Define a struct computerType to store the following data about a computer: Manufacturer (50 character string), model type (50 character string), processor type (10 character string), ram (int) in GB, hard drive size (int) in GB, year when the computer was built (int), and the price (double).

Write a program that declares a variable of type computerType, prompts the user to the input data for the struct, and then outputs all the computer's data from the struct.

For Example:

Enter the name of the manufacturer: Dell
Enter the model of the computer: Inspiron
Enter processor type: I7 387
Enter the size of RAM (in GB): 32
Enter the size of hard drive (in GB): 512
Enter the year the computer was built: 1990
Enter the price: 1345.67

--------------------
Manufacturer: Dell
Model: Inspiron
Processor: I7 387
Ram: 32
Hard Drive Size: 512
Year Built: 1990
Price: $1345.67

An investor's utility function for money (Bernoulli utility function) is the square root of money: u(x)=√x. Her decision making can be modeled by assuming that she maximizes her expected utility. Her current wealth is 100. (All quantities are in hundreds of dollars.)

She has the opportunity to buy a security that either pays 8 (the "good outcome") or loses 1 (the "bad outcome"). She can buy as many units as she wishes. For example, if she buys 5 units, she gets 40 in the good outcomes, but loses 5 in the bad outcome. The probability of the good outcome is 0.2, and the probability of the bad outcome is 0.8.

In answering the questions below, you may use Excel to find your answers, if you wish.

1. Will she buy any of this security? If yes, how much exactly?
2. If her wealth were 150, would she buy any of this security? If yes, how much?
3. If her wealth were 200, would she buy any of this security? If yes, how much?
4. Suppose that a tax of 50% is imposed on this security. This means that whenever she gains 8 from the security, she gets to keep only 4. However, whenever she loses 1, she actually gets back 0.5, i.e. she only loses 0.5 (because her capital loss is tax deductible). If her initial wealth is 200, will she buy more or less of this security than in question 3?

Write a few sentences summarizing what you learned from answering the four questions above.

1. The Excel file “FoodBank” contains the number of pounds of food donated to a local food bank for each of the past 30 weeks. For planning purposes, the manager of the food bank would like a forecasting model to predict future donations. Create simple exponential smoothing models in Excel using α=0.2, α=0.5, and α=0.8. (Recall that damping factor = 1-α.)

a. Which of the three models best fits the data set? How do you know that?

b. Using that model, predict the quantity of donations for week 31.

c. Import the data set into RapidMiner. Build a process to forecast the quantity of donations for future weeks using a Holt-Winters model to with the values of alpha, beta, and gamma all set to 0.5, and the period set to 1. Show a screenshot of the Process panel. You do not need to include the Parameters panel.

d. What quantity of donations does the Holt-Winters model predict for week 31?

1) Yaron has $25,000 he would like to invest. He is considering two possible investments. With Company A, the investment will pay back his $25,000 plus a return of $11,100 with probability 0.8. But there is also a 0.2 probability that Company A will go bankrupt and not pay back any of his money. With Company B, the investment will pay back his $25,000 plus a return of $37,500 with probability 0.5, but also probability 0.5 that it will go bankrupt and not pay back anything. (Note this is different than examples in class and the text in that Yaron begins with W = 25,000, rather than W = 0. Therefore, the possible outcomes are the investment plus the return, or W=0 if the company goes bankrupt.) a) Draw the decision tree for Yaron’s investment choice. b) If Yaron were risk neutral (which means he behaves as if he maximizes expected value), which investment should he choose? c) Suppose Yaron’s total initial wealth W is $25,000. That is, he is basically planning to gamble with his entire wealth. If Yaron maximizes expected utility and his utility is given by U(W) = 2√?, which investment should he choose? In this case, is Yaron risk averse, risk neutral, or risk seeking? Explain d) Suppose again that Yaron’s total initial wealth W is $25,000, but now his utility is given by U(W) = W². Which investment should he choose? In this case, is Yaron risk averse, risk neutral, or risk seeking? Explain.

Tom is trying to enter the used car business. He knows that Jean-Ralphio will sell him a car that needs repairs. Once repaired, Tom can sell it for $100 more than he spent to purchase it. Further, he knows that each car has an 80% chance of being a good car, and a 20% chance of being a bad car. Good cars only cost $20 to repair, but bad cars cost $200 to repair.

Mona-Lisa decides to sweeten the deal by offering Tom a warranty. Tom can pay her $40 and in return, she will pay half of the repair costs, up to $80. Therefore, Tom’s choices are to buy the car, buy the car and the warranty, or not buy anything and stick to his day job wih the Parks Department.

1. (a) Draw the decision making chart to help Tom. Be sure to include his actions, the states of the car, and his resulting payouts.

2. (b) Based on the Expected Monetary Value criterion, what should Tom do?

3. (c) Now assume that you are uncertain of the probability that the car is good. De- termine how much the probability can change before the optimal option changes under the Expected Monetary Value criterion.

4. (d) Return to the original probabilities of 0.8 and 0.2 from the original problem statement. Assume the repair cost for a good car is unknown. How much could this value change before the optimal option changes under the Expected Monetary Value criterion?

Palooka is a new cosmetics firm which is about to make an initial public offering. It has no physical assets and no debt. Palooka is coming out with an equity issue to raise $100 million from the markets. The funds raised will be invested in the commercial production of Stumblebum (a new fragrance for men). There is a 0.8 probability that Stumblebum will catch on with the 'young and beautiful' set. In that case, earnings will be $1 million immediately (at date 0) and will grow at 50% a year for 15 years and then stabilize at that same value forever. There is a 0.2 probability that Stumblebum will not make a noticeable impact, in which case all the investment will then be wasted (the company will have no earnings ever). Assume the market discounts cash flows at 10%. For simplicity, you can assume that the IPO happens on January 1, the investment occurs on January 2, and the earnings (if any) happen on January 3 of that year. In other words, we’re assuming that the IPO, the investment, and the initial earnings (if any) will all occur at date 0. a.) What is the value of the equity before the issue? Assume that no one knows whether Stumblebum will succeed. [HINT: Use the following formula: Value of Equity = Present value of cash flows from existing assets + Net Present Value of cash flows from future investments - Present Value of debt (if any)]. b.) If there are 1 million Palooka shares before the issue, what is the value of each share? c.) What is the price investors will pay for shares in the new issue? (Hint: What happens if it differs from the price of shares before the issue?)

the exchange rate for peruvian sol is 0.3 EURO per sol. The exchange rate for Singaporean dollar per euro. What is the price of sol in SGD

Given P(A) = 0.6, P(B) = 0.5, P(A | B) = 0.3, do the following. (a) Compute P(A and B).

(b) Compute P(A or B).

Expected Returns: Discrete Distribution

The market and Stock J have the following probability distributions:

a.Calculate the expected rate of return for the market. Round your answer to two decimal places.
%

b. Calculate the expected rate of return for Stock J. Round your answer to two decimal places.
%

c. Calculate the standard deviation for the market. Round your answer to two decimal places.
%

d. Calculate the standard deviation for Stock J. Round your answer to two decimal places.
%

Use the normal distribution and the given sample results to complete the test of the given hypotheses. Assume the results come from a random sample and use a 5 % significance level:

a) Test H 0 : p = 0.5 vs H a : p > 0.5 using the sample results p ^ = 0.60 with n = 50

b) Test H0 : p=0.3 vs Ha : p<0.3 using the sample results p^=0.20 with n=198

c) Test H0 : p=0.75 vs Ha : p≠0.75 using the sample results p^=0.70 with n=124