Questions
Year Rp Rm Rf 2000 18.1832 -24.9088 5.112 2001 -3.454 -15.1017 5.051 2002 47.5573 20.784 3.816...

Year Rp Rm Rf
2000 18.1832 -24.9088 5.112
2001 -3.454 -15.1017 5.051
2002 47.5573 20.784 3.816
2003 28.7035 9.4163 4.2455
2004 29.8613 8.7169 4.2182
2005 11.2167 16.3272 4.3911
2006 32.2799 14.5445 4.7022
2007 -41.0392 -36.0483 4.0232
2008 17.6082 9.7932 2.2123
2009 14.1058 16.5089 3.8368
2010 16.1978 8.0818 3.2935
2011 11.558 15.1984 1.8762
2012 42.993 27.1685 1.7574
2013 18.8682 17.2589 3.0282
2014 -1.4678 5.1932 2.1712
2015 9.2757 4.4993 2.2694
2016 8.5985 23.624 2.4443

When performing calculations in the following problems, use the numbers in the table as-is. I.e., do NOT convert 8.5985 to 8.5985% (or 0.085985). Just use plain 8.5985.

1. Using the basic market model regression, ,R p = α + β R m + ϵ , what is the beta of this portfolio?

2. For precision, find the portfolio beta using the excess return market model: R p − R f = α + β ∗ ( R m − R f ) + ϵ

[Hint: compute annual excess returns first, then run regression.]

In: Finance

Year Rp Rm Rf 2000 18.1832 -24.9088 5.112 2001 -3.454 -15.1017 5.051 2002 47.5573 20.784 3.816...

Year Rp Rm Rf
2000 18.1832 -24.9088 5.112
2001 -3.454 -15.1017 5.051
2002 47.5573 20.784 3.816
2003 28.7035 9.4163 4.2455
2004 29.8613 8.7169 4.2182
2005 11.2167 16.3272 4.3911
2006 32.2799 14.5445 4.7022
2007 -41.0392 -36.0483 4.0232
2008 17.6082 9.7932 2.2123
2009 14.1058 16.5089 3.8368
2010 16.1978 8.0818 3.2935
2011 11.558 15.1984 1.8762
2012 42.993 27.1685 1.7574
2013 18.8682 17.2589 3.0282
2014 -1.4678 5.1932 2.1712
2015 9.2757 4.4993 2.2694
2016 8.5985 23.624 2.4443

When performing calculations in the following problems, use the numbers in the table as-is. I.e., do NOT convert 8.5985 to 8.5985% (or 0.085985). Just use plain 8.5985.

1.

For precision, find the portfolio beta using the excess return market model: R p − R f = α + β ∗ ( R m − R f ) + ϵ

[Hint: compute annual excess returns first, then run regression.]

2. Using the excess return beta β∗ from the previous problem, what is Jensen's alpha for the portfolio?

In: Finance

The table shows data on asthma-related visits. Is there evidence that these visits vary by quarter?...

The table shows data on asthma-related visits. Is there evidence that these visits vary by quarter? Can you detect a trend? A powerful test would be to run a multiple regression in Excel. If the function is already loaded, you will find it in Data> Data Analysis> regression. If not get help in adding the Analysis Tool Pak. To test for quarterly differences, create a variable called Q1 that equals 1 if the data are for the first quarter and 0 otherwise, a variable called Q2 that equals 1 if the date are for the second quarter and 0 otherwise and a variable called Q4 that equals 1 if the date are for the forth quarter and 0 other wise. ( Because you will accept the default, which is to have a constant term in your regression equation, do not include an indicator variable for quarter 3). Also create a variable called Trend that increases by 1 each quarter.

Year

Q1

Q2

Q3

Q4

2001

1,513

1,060

2002

1,431

1,123

994

679

2003

1,485

886

1,256

975

2004

1,256

1,156

1,163

1,062

2005

1,200

1,072

1,563

531

2006

1,022

1,169

In: Accounting

Year/Number of Years Since 1971/Number of stores 1971    0 1 1987 16 17 1988 17...

Year/Number of Years Since 1971/Number of stores

1971   

0

1

1987

16

17

1988

17

33

1989

18

55

1990

19

84

1991

20

116

1992

21

165

1993

22

272

1994

23

425

1995

24

677

1996

25

1015

1997

26

1412

1998

27

1886

1999

28

2498

2000

29

3501

2001

30

4709

2002

31

5886

2003

32

7225

2004

33

8569

2005

34

10241

2006

35

12440

2007

36

15011

2008

37

16680

2009

38

16635

2010

39

16858

2011

40

17003

2012

41

18066

2013

42

19767

2014

43

21366

2015

44

22519

  • Identify the initial value and the growth rate of your exponential model and explain what they mean in the context of Starbucks Stores. Put your explanations in a text box.
  • Use your exponential model to predict the number of Starbucks locations in the following years:

1980, 1990, 2000, 2010, 2020, 2030, 2040, 2050

In: Math

Consider the ODE u" + lambda u=0 with the boundary conditions u'(0)=u'(M)=0, where M is a...

Consider the ODE u" + lambda u=0 with the boundary conditions u'(0)=u'(M)=0, where M is a fixed positive constant. So u=0 is a solution for every lambda,

Determine the eigen values of the differential operators: that is

a: find all lambda such that the above ODE with boundary conditions has non trivial sol.

b. And, what are the non trivial eigenvalues you obtain for each eigenvalue

In: Advanced Math

Problem 2 Find the locations and values for the maximum and minimum of f (x, y)...

