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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Research methods: Data analysis G Qualitative analysis of data Recording experiences and meanings Distinctions between quantitative and qualitative studies Reason and Rowan’s views Reicher and Potter’s St Paul’s riot study McAdams’ definition of psychobiography Weiskrantz’s study of DB Jourard’s cross-cultural studies Cumberbatch’s TV advertising study A bulimia sufferer’s diary G Interpretations of interviews‚ case studies‚ and observations Some of the problems involved in drawing
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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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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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c. ratio scale d. interval scale 2. Data obtained from a nominal scale a. must be alphabetic b. can be either numeric or nonnumeric c. must be numeric d. must rank order the data 3. In a post office‚ the mailboxes are numbered from 1 to 4‚500. These numbers represent a. qualitative data b. quantitative data c. either qualitative or quantitative data d. since the numbers are sequential‚ the data is quantitative 4. A tabular summary of a set of data showing the fraction of the total number
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customers is selected with data collected on the following five variables: LOCATION (Rural‚ Urban‚ Suburban) INCOME (in $1‚000’s – be careful with this) SIZE (Household Size‚ meaning number of people living in the household) YEARS (the number of years that the customer has lived in the current location) CREDIT BALANCE (the customers current credit card balance on the store’s credit card‚ in $). The data appears below‚ and is available in Doc Sharing Course Project Data Set as an EXCEL file:
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Wittenburg University Case Study Case Study 2 – Mastering Teacher Leadership Business Research Methods 1 This case presents a situation that is quite common in the education field and addresses the responses by institutions to new legislation imposed upon them. As is often the case‚ the legislators do not address the impacts to organizations‚ leaving the actual implementation to the end user (i.e.‚ public and private schools). In this particular case‚ Wittenburg University (WU) is faced with the
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