20. Investing: Socially Responsible Mutual Funds Pax World Balanced is ahighly respected, socially responsible mutual fund of stocks and bonds (seeViewpoint). Vanguard Balanced Index is another highly regarded fund thatrepresents the entire U.S. stock and bond market (an index fund). The meanand standard deviation of annualized percent returns are shown below. Theannualized mean and standard deviation are for a recent 10-year period(Source: Fund Reports).Pax World Balanced: x 9.58%; s = 14.05%Vanguard Balanced Index: x9.02%; s = 12.50%(a) Interpretation Compute the coefficient of variation for each fund. Ifxrepresents return and s represents risk, then explain why the coefficient ofvariation can be taken to represent risk per unit of return. From this pointof view, which fund appears to be better? Explain.(b) Interpretation Compute a 75% Chebyshev interval around the mean foreach fund. Use the intervals to compare the two funds. As usual, past per-formance does not guarantee future performance.

The sample coefficient of variation (CV) is defined to be

Answered: 20. Investing: Socially Responsible…

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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53. Calculate seasonal index numbers from the following data : RATIO OF OBSERVED TO TREND VALUES (%). Year II IV 2012 108 130 107 93 2013 86 120 110 91 2014 92 118 104 88 2015 78 100 94 78 2016 82 110 98 00 86 2017 X3 If the sales of goods X by a firm in the first quarter of 2018 are worth Rs. 2,00,000, determine how much worth of the goods should be kept in stock by the firm to meet the demand in each of the remaining three quarters of 2018 by using the seasonal index numbers calcuiated above. 106 118 105 98
Technicians use moving-average lines to detect changes in trends by observing the interaction between the price of an asset and its moving average over a specific period. Consider a stock whose price data over the past 10 days are as follows: Day 1 2 3 4 5 6 7 8 9 10 Stock Price ($) 54.50 54.25 55.75 56.50 57.25 56.00 54.75 53.25 52.50 53.00 5-Day Simple Moving Average ($) Trend Assume a simple moving average (SMA) is calculated over a 5-day period. Calculate the SMA for each day, and based on the SMA, identify any potential changes in the trend during the 10-day period.
3. What would be the yearly premium for a $50,000 insurance policy against accidental household flood if the likelihood of an accidental household flood is estimated to be 0.005 and the company wishes to have a yearly expected gain of $2000? a. $2, 250. b. $2,550. c. $2,500. d. $2,520. 4. A manufacturer of electronic equipment buys spare parts for replacement and repairs in lots of one-thousand from the supplier. The manufacturer uses these spare parts to fix items under warrantee. Past historical records show that the probability of any one spare part being defective is unlikely and assumed to be one in one-thousand. In a shipment of one-thousand spare parts the probability of two defectives is a. 0.148. b. 0.184. c. 0.366. d. 0.386. 5. What is the probability of getting exactly three heads in five flips of a balance coin? a. 5/16 b. 3/16 c. 7/16 d. 9/16
Stock Market Listed on the top of the next page in order by row are the annual high values of the Dow Jones Industrial Average for each year beginning with 1990. Find the best model and then predict the value for the year 2014 (the last year listed). Is the predicted value close to the actual value of 18,054?
Amex PLC has gathered following information on the sales of face mask from April 2020 to September 2020. Month Sales ($) April 17,000 May 18,000 June 19,500 July 22,000 August 21,000 September 23,000 You are required to; a. Using linear trend equation forecast the sales of face masks for October 2020. b. Calculate the forecasted sales difference if you use 3-period weighted moving average designed with the following weights: July 0.2, August 0.3 and September 0.5.
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Dokument1 - Word Suchen Mohammec twurf Layout Referenzen Sendungen Überprüfen Ansicht Hilfe Aav A AaBbCcDc AaBbCcDc AaBbC AABBCCD 1 Standard 1 Kein Lee.. Überschrif... Überschrif... Absatz Formatvorlagen The following data for economic growth and interest rate per year are given: Economic growth p.a. Interest rate p.a. Arithmetic mean 2.4% 1.9% Standard deviation 3,0% 2,0% -10, 0% 4.5% Minimum |-1,0% Maximum 8.0% The correlation coefficient according to Bravais-Pearson between economic growth p.a. and interest rate p.a. is -0.81. What economic growth p.a. do you expect on the basis of a linear regression if the interest rate is -0.30% p.a.? Is the value reliable? Give reasons for your answer. I=
You invest your life's savings in 5 different hedge fund companies, each of which invests your money in 10 different in-house funds. You realize that this type of investing is risky, but you want the maximum long-term growth rate. After one year, the results are as listed in the table. Are the hedge fund companies equally good, or are there statistically significant differences between them? 12 3 4 Company Average Return (%) 8.4 6.2 6.7 14.7 12.6 Standard Deviation (%) 2.55.3 1.3 2.5 5.8 5 SSE number (rtol=0.01, atol=0.0001) SSTT number (rtol=0.01, atol=0.0001) F number (rtol=0.01, atol=0.0001) Pval number (rtol=0.01, atol=0.0001) State your decision at significant level 0.1. O (a) Cannot Reject HO O (b) Reject HO

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