565 .3678Q7
- please help last partmnomy use the standard deviation of the monthly percentage return for a mutual fund as a measure of the risk for the fund; in such cases, a fund that has a larger standard deviation is considered more risky than a fund with a lower standard deviation. The standard deviation for the American Century Equity Growth fund and the standard deviation for the Fidelity Growth Discovery fund were recently reported to be 15.0% and 18.9%, respectively. Assume that each of these standard deviations is based on a sample of 60 months of returns. Do the sample results support the conclusion that the Fidelity fund has a larger population variance than the American Century fund? Which fund is more risky? (17. ) Most individuals are aware of the fact that the average annual repair cost for an auto- mobile depends on the age of the automobile. A researcher is interested in finding out whether the variance of the annual repair costs also increases with the age of the auto- mobile. A sample of 26…
