Covariance = 1/5 (-0.1-0.035)(0.21-0.04) + (0.2-0.035)(0.3-0.12) + (0.05-0.035)(0.07-0.12) + (-0.05-0.035)(-0.03-0.12) + (0.02-0.035)(-0.08-.012) + (0.09-0.035)(0.25-.012) = 0.00794 Variance of A = 1/5 (-0.1-0.035)2 + (0.2-0.08)2 + (0105 – 0.035)2 + (-0.05-0.035)2 + (0.02-0.035)2 + (0.09-0.035)2 = 0.01123 Variance of B = 1/5 (0.21-0.12)2 + (0.3-0.12)2 + (0.07-0.12)2 + (-0.03-0.12)2 (-0.08-0.12)2 + (0.25-0.12)2 = 0.02448 C. Correlation = 0.00794/(0.01123) (0.02448) = 0.479 12-4. Suppose all
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and an expected return of 3.5%‚ what kind of asset is it? Is it really risk-free? 5.Take the HMC management’s views of expected returns‚ standard deviation‚ and covariance of real returns as correct. Also‚ assume that cash is riskless (i.e. zero variance and covariance). If the board allows HMC to invest in only one asset class‚ which asset classes would you advise HMC to discard right away? Why? 6.If the board allows HMC to invest in assumed riskless cash and one other asset class‚ which asset
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Executive Summary: Par‚ Inc has developed a new coating designed to resist cuts and provide a more durable ball. One concern for Par‚ Inc was the effect of the new coating on driving distances. Par would like the new cut-resistant ball to offer driving distances comparable to those of the current-model golf ball. To compare the driving distances for the two balls‚ 40 balls of both new and current models were subjected to distance test. The testing was performed with a mechanical hitting machine
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Data Analysis‚ Interpretation‚ and Conclusion‚ Part IV Domingo Melchor‚ Ed Mendoza‚ Allen LaHeist‚ Noel Alba University of Phoenix MU11MBA07 QNT/561 Dr. Jyotirmay Deb‚ Ph.D. Workshop/Week 4 July 21‚ 2012 Abstract Part IV of the business research proposal paper is the analysis and interpretation of the data collected in Part III. This installment of the paper illustrates the hypothesis testing technique of analyzing data. It answers the questions raised in Part I about low attendance
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CASE STUDY : Beta Management Company The Context Beta Management Group is a small investment management company based in Boston. It was founded in 1988 by Ms. Sarah Wolfe (The founder and CEO of the Beta Management Group). Ms. Wolfe follows a market timing investment strategy based on two portfolios; the Vanguard index and money market instruments. The goals of Beta Management were to enhance returns-but-reduce risks for clients via market timing. Majority of Beta’s
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regression parameters obtained by the method of least squares. (c) An estimator being a random variable‚ its variance‚ like the variance of any random variable‚ measures the spread of the estimated values around the mean value of the estimator. (d) The (positive) square root value of the variance of an estimator. (e) Equal variance. (f) Unequal variance. (g) Correlation between successive values of a random variable. (h) In the regression context‚ TSS
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2Yt−2 + 0.1Yt−3 + (c) (3 marks) Yt = 0.7Yt−1 + 0.2t + t t 6. (12 marks total) Suppose that Yt follows the model Yt = 1 + 2t + 0.5ut + 0.2ut−1 + 0.1ut−2 ‚ where ut is a serially uncorrelated random variable with mean 0 and variance σu2 . (a) (3 marks) Compute the mean and variance of Yt . (b) (3 marks) Compute the first and second autocorrelations of Yt . (c) (3 marks) Show that ρj = 0 for j > 2. (d) (3 marks) Is this time series process stationary? 2 EC3304 7. (30 marks total) In the United States
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Statistical Analysis BU 510 601 2 Credit Hours Fall 2013 Instructor: Shrikant Panwalkar Office phone: (410) 234 9456 Office Hours: By appointment panwalkar@jhu.edu Required Text and Learning Materials Business Statistics in Practice; 6th Edition‚ McGraw-Hill Higher Education‚ ISBN-13 978-0-07-340183-6 (There are other ISBN numbers) Authors: Bowerman‚ Bruce; O’Connell‚ Richard. (the cover shows a third author – Murphree) Please note: 7th edition is available‚ however
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areas totaling 42% The Second will be the size chart. This will measure tendency‚ variation‚ mean‚ median and mode. Descriptive Statistics: Size Mean 3.42 Standard Error 0.24593014 Median 3 Mode 2 Standard Deviation 1.73898868 Sample Variance 3.02408163 Kurtosis -0.7228086 Skewness 0.52789598 Range 6 Minimum 1 Maximum 7 Sum 171 Count 50 Frequency Distribution: Size Frequency 1 5 2 15 3 8 4 9 5 5 6 5 7 3 The mean household size of the customers is given as 3.42
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BBA / BHTM 300 – STATIATICS II COURSE DESCRIPTION-STATISTICS-II Business statistics is a rich interactive learning experience designed to give students the basic intellectual tools and aptitudes they need to meet today’s business challenges The course is also aimed at equipping the students with the skills of real socio-economic processes‚ economic interpretation of analysed data‚ its applied statistic analysis‚ construction‚ identification and verification of statistical models of
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