Exam 2 - Math 3200 Spring 2013 Name : ID : General instructions: This exam has 13 questions‚ each worth the same amount. Check that no pages are missing and promptly notify one of the proctors if you notice any problems with your copy of the exam. Mark your ID number on the six blank lines on the top of your answer card using one line for each digit. Print your name on the top of the card. Choose the answer closest to the solution and mark your answer card with a PENCIL by shading in
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Problem Assignment 4 1. You’ve observed the following returns on INTC Corporation’s stock over the past five years: -25%‚ -36%‚ 9%‚ 11%‚ and 17%. a. What was the arithmetic average return on the stock over this five-year period? b. What was the variance of returns over this period? c. What was the standard deviation of returns over this period? d. Suppose the current T-bill rate is 0.15%. What is the risk premium of owing INTC Corporation’s stock? e. What range of returns would you expect to
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Centering HLM offers the options to use predictors as they are‚ or to use them after grand- or group-mean centering them. The choice of centering method is dictated by the question studied‚ and great care should be taken to select a form of centering appropriate to the model considered‚ as the interpretation of coefficients in the model is dependent on the type of centering used. We start with an example where a simple linear transformation of a predictor is used to ensure that the interpretation
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solve the optimal weightage (including short-selling) for each stock in the portfolio in accordance to the covariance matrix. By multiplying the above matrix yields expected return on this passive portfolio as well as other statistical tools like variance and standard deviation. Hence‚ Sharpe ratio is computed and indicates the risk-adjusted return on the portfolio 2. STEPS FOR FRONTIER TO BE ADDED Result: The covariance matrix is as follows: VCV Matrix MMM T CAT UTX WFC PFE KO ORCL INTC MRK
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(ISOM2500)[2012](f)midterm1~=0zvopee^_78631.pdf downloaded by mhwongag from http://petergao.net/ustpastpaper/down.php?course=ISOM2500&id=0 at 2013-12-16 02:44:12. Academic use within HKUST only. Business Statistics‚ ISOM2500 (L3‚ L4 & L5) Practice Quiz I 1. The following bar chart describes the results of a survey concerning the relevance of study to present job by school. Focus on the School of Business and Management. What are the mode and the median respectively? (a) Relevant‚ Neutral (b) Relevant
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Answers to Warm-Up Exercises E8-1. Total annual return Answer: ($0 $12‚000 $10‚000) $10‚000 $2‚000 $10‚000 20% Logistics‚ Inc. doubled the annual rate of return predicted by the analyst. The negative net income is irrelevant to the problem. E8-2. Expected return Answer: Analyst 1 2 3 4 Total Probability 0.35 0.05 0.20 0.40 1.00 Return 5% 5% 10% 3% Expected return Weighted Value 1.75% 0.25% 2.0% 1.2% 4.70% E8-3. Comparing the risk of two investments Answer: CV1 0.10 0.15 0.6667 CV2 0.05
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|0 |1 |2 |3 |4 |5 |6 | |# of policies |21 |15 |5 |4 |2 |3 |2 | • Find the mean number of claims per day. • Find the sample variance and standard deviation. 4. A survey carried out for a supermarket classified customers according to whether their visits to the store are frequent or infrequent and
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one-way ANOVA and linear regression are performed to investigate the effectiveness of individual change management practices elements and overall change management practices implementation in controlling project change cost‚ respectively. The data analysis results show that individual change management practices elements have different levels of leverage in helping to control project change cost and that using change management practices is truly helpful in lowering the proportion of change cost in
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Business Statistics I: QM 1 Lecture N otes by Stefan W aner (5th printing: 2003) Department of Mathematics‚ Hofstra University BUSINESS STATISTCS I: QM 001 (5th printing: 2003) LECTURE NOTES BY STEFAN WANER TABLE OF CONTENTS 0. Introduction................................................................................................... 2 1. Describing Data Graphically ...................................................................... 3 2. Measures of Central Tendency
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executive salary for the following groups of industries: I. Industrial and Basic Materials II. Industrial and Technology III. Basic Materials and Technology Before conducting the test above‚ perform a test on equivalent population variances for each pair of company type. In a brief paragraph‚ comment of the conclusions of the test results. d. Determine the upper and lower range salary values for each industry at 90% and 95% confidence intervals e. Perform a test of normality
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