This figure presents the percentage deviationfrom the 60:40 ratio in the market values ofequity of Royal Dutch and Shell betweenSeptember 1980 and September 1995.1) What is the main finding of this Figure?2) What is the explanation for the finding?QUESTION I: THE TWIN-SECURITIES.percent deviation1-108/+/618/t/628/9/6£8/9/69/5/849/5/85купить9/5/86толичинити28/2/688/9/668/9/606/9/616/9/69/7/929/7/93574*Fig. 2.1 Log Deviations From RoyalDutch/Shell Parity.haySource: Froot and Dabora (1998).9/7/95

Answered: This figure presents the percentage…

MATLAB: An Introduction with Applications

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ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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Consider the following diagnostics table from a multiple linear regression with 2 covariates: ID Standardized h_i DFFITS i COVRATIO_i residual -1.2 0.172 -0.075 1.28 -0.4 0.1 0.546 1.009 3 0.206 0.431 1.281 4 -0.77 0.268 0.521 1.587 0.63 0.143 -0.355 1.183 6. 1.58 0.132 -0.2 1.2 7 0.79 0.052 -0.073 1.114 8 0.17 0.188 0.044 1.3 9. 0.02 0.128 -0.186 1.2 10 -3.84 0.098 0.254 1.135 11 -0.4 0.09 -0.002 1.177 12 0.72 0.088 -0.015 1.165 13 0.03 0.17 -0.067 1.28 14 -0.58 0.12 0.11 1.21 15 -0.02 0.16 -0.25 1.241 16 -0.08 0.11 -0.03 1.197 17 -0.3 0.16 0.005 1.262 18 0.18 0.066 -0.571 0.884 19 1.16 0.198 1.66 0.782 20 0.35 0.335 -0.45 1.268 Use only two digits after the dot (eg, 1.23). For integers, just use the number, eg, 1. Do not write 'one'. If you think the space should be blank, just write NO in the space, Observation is an suggested by standardized residuals.
5) There are three securities in a portfolio. For each security, the geometric mean of rate of returns in ten years is shown in Table 1. The covariances between each security are shown in Table 2. It is assumed that no shortsales are allowed. Table 1. Geometric mean of rate of returns for each security Security C 7.20% Security Geometric mean r Security A Security B 9.70% 6.30% Table 2. Covariances between rate of returns of securities Security C Covariance Security A Security B Security C Security B 0.041 Security A 0.027 0.018 0.041 0.008 - 0.009 0.018 0.009 0.016 Set the quadratic program to minimize the portfolio risk.
TABLE 1 z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00-3.4 0.0002 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003-3.3 0.0003 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0005 0.0005 0.0005-3.2 0.0005 0.0005 0.0005 0.0006 0.0006 0.0006 0.0006 0.0006 0.0007 0.0007-3.1 0.0007 0.0007 0.0008 0.0008 0.0008 0.0008 0.0009 0.0009 0.0009 0.0010-3.0 0.0010 0.0010 0.0011 0.0011 0.0011 0.0012 0.0012 0.0013 0.0013 0.0013-2.9 0.0014 0.0014 0.0015 0.0015 0.0016 0.0016 0.0017 0.0018 0.0018 0.0019-2.8 0.0019 0.0020 0.0021 0.0021 0.0022 0.0023 0.0023 0.0024 0.0025 0.0026-2.7 0.0026 0.0027 0.0028 0.0029 0.0030 0.0031 0.0032 0.0033 0.0034 0.0035-2.6 0.0036 0.0037 0.0038 0.0039 0.0040 0.0041 0.0043 0.0044 0.0045 0.0047-2.5 0.0048 0.0049 0.0051 0.0052 0.0054 0.0055 0.0057 0.0059 0.0060 0.0062-2.4 0.0064 0.0066 0.0068 0.0069 0.0071 0.0073 0.0075 0.0078 0.0080 0.0082-2.3 0.0084 0.0087 0.0089 0.0091 0.0094 0.0096 0.0099 0.0102 0.0104 0.0107-2.2 0.0110 0.0113 0.0116 0.0119 0.0122 0.0125 0.0129 0.0132…
3. The table provided gives the hypothetical joint distribution of the number of different cryptocurrencies owned by OSU students and whether or Number Other Investments? of Crypto Yes Total No .16 .64 .80 not the students have other investments. 1-5 .03 .05 .08 а. Calculate P(No crypto n No other investments). 5-10 .02 .02 .04 10-15 .02 .01 .03 16+ .05 .00 .05 Total .28 .72 1.00 b. Calculate P(No crypto U No other investments). C. What is the probability that a randomly chosen student that invests in at least 1 cryptocurrency does not have other investments? Are the number of cryptocurrencies owned by OSU students and whether or not the students have other investments independent? Justify your answer. d.
Pax World Balanced is a highly respected, socially responsible mutual fund of stocks and bonds. Vanguard Balanced Index is another highly regarded fund that represents the entire U.S. stock and bond market (an index fund). The mean and standard deviation of annualized percent returns are shown below. The annualized mean and standard deviation are for a recent 10-years period.†. If x represents return and s represents risk, then explain why the coefficient of variation can be taken to represent risk per unit of return. From this point of view, which fund appears to be better? Explain. A. Since the CV is s/s2 we can say that the CV represents the risk per unit of return; the Pax fund appears to be better because the CV is smaller. B. Since the CV is s/s2 we can say that the CV represents the risk per unit of return; the Vanguard fund appears to be better because the CV is smaller. C. Since the CV is s/x we can say that the CV represents the risk per unit of return; the Pax fund…
2. Bring out the difference between the following: a) Standardization and Normalization
4.
42. Fisher's price index number is : (A) 112.73 (B) 113.73 (C) 114.73 (D) 115.73.
A survey is conducted on 700 Californians older than 30 years of age. The study wants to obtain inference on the relationship between years of education and yearly income in dollars. The response variable is income in dollars and the explanatory variable is years of education. A simple linear regression model is fit, and the output from R is below: Im(formula = Income ~ Education, data = CA) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 25200.25 1488.94 16.93 3.08e-10 *** Education 2905.35 112.61 25.80 1.49e-12 *** Residual standard error: 32400 on 698 degrees of freedom Multiple R-squared: 0.7602
6. Venn Diagram: Draw a Venn diagram for the following situation (approximate with correct relative scales). Event A: Porosity > 12%, Event B: Facies = Sandstone, Event C: Facies = Shale. P(A) = 30%, P (B) = 20%, P (C) = 10%, P (A| B) = 0%, P(B | C) = 0%, P(An C) = 5%
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This figure presents the percentage deviation from the 60:40 ratio in the market values of equity of Royal Dutch and Shell between September 1980 and September 1995. 1) What is the main finding of this Figure? 2) What is the explanation for the finding? QUESTION I: THE TWIN-SECURITIES.