Questions
There are many reasons for an owner to place a brand on their hotel, but some...

There are many reasons for an owner to place a brand on their hotel, but some feel that three factors are beginning to challenge the brand value proposition:

  • Distribution sites, such as Expedia.com and Booking.com
  • Review sites, like TripAdvisor and Yelp
  • The lack of brand loyalty often shown by Millennials

Do you think these factors represent a real challenge to brands, or are they just hype? Will brands need to adjust their value proposition?

In: Operations Management

The time needed for checking in at a hotel is to be investigated. Historically, the process...

The time needed for checking in at a hotel is to be investigated. Historically, the process has had a standard deviation equal to .146. The means of 39 samples of n = 17 are

Sample Mean Sample Mean Sample Mean Sample Mean
1 3.86 11 3.88 21 3.84 31 3.88
2 3.90 12 3.86 22 3.82 32 3.76
3 3.83 13 3.88 23 3.89 33 3.83
4 3.81 14 3.81 24 3.86 34 3.77
5 3.84 15 3.83 25 3.88 35 3.86
6 3.83 16 3.86 26 3.90 36 3.80
7 3.87 17 3.82 27 3.81 37 3.84
8 3.88 18 3.86 28 3.86 38 3.79
9 3.84 19 3.84 29 3.98 39 3.85
10 3.80 20 3.87 30 3.96


a-1. Construct an x⎯⎯x¯ -chart for this process with three-sigma limits. (Do not round intermediate calculations. Round your answers to 2 decimal places.)
  

UCL
LCL


a-2. Is the process in control?

  • Yes

  • No


b. Analyze the data using a median run test and an up/down run test. What can you conclude?

Test Conclusion
Median (Click to select)  Random  Non-random
Up/Down (Click to select)  Random  Non-random

rev: 04_08_2019_QC_CS-165352

In: Math

You are managing a mutual fund with the following stocks: Stock Investment Beta A $1,951 0.7...

You are managing a mutual fund with the following stocks:

Stock

Investment

Beta

A

$1,951

0.7

B

$2,625

0.3

What is the beta for this mutual fund (i.e. what is the portfolio beta)?

In: Finance

the elution strength € of hexane is equal to 0.2 and ethanol is equal to 0.8...

the elution strength € of hexane is equal to 0.2 and ethanol is equal to 0.8 calculate the volume needed from each to prepare 200 ml mixture of the two with eluting syrength equal 0.3

In: Chemistry

Simulate 100 observations from an ARMA(1,1) model and another 30 observations from an ARMA(1,1) model both...

Simulate 100 observations from an ARMA(1,1) model and another 30 observations from an ARMA(1,1) model both with = 0.8 and = 0.3.

please use Rstudio and provide the codes.

In: Statistics and Probability

What is the price of an apartment if the monthly rent is $3,500, the monthly discount...

What is the price of an apartment if the monthly rent is $3,500, the monthly discount rate is 0.6%, and the monthly growth rate is 0.3%. Assume that for a special offer the first three month of rent are free.

In: Finance

A coffee machine is supposed to dispense 8 ounces (oz) of coffee into a paper cup....

A coffee machine is supposed to dispense 8 ounces (oz) of coffee into a paper cup. In reality, the amounts dispensed vary from cup to cup. However, if the machine is working properly, the standard deviation of the amounts dispensed should be less than 0.3/0.4/0.5 oz. To test this, a random sample of 10/15/20 cups was taken, and it give a standard deviation of 0.255 oz.

a)     At the 5% significance level, do the data provide sufficient evidence to conclude that the standard deviation of the amounts being dispensed is less than 0.3/0.4/0.5 oz?

b)    Why is it important that the standard deviation of the amounts of coffee being dispensed not be too large?

In: Statistics and Probability

An investment firm, SHB-BC Fund, would like to construct a portfolio. The risk-free rate equals 1.5%...

An investment firm, SHB-BC Fund, would like to construct a portfolio. The risk-free rate equals 1.5% and a covariance matrix is, [ 0.001 −0.07 0.02 −0.07 0.03 0.09 0.02 0.09 0.002 ] Answer each question for the SHB-BC fund using the following data: Stocks Weights Returns

GM 0.3 0.7%

IBM 0.3 2.0%

MCD 0.4 1.4%

1) Compute a portfolio return using matrix multiplication.

2) Compute a portfolio standard deviation using matrix multiplication.

3) Find analytically an optimal set of weights to minimize portfolio risk subject to the constraints: ∑ ?? = 1 3 ?=1 and ?? > 0.

In: Finance

Consider the following scenario analysis: Rate of Return Scenario Probability Stocks Bonds Recession 0.3 -4 %...

Consider the following scenario analysis:

Rate of Return
Scenario Probability Stocks Bonds
Recession 0.3 -4 % 12 %
Normal economy 0.4 13 7
Boom 0.3 22 3

Assume a portfolio with weights of 0.60 in stocks and 0.40 in bonds.

a. What is the rate of return on the portfolio in each scenario? (Enter your answer as a percent rounded to 1 decimal place.)

b. What are the expected rate of return and standard deviation of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)

c. Would you prefer to invest in the portfolio, in stocks only, or in bonds only? Explain the benefit of diversification.

In: Finance

Stocks A and B have the following probability distributions of expected future returns: Probability A B...

Stocks A and B have the following probability distributions of expected future returns:

Probability A B
0.1 (13%) (40%)
0.2 6 0
0.3 13 23
0.3 22 27
0.1 36 49
  1. Calculate the expected rate of return, rB, for Stock B (rA = 14.00%.) Do not round intermediate calculations. Round your answer to two decimal places.
    %

  2. Calculate the standard deviation of expected returns, σA, for Stock A (σB = 22.91%.) Do not round intermediate calculations. Round your answer to two decimal places.
    %

  3. Now calculate the coefficient of variation for Stock B. Round your answer to two decimal places.

In: Finance