CHAPTER 8 APT 1.In a factor model‚ the return on a stock in a particular period will be related to _________. A. firm-specific events B. macroeconomic events C. the error term D. both a and b E. neither a nor b 2.Assume that stock market returns do follow a single-index structure. An investment fund analyzes 500 stocks in order to construct a mean-variance efficient portfolio constrained by 500 investments. They will need to calculate ________ estimates of firm-specific variances and ________
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Question 1 1H- ($28‚800) 2H- $1619‚ 800 $93= 1‚619‚800 dollars $3 = (3dollars × 1‚619‚800 dollars)/ 93 dollars =52‚251.61 dollars The amount of profit increase as a result of the higher price of Kaufmann’s finished goods equals to 52‚251.61 dollars for the price change of 3 dollars. The finished goods price changed from 90 dollars to 93 dollars. Question 2(a) Actual Direct labour cost =4‚813‚000 dollars Budgeted Direct Labour cost= 4‚400‚000 dollars Variance = Actual Direct labour cost - Budgeted
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CAPM 1 Calculate the expected return for A Industries which has a beta of 1.75 when the risk free rate is 0.03 and you expect the market return to be 0.11. 2 Calculate the expected return for B Services which has a beta of 0.83 when the risk free rate is 0.05 and you expect the market return to be 0.12. 3 Calculate the expected return for C Inc. which has a beta of 0.8 when the risk free rate is 0.04 and you expect the market return to be 0.12. 4 Calculate the expected return for D Industries
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Title: How Does Both Only Light and Only Darkness Affect the Growth of Duckweed? Introduction: Question: How will all light or all darkness affect the growth of duckweed? If so‚ how drastic of change will it be? Background: Duckweed‚ one of the fastest reproducing organisms on the planet. “The duckweeds (genus Lemna) and related genera of the duckweed family (Lemnaceae) are the smallest flowering plants known.” (USDA common duckweed) Duckweed‚ only about .3 mm in diameter‚ are found in almost all
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MATH133 Unit 5: Exponential and Logarithmic Functions Individual Project Assignment: Version 2A Show all of your work details for these calculations. Please review this Web site to see how to type mathematics using the keyboard symbols. IMPORTANT: See Question 1 in Problem 2 below for special IP instructions. This is mandatory. Problem 1: Photic Zone Light entering water in a pond‚ lake‚ sea‚ or ocean will be absorbed or scattered by the particles in the water and its intensity‚ I‚ will be attenuated
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JET Task 2 A1. Budgetary Items Of Concern Within the budget for Competition Bikes‚ Inc.‚ there are a few different items of concern. Some items that raise a concern within the budget are the projected number of unit sales and the amounts budgeted for advertising and research and development. I think it is obvious in the previous years that the amount the company spends on advertising has a direct effect on the number of sales. According to the projected number of units that are expected to
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EMSE 6020: Decision Making with Uncertainty HOMEWORK 4‚ SUMMER 2013 Instructor: Joost Santos DEADLINE: June 27‚ 2013 Problem 1: (2 pts) Two contractors (1 and 2) placed a bid on a road construction project. They were each asked to provide percentile estimates of the time (x‚ in years) it would take the road to undergo a major maintenance after its completion. We seek to maximize this time variable x‚ as larger values imply better structural integrity as well as cheaper projection of the net
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Figure 1: The pupillary reflex data demonstrates the mean change in each pupil’s diameter. In this experiment‚ data was taken from six groups. From each group‚ 3 things were measured and averaged together and that was Ambient‚ Both Eyes Open and One Eye Open. The vertical lines represents the standard deviation of the averages through error bars. The height represent the average pupil diameter amongst the Ambient‚ Both Eyes Open and One Eye Open data which was measured in centimeters (cm). 2) The
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Executive Summary The settlement from the insurance company was more than reasonable. The mean estimate excess cost of operations was roughly $254‚000 but that is just the mean estimate. Unfortunately for Krog’s MetalFab Inc. we have zero confidence in this model’s exact mean estimate of $254‚000. We are 95% confident that the estimated excess costs of operation was between roughly $9‚600 using the lower 95% and almost $500‚000 using the upper 95%. Because of this‚ the insurance company should
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