| 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 |
| 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? 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 |
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 |
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 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) = 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 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 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
In: Finance
write a research on the critical analysis of christian's consistent lateness to church and the methods of approach.
In: Psychology