Question
In: Finance
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the correlation of A and B is 0.32, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.
Stock A Stock B
2005 -4 28
2006 19 20
2007 3 8
2008 -1 -8
2009 5 -9
2010 13 30
Solutions
jeff jeffy answered 2 years agoRelated Solutions
Using the data in the following? table, and the fact that the correlation of A and...
Using the data in the following? table, and the fact that the
correlation of A and B is 0.02?, calculate the volatility?
(standard deviation) of a portfolio that is 80% invested in stock A
and 20% invested in stock B.
Stock A Stock B
2005
-12
16
2006
13 20
2007
8
7
2008
-1 -1
2009
5 -12
2010
6 15
The standard deviation of the portfolio is?
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the
correlation of A and B is 0.39, calculate the volatility
(standard deviation) of a portfolio that is 70% invested in stock A
and 30% invested in stock B.
Realized Returns
Year
Stock A
Stock B
2008
−8%
27%
2009
17%
28%
2010
1%
11%
2011
−3%
−2%
2012
1%
−3%
2013
8%
26%
The standard deviation of the portfolio is _%?
Using the mtcars dataset, answer the following questions: Fill in the following table: Variable Correlation with...
Using the mtcars dataset, answer the following questions:
Fill in the following table:
Variable
Correlation with mpg
cyl
-0.85216
disp
-0.84755
hp
-0.77617
drat
0.681172
wt
-0.86766
qsec
0.418684
vs
0.664039
am
0.599832
gear
0.480285
carb
-0.55093
mpg
cyl
disp
hp
drat
wt
qsec
vs
am
gear
carb
Mazda RX4
21
6
160
110
3.9
2.62
16.46
0
1
4
4
Mazda RX4 Wag
21
6
160
110
3.9
2.875
17.02
0
1
4
4
Datsun 710
22.8
4
108...
Give an example of a RANGE partition for a fact table of a data warehouse and...
Give an example of a RANGE partition for a fact table of
a data warehouse and its major advantage.
Can I have a made up data table and graph illustrating correlation and another data table...
Can
I have a made up data table and graph illustrating correlation and
another data table and graph illustrating regression using the
similar variables? I would like to know how they differ from one
another using a similar topic.
Growth of birds vs food supply
For the following sample, display the data using a frequency distribution table and then using a...
For the following sample, display the data using a frequency
distribution table and then using a histogram . Assume the data is
continuous and measured on a ratio scale.
23 21 18 17 17 15 20 3 4 28
16 15 15 15 27 2 3 15 16 16
a) How would you describe the shape of the distribution?
b) Which is the most appropriate measure of central
tendency?
c) Calculate the most appropriate measure of central
tendency.
Conduct a Pearson correlation coefficient test (r) using the following data: A researcher is interested in...
Conduct a Pearson correlation coefficient test (r) using the
following data:
A researcher is interested in studying the relationship between
team fandom and social perception. She asks participants how much
they love the Los Angeles Dodgers and then asks another participant
in the same study how cool they think that person is. The data is
as follows, and is on an 11-point scale:
Participant
Fandom
Perception
A
10
11
B
1
1
C
9
10
D
10
10
E
5...
The correlation coefficient between two assets 1 and 2 is +0.30, and other data are given in the following table:
The correlation coefficient between two assets 1 and 2 is
+0.30, and other data are given in the following
table:AssetE(r)σ 110%15%225%20%(Show your answers in decimal form. Keep 4 decimal places to all
your answers except for (4), e.g. 0.1234)a) If one invests 40% in asset 1 and 60% in asset 2, what are
the portfolio's expected rate of return and standard deviation? Expected rate
of return: _0.1900_ Standard deviation:
_0.1494_b) Find the proportion α of asset 1 and (1 -...
2. Given the following data determine a. the correlation coefficient b. The straight-line equation using the...
2. Given the following data determine
a. the correlation coefficient
b. The straight-line equation using the least square method
c. Find the standard error.
X= 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 Y=2.5, 4.8, 6.5, 7.9, 9.7,
11.1, 12.7, 14.7, 16, 17.4.
Use the data values in the table below to calculate the correlation, r, between the variables...
Use the data values in the table below to calculate the
correlation, r, between the variables x and y.
x
y
4
12.32
5
13.1
6
16.68
7
20.26
8
22.44
9
22.72
10
23.4
11
26.98
12
28.66
Give your answer to rounded three decimal places.
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