Questions
Howie, a security analyst, has used the concept of multiple regression to determine the sensitivity of...

  1. Howie, a security analyst, has used the concept of multiple regression to determine the sensitivity of a certain stock to various factors. He has found that the following factors are the most indicative of his stock’s returns:

Factor

Factor Beta

Factor risk premium

Inflation

1.2

3%

unemployment

0.8

5%

Industrial production

0.7

6%

If the rate on 90-day T-bills is 3%,

a. what is the expected return for this stock?

b. What is the Jensen Alpha if the portfolio return is 12%

In: Finance

i wish to solve the equations v'=v^3/3-w+i, w'=g(v+a-bw) with a=0.8, b=0.7, g=0.08, i=0.5 using ode45 in...

i wish to solve the equations v'=v^3/3-w+i, w'=g(v+a-bw) with a=0.8, b=0.7, g=0.08, i=0.5 using ode45 in matlab. i solved in on paper but i don't know how to type the codes in matlab.

i googled this but for one unfamiliar with the code, it is hard to fathom what they are solving i also would like the code to show the plots of both variables changing with time and the phase plots of both variables.

In: Computer Science

Packets arrive at an infinite buffer at a Poisson rate of 100 packets/sec, and are transmitted...

Packets arrive at an infinite buffer at a Poisson rate of 100 packets/sec, and are transmitted over a link of rate 1 Mbps in an FCFS manner. An arriving packet is a 100-bit packet with probability 0.2, a 1000-bit packet with probability 0.5, and a 10000-bit packet with probability 0.3 . Find (a) the average waiting time for a packet, and (b) the average number of packets in the buffer, in steady state.

In: Statistics and Probability

Suppose that the USDA expects that 53.3 billion bushels of soybeans will be produced this year...

Suppose that the USDA expects that 53.3 billion bushels of soybeans will be produced this year at a price of $8.50/bushel. Assume that the elasticity of supply is 0.3 and that the elasticity of demand is -0.2 (both very inelastic).

2. What quota is required to increase the soybean price to $9.25/bushel? And what is the economic cost of this solution (i.e., what is the change in producer surplus and change in consumer surplus, and what is the sum of these changes)?

In: Economics

The rates of return of Stock A and B are distributed as follows: State Probability Return...

The rates of return of Stock A and B are distributed as follows:

State Probability Return on A Return on B

1 0.3 15% 5%

2 0.5 9% 7%

3 0.2 -1% 12%

Suppose you have invested $1000 in stock A and $2000 in Stock B. Please, find this portfolio’s expected return and total risk. What is the correlation between the rate of return on Stock A and Stock B?

In: Finance

State of Economy Probability of State Return on Asset A in State Return on Asset B...

State of Economy Probability of State Return on Asset A in State Return on Asset B in State Return on Asset C in State
Boom 0.35 0.04 0.21 0.3
Normal 0.5 0.04 0.08 0.2
Recession 0.15 0.04 -0.01 -0.26

a.  What is the expected return of each​ asset?

b.  What is the variance of each​ asset?

c.  What is the standard deviation of each​ asset?

In: Finance

A movie theater faces the following hourly inverse demand curves:Seniors: PS= 12 – 0.5QAdults: Pa= 19...

A movie theater faces the following hourly inverse demand curves:Seniors: PS= 12 – 0.5QAdults: Pa= 19 – QThe marginal cost is constant at $1.

a.If the movie theater uses segmenting, calculate the ticket prices charged to adults and seniors.

b.How much producer surplus does the movie theater earn from segmenting?

c.Now suppose the movie theater is legally prevented from using segmenting. What price will the movie theater charge per ticket? How much producer surplus will it earn?

In: Economics

From one year to the next, a country’s output rose from 4,000 to4,500, its capital...

From one year to the next, a country’s output rose from 4,000 to 4,500, its capital stock rose from 10,000 to 12,000, and its labor force declined from 2,000 to 1,750. Suppose aK = 0.3 and aL = 0.7. 11. How much did capital contribute to economic growth over the year? 12. How much did labor contribute to economic growth over the year? 13. How much did productivity contribute to economic growth over the year?  

In: Economics

Given the following Landsat measured reflectance for R,G, B, NIR, and thermal infrared intensity (TIR), for...

Given the following Landsat measured reflectance for R,G, B, NIR, and thermal infrared intensity (TIR), for a pixel, determine if it is likely to be conifer forest, hardwood forest or desert/urban? (various temperatures and NDVI values). Explain how you know.

Reflectances and spectral radiance: blue (0.4 um) = 0.11; green (0.5 um) = 0.14; red (0.7 um) = 0.07 NIR (1.1 um) = 0.3; TIR (10.3 um) = 5.3 W/m2/um/ster

In: Physics

At a time on the sunny day of July 21, the sun shining onto the wall...

At a time on the sunny day of July 21, the sun shining onto the wall and window at an incident angle of 30 while the incident angle onto a horizontal surface is measured at 45. Assume the window glass have the properties of τD = 0.7; τd = 0.6; αD = 0.1; αd = 0.3. The emissivity of the wall is 0.9. Calculate:

Total solar radiation absorbed by the wall;

Total solar radiation into the room via window;

Total solar radiation reflected away by the window glass

In: Mechanical Engineering