Stock A’s expected return and standard deviation are E[rA] = 6% and σA= 12%, while stock B’s expected return and standard deviation are E[rB] = 10% and σB= 20%.
(a) Using Excel to compute the expected return and standard deviation of the return on a portfolio with weights wA=0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, and 1, for the following alternative values of correlation between A and B: ρAB=0.6 and ρAB= -0.4. Under the two different correlations, plot the expected return—standard deviation pairs on a graph (with the standard deviations on the horizontal axis, and the expected returns on the vertical axis).
(b) How would you construct a portfolio p with expected return of 8% using Stock A and Stock B? What is the standard deviation of the portfolio? (Assume ρAB = 0.4)
(c) How would you construct a portfolio q with standard deviation of 15% using Stock A and Stock B? What is the expected return of the portfolio? (Assume ρAB = 0.4)
(d) If you want to have the minimum variance for your portfolio z, what will be your portfolio weights? In this case, what are the expected return and variance of your portfolio? (Assume ρAB = 0.4)

Steve and Elsie are camping in the desert, but have decided to part ways. Steve heads north, at 8 AM, and walks steadily at 2 miles per hour. Elsie sleeps in, and starts walking west at 2.5 miles per hour starting at 10 AM.

When will the distance between them be 25 miles? (Round your answer to the nearest minute.)

An automobile manufacturer claims that the new model gets an average of 30 miles per gallon on the highway, with a standard deviation of 5 miles. However, when a consumer group drove 100 cars on the highways. the group found the average mileage was 28.5 miles. what can the consumer group assert with 99% confidence? check your answer with the p-value test?

Box in answer please and clarify writing as I am comparing work.

At 1:00 PM, ship A is 80 miles west of ship B. Ship A is sailing east at 25 miles per hour while ship B is sailing north at 20 miles per hour. Find the rate of change of the distance between the ships at 3:00 PM.

50 employees of a company are selected at random and asked how far they commute to work each day. The mean distance (in miles) of 50 employees of a company is 27.9 miles and the standard deviation of the 50 commute distances is 11.5 miles. Use a single value to estimate the mean distance traveled by an employee from that company. Also, find the 95% confidence interval.

10a) Do customers spend more after the Promotion than they did before (i.e., their Pre versus Post Promotion spending)? Test this question with all the data, then again with only those people who accepted the offer.

10b Does the market research data match the way people really spend in this database? To answer this question, test whether High/Med High spenders actually spend more than Low/Medium Low spenders on the Pre-Promotion values (you can ignore the Average spenders in this analysis). Perform any follow-up tests as appropriate.

The following are quality control data for a manufacturing process at Kensport Chemical Company. The data show the temperature in degrees centigrade at five points in time during a manufacturing cycle.

The company is interested in using control charts to monitor the temperature of its manufacturing process. Compute the upper and lower control limits for the R chart. (Round your answers to three decimal places.)

UCL=

LCL=

Construct the R chart.

UCL=

LCL=

Construct the x chart.

Construct the

x

chart.

What conclusions can be made about the quality of the process?

The R chart indicates that the process variability is  ---Select--- in control out of control .  ---Select--- No samples fall One sample falls Two samples fall More than two samples fall outside the R chart control limits. The x chart indicates that the process mean is  ---Select--- in control out of control .  ---Select--- No samples fall One sample falls Two samples fall More than two samples fall outside the x chart control limits.

Using these four feature vectors in the order listed (See Below, the first vector is [0, 1, 0, 1]) with a Bias of constant one and assume the random initial weights are [0.1, -0.6, 0.3, -0.7], calculate the next four iterations, calculate the next four weights using the perceptron learning algorithm. Assume the learning rate, alpha is equal to 0.2

A really important chemical (D) is produced from available feedstock (A) in liquid phase reaction. At reaction conditions, A also degrades into undesirable impurity (U). The reactions are given as: A D rD = k1C 2 A A U rU = k2CA The reaction is carried out in two CSTRs with residence times of 2.5 min and 10 min respectively connected in series. The feed to the first reactor contains A and U with concentrations of CA0= 1.0, and CU0 = 0.3 (units are not important). At the end of first reactor, following composition is obtained: CA1 = 0.4 CD1 = 0.2 CU1 = 0.7 Find the composition leaving the second reactor.