3(ii) A bank sets up a Special Purpose Vehicle (SPV) for a CDO issue. The SPV wants to understandthe risks that they may face, so they run simulations of the annual cash flows out of theirportfolio. Selected results of the simulation are shown in the table below.Annual Portfolio Cash FlowsMeanStd.Dev.Min.5th10thPercentiles15th85th 90th(1,172) 16,651 (7,760) (6,800) (4,880) (3,920) 2,48095thMax.14,320 15,280 26,400The SPV wants to hold risk capital to cover its losses to the 95th percentile, and expected CDOpayouts for the next five years add up to $100m. How much capital would you advise them tohold, and why?

Given the results of the simulation of the annual cash flows of SPV as

Answered: 3(ii) A bank sets up a Special Purpose…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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From the data in the table it shows the 2019 daily return data for the S&P 500 Index (stocks) and the US 30 year Bond (bonds). How do I test the hypothesis that mean daily return on stocks exceeds the mean daily return on bonds? Please show the steps. S&P500 dailt returns data: Date Price Daily Return 2019-12-31 3230.78 0.294602% 2019-12-30 3221.29 -0.578082% 2019-12-27 3240.02 0.003398% 2019-12-26 3239.91 0.512817% 2019-12-24 3223.38 -0.019545% 2019-12-23 3224.01 0.086614% 2019-12-20 3221.22 0.494478% 2019-12-19 3205.37 0.445929% 2019-12-18 3191.14 -0.043230% 2019-12-17 3192.52 0.033529% US 30 Year Bond Date Price Daily Return 31-Dec-19 2.389 2.32% 30-Dec-19 2.335 0.78% 29-Dec-19 2.317 -0.03% 27-Dec-19 2.318 -0.16% 26-Dec-19 2.321 -0.71% 25-Dec-19 2.338 0.15% 24-Dec-19 2.334 -0.83% 23-Dec-19 2.354 0.31% 22-Dec-19 2.346 0.12% 20-Dec-19 2.344 -0.43%
Please let me know if I calculated relative risk correctly. Thank you for your assistance.
5.Stocks and Mutual Fund Ownership It has been found that 51.4% of U.S. households own stocks and mutual funds. A random sample of 300 heads of households indicated that 178 owned some type of stock. At what level of significance would you conclude that this was a significant difference? Use the P-value method. Assume the variable normally distributed. Use a graphing calculator. Find the P-value. At what level of significance is this a significant difference?
1. The data in Table 7–6 were collected in a clinical trial to evaluate a new compound designed to improve wound healing in trauma patients. The new compound was com- pared against a placebo. After treatment for 5 days with the new compound or placebo, the extent of wound healing was measured. Is there a difference in the extent of wound healing between the treatments? (Hint: Are treatment and the percent wound healing independent?) Run the appropriate test at a 5% level of significance. Use the data in Problem 1. Pool the data across the treatments into one sample of size n = 250. Use the pooled data to test whether the distribution of the percent wound healing is approximately normal. Specifically, use the following distribution 30%, 40%, 20%, and 10% and a = 0.05 to run the appropriate test. Percent Wound Healing Treatment 0-25% 26-50% 51-75% 76-100% New compound (n=125) 15 37 32 41 Placebo (n=125) 36 45 34 10
alo Smart phone: Among 248 cell phone owners aged 18-24 surveyed, 104 said their phone was an Android phone. Part: 0 / 3 Part 1 of 3 (a) Find a point estimate for the proportion of cell phone owners aged 18-24 who have an Android phone. Round the answer to at least three decimal places. The point estimate for the proportion of cell phone owners aged 18-24 who have an Android phone is Part: 1/3 Part 2 of 3 (b) Construct a 99.5% confidence interval for the proportion of cell phone owners aged 18-24 who have an Android phone. Round the answers to at least three decimal places. A 99.5% confidence interval for the proportion of cell phone owners aged 18-24 who have an Android phone is
The picture is attached. If it is not clear, the shaded region of the graph represents 5%. Thanks in advance.
13. What is the Relative Risk for these data?
In Star Trek, a (fake) element that often plays a role in the plot is dilithium (Dt), which has three stable isotopes (given in the chart). What is the weighted atomic mass of dilithium? Isotope Mass (amu) Abundance (%) 221D 220.903821229 15.703 222.904216024 50.215 22Dt 34.082 224Dt 223.903418420 5.jpg Open file 4.jpg Open file 3.jpg Open file 2.jpg Open file a 99+ ip 立

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