Question
In: Statistics and Probability
Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6...
Returns on stocks X and Y are listed below:
| Period | 1 | 2 | 3 | 4 | 5 | 6 | 7 |
|---|---|---|---|---|---|---|---|
| Stock X | 5% | 6% | -2% | -4% | 6% | 10% | 7% |
| Stock Y | 1% | -3% | 6% | 3% | 12% | 7% | -5% |
Consider a portfolio of 40% stock X and 60% stock Y.
What is the (population) variance of portfolio returns?
Please round your answer to six decimal places.
Solutions
orchestra answered 1 year agoRelated Solutions
Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6...
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%
Consider a portfolio of 20% stock X and 80% stock Y.
What is the (population) 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.
Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6...
Returns on stocks X and Y are listed below:
Period
1
2
3
4
5
6
7
Stock X
5%
6%
-2%
-4%
6%
10%
7%
Stock Y
1%
-3%
6%
3%
12%
7%
-5%
Consider a portfolio of 40% stock X and 60% stock Y.
What is the (population) 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.
Returns on stock X are listed below: Period 1 2 3 4 5 6 7 Stock...
Returns on stock X are
listed below:
Period
1
2
3
4
5
6
7
Stock X
8%
0%
3%
-2%
5%
12%
7%
What is the
(population) standard deviation of the data?
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.
question 8 parts a-e a Returns on stocks X and Y are listed below: Period 1...
question 8 parts a-e
a
Returns on stocks X and Y are listed below:
Period
1
2
3
4
5
6
7
Stock X
8%
0%
3%
-2%
5%
12%
7%
Stock Y
5%
-2%
4%
7%
1%
12%
-3%
What is the correlation of returns on the two
stocks?
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.
b
Returns on stocks...
Monthly returns for two stocks are given below: Month 1 2 3 4 5 6 7...
Monthly returns for two stocks are given below:
Month
1
2
3
4
5
6
7
8
9
10
11
12
rA
4.10%
1.12%
1.66%
−0.18%
−4.71%
−0.60%
−0.91%
1.02%
1.69%
−0.51%
1.42%
2.52%
rB
−3.36%
−1.93%
−0.45%
0.34%
4.27%
8.48%
1.86%
4.10%
6.41%
−5.24%
−1.06%
1.40%
(a) Calculate the correlation between the returns of these two
stocks. Consider a portfolio of the two stocks weighted 60:40 at t
= 0.
(b) Calculate the returns on the rebalanced portfolio for...
ID X Y 1 2 3 2 3 6 3 4 6 4 5 7 5...
ID
X
Y
1
2
3
2
3
6
3
4
6
4
5
7
5
8
7
6
5
7
7
6
7
8
8
8
9
7
8
10
12
11
Test the significance of the correlation coefficient.
Then use math test scores (X) to predict physics test scores
(Y). Do the following:
Create a scatterplot of X and Y.
Write the regression equation and interpret the regression
coefficients (i.e., intercept and slope).
Predict the physics score for each....
X 1 3 5 3 4 4 Y 2 5 4 3 4 6 A: Plot...
X
1
3
5
3
4
4
Y
2
5
4
3
4
6
A: Plot the date
B: find the line of best fit
C: determine ŷ AT x=3
D: Find r and r^2
E: explain r and r^2
2. Consider the following data: x= 1, 2, 3, 4, 5 y =3, 2, 4, 6,...
2. Consider the following data:
x= 1, 2, 3, 4, 5
y =3, 2, 4, 6, 5
By hand, not using Matlab, and showing your work:
(a) Compute the correlation coefficient.
(b) Find the least-squares line.
(c) Find the standard deviation around the least-squares
line.
1) Define the sets X ={ 1, 2, 3} and Y = {4, 5, 6}. Now,...
1) Define the sets X ={ 1, 2, 3} and Y = {4, 5, 6}. Now, define
the relation R from X to Y by xRy if and only if x − y is even.
Find all of the elements in R.
2) Define the relation R on ℤ by mRn if and only if 2|(m − n).
Show that R is an equivalence relation.
Consider the following data table: x 8 5 4 6 2 5 3 y 1 3...
Consider the following data table:
x
8
5
4
6
2
5
3
y
1
3
6
3
7
2
5
(15 points) Create a scatterplot of the data either by hand or
with a computer. Does there appear to be a linear
relationship between x and y? If so,
what is the strength and direction of the relationship?
(20 points) Give the Simple Linear Regression Model, using
x as the predictor variable and y as the response
variable. What is the meaning...
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