Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6 7 Stock X 3% -2% 9% 6% -1% -4% 11% Stock Y 1% -4% 7% 12% 3% -2% -1% What is the (population)...

1 answer below ยป



Returns on stocks X and Y are listed below:





































Period




1




2




3




4




5




6




7




Stock X



3%



-2%



9%



6%



-1%



-4%



11%




Stock Y



1%



-4%



7%



12%



3%



-2%



-1%









What is the (population) covariance of returns on the two stocks?


Please round your answer to six decimal places.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.




Returns on stocks X and Y are listed below:





































Period




1




2




3




4




5




6




7




Stock X



-5%



4%



3%



9%



1%



-3%



4%




Stock Y



12%



7%



-3%



-2%



4%



6%



-1%








Consider a portfolio of 60% stock X and 40% stock Y.



What is the mean of portfolio returns?


Please specify your answer in decimal terms and round your answer to the nearest thousandth (e.g., enter 12.3 percent as 0.123).




Returns on stocks X and Y are listed below:





































Period




1




2




3




4




5




6




7




Stock X



4%



7%



-2%



40%



0%



10%



-1%




Stock Y



2%



-5%



7%



4%



6%



11%



-4%








Consider a portfolio of 10% stock X and 90% stock Y.



What is the (population) standard deviation of portfolio returns?


Please specify your answer in decimal terms and round your answer to the nearest thousandth (e.g., enter 12.3 percent as 0.123).


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



4.



Summary statistics for returns on two stocks X and Y are listed below.






















Mean




Variance




Stock X



2.71%



0.003000




Stock Y



3.16%



0.005000








The covariance of returns on stocks X and Y is 0.003900. Consider a portfolio of 70% stock X and 30% stock Y.



What is the mean of portfolio returns?


Please specify your answer in decimal terms and round your answer to the nearest thousandth (e.g., enter 12.3 percent as 0.123).





1. Summary statistics for returns on two stocks X and Y are listed below.






















Mean




Variance




Stock X



2.85%



0.005000




Stock Y



5.91%



0.006000








The covariance of returns on stocks X and Y is 0.002800. Consider a portfolio of 30% stock X and 70% stock Y.



What is the variance of portfolio returns?


Please round your answer to six decimal places.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.




A corporation produces packages of paper clips. The number of clips per package varies, as indicated below for a sample of 20 packages.




























47



49



50



48



52



51



50



49



53



52



47



49



52



51



48



53



53



51



50



47








Create a probability density function.



What is the probability that a randomly chosen package contains between 49 and 52 clips (inclusive) per package?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




Let X be a discrete random variable. If Pr(X5) = 1/4, thenwhat is Pr(X=5)?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




Let X be a discrete random variable. If Pr(Xwhat is Pr(X=6)?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).



A department store manager has monitored the number of complaints received per week about poor service. The probabilities for numbers of complaints in a week, established by this review, are shown in the table.

























Number of complaints




0




1




2




3




4




5




Probability



0.18



0.26



0.35



0.09



0.07



0.05









What is the probability of between 3 and 4 (inclusive) complaints received per week?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



A department store manager has monitored the number of complaints received per week about poor service. The probabilities for numbers of complaints in a week, established by this review, are shown in the table.

























Number of complaints




0




1




2




3




4




5




Probability



0.16



0.26



0.35



0.10



0.08



0.05









What is the median of complaints received per week?


Please round your answer to the nearest integer.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



A department store manager has monitored the number of complaints received per week about poor service. The probabilities for numbers of complaints in a week, established by this review, are shown in the table.

























Number of complaints




0




1




2




3




4




5




Probability



0.15



0.20



0.41



0.11



0.06



0.07









What is the standard deviation of complaints received per week?


Please round your answer to the nearest hundredth.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



Consider the following sample data for the relationship between advertising budget and sales for Product A:














































Observation



1



2



3



4



5



6



7



8



9



10




Advertising ($)



50,000



60,000



60,000



70,000



70,000



80,000



90,000



90,000



100,000



110,000




Sales ($)



299,001



371,000



364,000



430,000



440,000



485,000



535,000



546,000



595,000



675,000









What is the slope of the "least-squares" best-fit regression line?


Please round your answer to the nearest hundredth.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



Consider the following sample data for the relationship between advertising budget and sales for Product A:














































Observation



1



2



3



4



5



6



7



8



9



10




Advertising ($)



30,000



30,000



40,000



50,000



50,000



50,000



60,000



70,000



80,000



80,000




Sales ($)



179,000



183,000



253,000



308,000



301,000



308,000



376,000



418,000



486,000



499,000









What is the predicted sales quantity for an advertising budget of $57,000?


