17. a. Alpha (α) Expected excess return αi = ri – [rf + βi × (rM – rf ) ] E(ri ) – rf αA = 20% – [8% + 1.3 × (16% – 8%)] = 1.6% 20% – 8% = 12% αB = 18% – [8% + 1.8 × (16% – 8%)] = – 4.4% 18% – 8% = 10% αC = 17% – [8% + 0.7 × (16% – 8%)] = 3.4% 17% – 8% = 9% αD = 12% – [8% + 1.0 × (16% – 8%)] = – 4.0% 12% – 8% = 4% Stocks A and C have positive alphas‚ whereas stocks B and D have negative alphas. The residual variances are: 2(eA ) = 582 = 3‚364 2(eB) = 712 = 5‚041 2(eC) = 602
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IE 456 MATHEMATICAL MODELING AND APPLICATIONS Homework 1 1. [15 points] Consider the following linear programming problem: Min z = 3x12x23x3 Subject to x1+2x2 +x3 14 x1+2x2+4x3 12 x1 x2 +x3 = 2 x3 3 x1; x2 unrestricted (a) [6 points] Reformulate the problem so it is in standard format. (b) [6 points] Reformulate the problem so it is in canonical format. (c) [3 points] Convert the problem into a maximization problem. 2. [20 points] A lathe is used to reduce the diameter of a steel
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EMIS 8348 Homework 1 – Part 1 Solutions Problem 1: Observations of the demand for a certain part stocked at a parts supply depot during the calendar year 1999 were Month January February March April May June Demand 89 57 144 221 177 280 Month July August September October November December Demand 223 286 212 275 188 312 a. Determine the one-step-ahead forecasts for the demand for January 2000 using 3-‚ 6-‚ and 12-month moving averages. b. Using a four-month moving average‚ determine the
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Title: Data Analysis Word count: 1002 Contents: Introduction Procedure Findings Conclusion References Introduction: For my Data Analysis assignment I am required to present statistical data in an appropriate format. I will collect and analyse data using spread sheets‚ charts and graphs within a formal report. My report will present findings on how the internet has affected the UK economy and how is it transforming us as a nation? Procedure: I am going
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Data Analysis The first question of the set of 15 questions was about the age limit of the respondents. We collected all data from the age group starting from 15years. Most of the respondents fall into the age limit of 16-25 years which is 54% of the total respondents. 18of the 50 respondents were 26-35 years of age which is 36%. [pic] [pic] Q1: your most preferable Schemes when you are Thinking about a savings account? This was the question that gives the critical information
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demonstrated that when young children are presented with a puzzling new toy‚ their first instinct is to engage in exploratory play‚ touching and manipulating parts of the toy to figure out how it works (Schulz & Bonawitz‚ 2007). It is found that playing with objects teaches children and helps children generalise about broad categories of similar objects Therefore through exploratory play‚ children are able to learn about the properties of and uses for objects that they can touch‚ hear‚ and see. (White
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the patient was released only to return to hospital with the same symptoms after a month. On this second admission the symptoms were initially mild and the patient seemed to improve‚ but suddenly the clinical situation was deteriorated and an exploratory laparotomy was conducted‚ which revealed a communication between the sigmoid and the small intestine. A left hemicolectomy was
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Analysis of Data The researcher distributed 150 questionnaires to people and students from different schools. After collecting the papers‚ each was tallied one by one. The questionnaire has a total of Seven(7) questions each with a different set and amount of answers. One hundred(100) questionnaires were distributed in person while the Fifty(50) were answered online. The results of the survey will be explained by percentage and shown through pie chart as well along with a slight conclusion for
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Jamal Mujaddidi English 205 Professor Jay 8 April 2010 Exploratory Essay Legalization: Good or Bad? As part of the Marijuana Tax Act of 1937‚ Marijuana for all purposes was outlawed nationwide. Prior to this Act‚ over 30 states had prohibition laws towards Marijuana because farmers who employed mainly Hispanic workers complained that this drug would cause people to become “slow” or “lazy” and would also cause the users to become addicted. Besides the popularity among this crowd
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How Well Has The ‘War On Drugs’ Worked? Christopher Warminski Embry-Riddle Aeronautical University Abstract This is an exploratory research paper looking to see if the war on drugs has worked. It will cover the topics of the cost of the war on drugs‚ people incarcerated because of drugs‚ how much of an illegal substance is seized at the borders‚ and hard core drugs. Has the war on drugs worked? I personally think that it is a lost cause and that it is costing more than it is gaining
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