The correlation coefficient between a stock's return and broad market index returns is 0.60. The stock has a standard deviation of 40%. The market index has a standard deviation of 20%. Calculate the beta coefficient.
Multiple Choice
0.3
0.6
0.9
1.2
1.5
In: Finance
Consider the initial value problem given below.
y'=x+4cos(xy), Y(0)=0
Use the improved Euler's method subroutine with step size h=0.3 to approximate the solution to the initial value problem at points x= 0.0,0.3,0.6.....3.0
In: Advanced Math
WTVCA Inc. may invest in new equipment and there are three possible outcomes with the following new present values of $48,570, $33,214 and $15,989, respectively. The outcomes have probabilities of 0.3, 0.5, and 0.2, respectively. Calculate risk (measured by the standard deviation) associated with this proposal.
In: Economics
Use the data below and find the clusters using a single link technique. Use Euclidean distance and draw the dendrogram.
| X | Y | |
| P1 | 0.35 | 0.48 |
| P2 | 0.17 | 0.33 |
| P3 | 0.3 | 0.28 |
| P4 | 0.21 | 0.18 |
| P5 | 0.08 | 0.29 |
In: Statistics and Probability
MATLAB CODE: Making cubic spline iterpolation function. Then, To solve use Tridiagonal matrix algorithm(TDMA)
|
xi |
-0.5 |
-0.4 |
-0.2 |
0 |
0.2 |
0.4 |
0.6 |
0.8 |
|
yi |
0.04 |
0.1 |
0.4 |
1 |
0.35 |
0.2 |
0.3 |
0.04 |
In: Mechanical Engineering
Stock 1 has a expected return of 12% and a standard deviation of 15%. Stock 2 has a expected return of 10% and a standard deviation of 12%. Correlation between the two stocks is 0.3. What is the investment proportion of stock 1 in the minimum variance portfolio?
In: Finance
WEIGHT E(r) Sigma
ASSET A: 0.3 1.487% 6.344%
ASSET B: 0.5 2.078% 6.353%
ASSET C: 0.2 1.66% 7.616%
ρAB=0.313 ρBC=0.374 ρAC=0.321
1. What is the standard deviation and expected return of the portfolio?
In: Finance
|
POOR |
FAIR |
GOOD |
EXCELLENT |
|
|
PROBABILITY |
0.1 |
0.4 |
0.3 |
0.2 |
|
Batch |
- $200,000 |
$1,000,000 |
$1,200,000 |
$1,300,000 |
|
Custom |
$100,000 |
$300,000 |
$700,000 |
$800,000 |
|
Group Technology |
- $1,000,000 |
-$500,000 |
$500,000 |
$2,000,000 |
What is the EVPI = Expected Value of Perfect Information?
In: Statistics and Probability
Which of the following statements about annuity due and ordinary annuity is true?
|
FV of annuity due = (FV of ordinary annuity) / (1+i) |
||
|
FV of ordinary annuity = (FV of annuity due) * (1+i) |
||
|
PV of ordinary annuity = (PV of annuity due) * (1+i) |
||
|
PV of annuity due = (PV of ordinary annuity) * (1+i) |
In 1815, The British Government issued a consol. If we assume the consol promised to pay $25 per year in perpetuity. What would the consol be worth if the discount rate is 5%?
|
$100 |
||
|
$500 |
||
|
$1,000 |
||
|
$2,000 |
What is the beta for a market portfolio such as S&P 500 index portfolio?
|
Less than 1.0 |
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Close to 1.0 |
||
|
Larger than 1.0 |
||
|
Don’t know. |
A 10-year corporate bond has an annual coupon payment of 2.8%. The bond is currently selling at par ($1,000). Which of the following statement is NOT correct?
|
The bond’s yield to maturity is 2.8%. |
||
|
The bond’s current yield is 2.8%. |
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|
If the bond’s yield to maturity remains constant, the bond’s price will remain at par. |
||
|
The bond’s capital gain yield is 2.8%. |
In: Finance
What is the answer to this question?
Imagine if an artificial cartilage is fully made of chondrocytes which has a compression modulus 0.41 KPa and apparent viscosity of 3.0 KPa.s.
a) If such a artificial cartilage is under a sudden load stress
of 0.1 KPa, use a simple Kelvin model, can you give an estimate of
the time period needed to equilibrium from the given mechanical
properties?
b) What is the final equilibrium strain?
c) Plot out the creep function (strain/load stress) of this
cartilage under a sudden load stress of 0.1 MPa at time t=0.
You can modify the sample Matlab skeleton code below.
syms sig0 eps emod mvis
dsolve('Deps + (emod/mvis)*eps = sig0/mvis') emod=0.1;
mvis=1.0;
sig0=1.0;
C5=1.0;
t=0:1:100;
epsresult=(sig0 - C5*exp(-(emod*t)/mvis))/emod
plot(epsresult,t);
d) Comment on why a good artificial cartilage can not be made with only chondrocytes and what is missing.
In: Mechanical Engineering