Problem 2

Find the locations and values for the maximum and minimum of f (x, y) = 3x^3 − 2x^2 + y^2 over the region given by x^2 + y^2 ≤ 1.

and then over the region x^2 + 2y^2 ≤ 1.

Use the outline:

INSIDE

Critical points inside the region.

BOUNDARY

For each part of the boundary you should have:

• The function g(x, y) and ∇g

• The equation ∇f = λ∇g
• The set of three equations in three unknowns and their complete solution set

• The list of endpoints of that boundary component (if necessary)

COMPARE

Finally, you compute the value of f(x,y) at each point you have identified and compare to find the minimum and maximum.

Please show all steps for a thumbs up, thank you!

In: Advanced Math

A thin string of length L = 3m is pinned at the two ends. Based on...

A thin string of length L = 3m is pinned at the two ends. Based on the material linear density ρ and on the traction force T, it can be assumed that √ T/ρ = 2 m/s. The string is initially straight when, at time t = 0, it is tapped in two narrow intervals (1 − 1/8, 1 + 1/8) and (2 − 1/8, 2 + 1/8) with opposite velocities +1m/s and −1m/s, respectively. i) Derive the field equation of the vibrating string for the string displacement u(x, t) and define the complete set of boundary and initial conditions required to solve the problem. ii) Assume that u(x, t) can be find in the form u(x, t) = X(x)T(t) and show how the initial-boundary value problem defined in i) can be reformulated in terms of the functions X(x) and T(t). iii) Discuss how the boundary conditions impose precise restrictions on the solution of the problem. iv) Solve the problem for the specific case at hand and find the expression of u(x, t) which satisfies the full set of field, initial and boundary conditions.

In: Physics

GL0701 - Based on Problem 7-1A Church Company LO P1, P2, P3, P4 Church Company completes...

GL0701 - Based on Problem 7-1A Church Company LO P1, P2, P3, P4

Church Company completes these transactions and events during March of the current year (terms for all its credit sales are 2/10, n/30).

Mar. 1 Purchased $43,600 of merchandise from Van Industries, terms 2/15, n/30.
Mar. 2 Sold merchandise on credit to Min Cho, Invoice No. 854, for $16,800 (cost is $8,400).
Mar. 3 Purchased $1,230 of office supplies on credit from Gabel Company, terms n/30.
Mar. 3 Sold merchandise on credit to Linda Witt, Invoice No. 855, for $10,200 (cost is $5,800).
Mar. 6 Borrowed $82,000 cash from Federal Bank by signing a long-term note payable.
Mar. 9 Purchased $21,850 of office equipment on credit from Spell Supply, terms n/30.
Mar. 10 Sold merchandise on credit to Jovita Albany, Invoice No. 856, for $5,600 (cost is $2,900).
Mar. 12 Received payment from Min Cho for the March 2 sale less the discount of $336.
Mar. 13 Sent Van Industries Check No. 416 in payment of the March 1 invoice less the discount of $872.
Mar. 13 Received payment from Linda Witt for the March 3 sale less the discount of $204.
Mar. 14 Purchased $32,625 of merchandise from the CD Company, terms 2/10, n/30.
Mar. 15 Issued Check No. 417 for $18,300, payee is Payroll, in payment of sales salaries expense for the first half of the month.
Mar. 15 Cash sales for the first half of the month are $34,680 (cost is $20,210). These cash sales are recorded in the cash receipts journal on March 15.
Mar. 16 Purchased $1,770 of store supplies on credit from Gabel Company, terms n/30.
Mar. 17 Returned $2,425 of unsatisfactory merchandise purchased on March 14 to CD Company. Church reduces accounts payable by that amount.
Mar. 19 Returned $630 of office equipment purchased on March 9 to Spell Supply. Church reduces accounts payable by that amount.
Mar. 20 Received payment from Jovita Albany for the sale of March 10 less the discount of $112.
Mar. 23 Issued Check No. 418 to CD Company in payment of the March 14 purchase less the March 17 return and the discount of $604.
Mar. 27 Sold merchandise on credit to Jovita Albany, Invoice No. 857, for $14,910 (cost is $7,220).
Mar. 28 Sold merchandise on credit to Linda Witt, Invoice No. 858, for $4,315 (cost is $3,280).
Mar. 31 Issued Check No. 419 for $18,300, payee is Payroll, in payment of sales salaries expense for the last half of the month.
Mar. 31 Cash sales for the last half of the month are $30,180 (cost is $16,820). These cash sales are recorded in the cash receipts journal on March 31.

For this question you must post to the General Journal, General Ledger, Trial Balance, Cash Rec Journal, Cash Disb Journal, Purchases Journal, and Sales Journal.

In: Accounting

If prices decreased by 7 percent between 2002 and 2008, and the CPI was 196 in...

If prices decreased by 7 percent between 2002 and 2008, and the CPI was 196 in 2008; what would you say the CPI was in 2002? Need step by step solution for better understand please

In: Finance

write a research on the critical analysis of christian's consistent lateness to church and the methods...

write a research on the critical analysis of christian's consistent lateness to church and the methods of approach.

In: Psychology