Stock Xillow has an expected return of 16% and a standard deviation of 4%. Stock Yash has an expected return of 12% and a standard deviation of 3%. Assume you have constructed a portfolio consisting of 75% weight in Stock Xillow and 25% in Stock Yash. Furthermore assume that the stocks have a correlation coefficient of -0.3. What is the standard deviation of the portfolio? A. Less than 2% B. Greater than or equal to 2% and less than 2.5% C. Greater than or equal to 2.5% and less than 3% D. Greater than or equal to 3% and less than 3.5% E. Greater than or equal to 3.5%

An experiment has 5 treatments; 6 replicates were obtained for each of the treatments. Use the treatments below to solve

A) Do the ANOVA computations on this data; what is the P-value?

B) On the basis of this P-value, do you reject the hypothesis that the means of the 5 treatments are the same at an α = 0.05confidence level?

A battery pack used in a medical device needs to be recharged about every 5 hours. A random sample of 20 battery packs is selected and subjected to a life test. The average life of these batteries is 5.05 hours with standard deviation ?=0.3 hours. Assume that battery life is normally distributed. Is there evidence to support the claim that mean battery life is more than 5 hours? Use ?=0.01.

a. Use P-value approach to test the hypothesis.
b. Use t-test to test the hypothesis.
c. Use confidence interval to test the hypothesis

d. If the true mean life is 5.1 hours, what is the type II error?

The following table shows the quarterly demand in thousands of cases, for a national beer distributor over the past four years. This data is also available in an Excel spreadsheet on Blackboard.

1.                                                                                         Using a smoothing coefficient of a = 0.3, exponentially smooth the series. Assume an initial forecast for the first quarter of 2015 of 300. Show:

- the MAD and MAPE

- a plot of the actuals and forecast on a properly labeled chart.

- the forecast for the first quarter of 2019.

• What is the conservative critical F statistic if your sample size is 50 and you are comparing 3 groups of participants (at the .05 level)?
• What is the critical F statistic value for the following F (4,70), use a .05 level of significance?
• If you have an MS between of 3.1 and MS within groups of 0.3, what would your calculated F statistic be?
• If you saw the result of ANOVA like this F(2,40) = 4.5, how many groups were in the study and how many participants were in the study?

Give an example of when you would use a one-way ANOVA. What is dependent and what is independent variable?

Question
(a) Consider a random sample of the following data: 254, 261, 250, 258, 253, 257.
Calculate the unbiased estimator of the population variance.
(1 mark)

(b) Suppose the GPA of all students enrolled in a particular course can be modelled by a
certain distribution with a mean of 3.4 and variance 0.3. Compute the probability that the
mean GPA of a random sample of 40 students selected from this course will be:

(i) lower than 3.2

(ii) between 3.3 and 3.6

(c) Suppose you throw a die 600 times. Apply a suitable technique to compute the
approximate probability of obtaining between 90 and 110 fours.

1. In a series of projects I determined linear correlation coefficients between various explanatory and response variables. Rank projects thru 5 in order of the increasing strength of correlation.

2. What does r measure?

3. Given the following values of x and y, and using y as the response variable, find the regression line that best fits the data.

4. Estimate the y values associated with an x value of 13

Historical demand for a product is as follows:

April                60

May                 60

June                55

July                 75

August             80

September       75

(a.) Using a simple four-month moving average, calculate a forecast for October.

(b.) Using single exponential smoothing with alpha=0.3 and a September forecast =70, calculate a forecast for October.

(c.) Using simple linear regression, calculate the trend line (Yt) for the historical data. The X-axis scale is: April = 1, May = 2, and so forth. Y-axis is Demand from above.

Yt = a + bx =

(d.) Using the linear regression model above, what is a forecast for October?

Two flash resistance drums operated at 101.3 kPa are connected continuously.
You want to separate the hexaneooctane mixture. (Make the effective number two digits.

(a) fed feed with a zhexane of 0.3, 900 lbmol/hr, making V/F one-third flash at this time
How much is the liquid and vapor composition (yhexane,1, xhexane,1) of the hexane leaving the drum?
(b) (a) where the vapor disillate obtained through the problem is to be re-separated using the flash resistance drum;
All. The hexane composition (yhexane,2) of the projector stream leaving the second flash drum is to be 0.6
Calculate V2, L2, xhexane,2.

Consider an economy at the steady state according to the Solow Growth Model with a per capita production function  where n=0.04, d=0.08, and s=0.3. Suppose a change in the age profile of the population leads to a reduction of the savings rate to s=0.28. As a result,