If you estimate the beta OLS for stock i is 1.5, the standard error is 0.3. To test the two null hypothesis:β=3.5,β=-1,can you reject these two null hypotheses at 10% significance level with the tcritical = 2.96?
| A. |
β=3.5 cannot be rejected,β=-1 can be rejected |
|
| B. |
β=3.5 can be rejected,β=-1 cannot be rejected |
|
| C. |
β=3.5 can be rejected,β=-1 can be rejected |
|
| D. |
β=3.5 cannot be rejected,β=-1 cannot be rejected |
In: Statistics and Probability
If you estimate the beta OLS for stock i is 1.5, the standard error is 0.3. To test the two null hypothesis:β=3.5,β=-1,can you reject these two null hypotheses at 10% significance level with the tcritical = 2.96?
| A. |
β=3.5 cannot be rejected,β=-1 can be rejected |
|
| B. |
β=3.5 can be rejected,β=-1 cannot be rejected |
|
| C. |
β=3.5 can be rejected,β=-1 can be rejected |
|
| D. |
β=3.5 cannot be rejected,β=-1 cannot be rejected |
In: Statistics and Probability
Imagine that a society has a gini coefficient of 0.3. According to the Maximin Criterion has this society reached the efficient level of redistribution? Explain your answer
In: Economics
Consider a stock priced at $30 with a standard deviation of 0.3. The risk-free rate is 0.05. There are put and call options available at exercise prices of 30 and a time to expiration of six months. The calls are priced at $2.89 and the puts cost $2.15. There are no dividends on the stock and the options are European.
What is the profit from the transaction from a finance perspective (adjusting for the TVM)?
$7.00 ?
$4.11 ?
$4.04 ?
$3.96 ?
none of the above ?
Assume that the stock begins paying a dividend of 3% and the price of the call option falls to $2.75. What is the price of the put in this situation?
In: Finance
In: Economics
In: Statistics and Probability
Let X be a binomial random variable with n = 11 and p = 0.3. Find the following values. (Round your answers to three decimal places.)
(a)
P(X = 5)
(b)
P(X ≥ 5)
(c)
P(X > 5)
(d)
P(X ≤ 5)
(e)
μ = np
μ =
(f) σ =
| npq |
σ =
In: Statistics and Probability
In: Statistics and Probability
The probability is 0.3 that a traffic fatality involves an intoxicated or alcohol-impaired driver or nonoccupant. In eight traffic fatalities, find the probability that the number, Y, which involve an intoxicated or alcohol-impaired driver or nonoccupant is a. exactly three; at least three; at most three. b. between two and four, inclusive. c. Find and interpret the mean of the random variable Y. d. Obtain the standard deviation of Y.
In: Math
An activated sludge process with an aeration basin volume of 0.3 MG is treating wastewater with the average daily flow of 2 MGD. The raw sewage entering the treatment plant has an average BOD5 of 400 mg/L. The primary treatment removes 25% of BOD5 and the subsequent activated sludge process is designed to remove 90% of BOD5.
Given:
Plant effluent BOD5 concentration = 30 mg/L
Biomass concentration in the aeration tank = 2,000 mg/L
Biomass concentration in the plant effluent = 20 mg/L
Biomass concentration in the recycle (RAS) = 8,000 mg/L
Flow rate of waste sludge (WAS) = 0.025 MGD
Endogenous decay rate (kd) = 0.01 day-1
a) Calculate the MCRT of the process.
b) Determine the yield coefficient, Y.
c) If µnet, nitrifiers = 0.2/day, would you expect to get nitrification in this system? Briefly describe why or why not and show any supporting calculations.
In: Civil Engineering