Please round your answer to the nearest integer.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.



Consider the following sample data for the relationship between advertising budget and sales for Product A:














































Observation



1



2



3



4



5



6



7



8



9



10




Advertising ($)



40,000



50,000



50,000



60,000



70,000



70,000



80,000



80,000



90,000



100,000




Sales ($)



239,000



315,000



311,000



363,000



432,000



438,000



493,000



486,000



535,000



603,000









What is the R

2

coefficient of determination value for the relationship between advertising and sales?


Please round your answer to the nearest hundredth.


Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel.




The completion times for a job task range from 10.1 minutes to 19.2 minutes and are thought to be uniformly distributed.



What is the probability that it will require between 12.7 and 16.8 minutes to perform the task?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




Suppose the variable x is represented by a standard normal distribution.



What is the probability of x


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




Suppose the variable x is represented by a standard normal distribution.



What value of x is at the 80th percentile of the distribution? Equivalently, what is the value for which there is a probability of 0.80 that x will be less than that value?


Please round your answer to the nearest hundredth.




Major league baseball game durations are normally distributed with a mean of 160 minutes and a standard deviation of 50 minutes.



What is the probability of a game duration of between 180 and 210 minutes?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




Suppose the daily customer volume at a call center has a normal distribution with mean 5,100 and standard deviation 750.



What is the probability that the call center will get fewer than 4,400 calls in a day?


Please specify your answer in decimal terms and round your answer to the nearest hundredth (e.g., enter 12 percent as 0.12).




The sales department has determined that the average purchase value for their catalog business is normally distributed with a mean of $48.62 and a standard deviation of $11.43.



What is the purchase value at the 10th percentile?


Please round your answer to the nearest cent.




The duration of shoppers' time in BrowseWorld's new retail outlets is normally distributed with a mean of 34.9 minutes and a standard deviation of 9.2 minutes.



How long must a visit be to put a shopper in the longest 40 percent?


Please round your answer to the nearest tenth.



Answered Same DayAug 13, 2021

Answer To: Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6 7 Stock X 3% -2% 9% 6% -1% -4% 11%...

Pritam answered on Aug 17 2021
139 Votes
Sheet1
    Question 1:
    Period    1    2    3    4    5    6    7
    Stock X    3%    -2%    9%    6%    -1%    -4%    11%
    Stock Y    1%    -4%    7%    12%    3%    -2%    -1%
    Covariance of the two stock ret
urns
    0.0013
    Question 2:
    Period    1    2    3    4    5    6    7
    Stock X    -5%    4%    3%    9%    1%    -3%    4%
    Stock Y    12%    7%    -3%    -2%    4%    6%    -1%
    Expected retrurn        0.6    0.4
    0.024
    Question 3:
    Period    1    2    3    4    5    6    7
    Stock X    4%    7%    -2%    40%    0%    10%    -1%
    Stock Y    2%    -5%    7%    4%    6%    11%    -4%
    population standard deviation    var1    var2    w1    w2    cov
    0.013    0.0184204082    0.0029142857    0.1    0.9    0.0008428571
    Question 4:
        Mean    Variance
    Stock X    2.71%    0.003
    Stock Y    3.16%    0.005
    mean portfolio returns        w1    w2
    0.028        0.7    0.3
    Question 5:
        Mean    Variance        w1    w2    cov
    Stock X    2.85%    0.005        0.3    0.7    0.0028
    Stock Y    5.91%    0.006
    variance of the portfolio returns
    0.004566
    Question 6:
    x    47    49    50    48    52    51    50    49    53    52    47    49    52    51    48    53    53    51    50    47
    f(x)    0.0469061876    0.0489021956    0.0499001996    0.0479041916    0.0518962076    0.0508982036    0.0499001996    0.0489021956    0.0528942116    0.0518962076    0.0469061876    0.0489021956    0.0518962076    0.0508982036    0.0479041916    0.0528942116    0.0528942116    0.0508982036    0.0499001996    0.0469061876
    sum(x)    1002
    Question 7:
    The probability density function could be defined as
    f(x) = x/sum(x)        where, x varies from the 20 values given above.
    hence the required probability will be given by
    Required probability
    0.6
    Question 8:
    Since it is given that Pr(X<5) = 1/7, and Pr(X>5) = 1/4, hence we must have P(X = 5) =...
SOLUTION.PDF

Answer To This Question Is Available To Download

Related Questions & Answers

More Questions ยป

Submit New Assignment

Copy and Paste Your Assignment Here