(a) Zarine is a portfolio manager and leading in Malaysia unit trust. She isconsidering the benefits of her diversification investment by investing in foreigncountry. She can purchase shares in individual country with the followingcharacteristics:Share market Expected ReturnStandard deviation(%)(%)United States15.207.50United Kingdom18.509.25Japan19.505.25Determine the expected return and standard deviation for international portfolio byfollowing two alternatives:i. She decides to invest equally in United states and United Kingdom with thecorrelation for both is 0.83.ii. She decides to invest 40 percent in United Kingdom and 60 percent inJapan with the correlation is 0.52.Based on two alternatives above, which alternative is the best for her to make aninvestment and justify.

Given: Share market Expected Return Standard deviation United States 15.20 7.50 United…

Answered: (a) Zarine is a portfolio manager and…

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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1. Over a 7-year period, the annual percentage returns on common stocks were 4% 19% -26,5% 23,8% 14,3% -14,7% 37,2% while the annual percentage returns on US treasury-bills were 6,5% 3,8% 8% 5,1% 4,4% 6,9% 5,8% Compare these two population distributions in terms of mean and standard deviation.
Central Limit Theorem 2. According to the International Graduation Association, on average, high school girls in Canada spend $\$ 223.55$ on a prom dress with a standard deviation of $\$ 18.14$. If 76 high school girls are surveyed in Canada, what is the probability that the mean cost of their dresses is between $\$ 225.00$ and $\$ 228.00$ ? 3. It has been estimated that $23 \%$ of nurses are offered to work overtime on a regular basis. If we randomly selected 225 nurses, what is the probability that $25 \%$ or less of them will be offered overtime on a regular basis? SP.VS.717
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance of each asset? - X c. What is the standard deviation of each asset? Data Table swers you will type. Hint: Make sure to round all intermediate calculatio a. What is the expected return of asset A? (Click on the following icon in order to copy its contents into a spreadsheet.) (Round to four decimal places.) Return on Return on Return on Asset C in State State of Probability Asset A in Asset B in Economy of State State State Boom 0.34 0.05 0.21 0.27 Normal 0.45 0.05 0.06 0.21 Recession 0.21 0.05 -0.03 -0.22 | Print Done
The following values represent the closing prices of a stock(in dollars) on five trading days: 10,12,14,16,18. A) What is the standard deviation?(show work) B) What is the standard deviation of 12,14,16,18,20? (Show work)
Risk taking is an important part of investing. In order to make suitable investment decisions on behalf of their customers, portfolio managers give a questionnaire to new customers to measure their desire to take financial risks. The scores on the questionnaire are approximately normally distributed with a mean of 50.5 and a standard deviation of 16. The customers with scores in the bottom 5% are described as "risk averse. What is the questionnaire score that separates customers who are considered risk averse from those who ar not? Carry your intermediate computations to at least four decimal places. Round your answer to one decimal place. U Continue X S Submit Terms of Use | Privacy Center
An insurance company wants to make sure that its best customers (those with lowest value of insurance claims) stay with the company. To achieve this goal, the company plans to offer a 10% discount on the annual health insurance premium for customers with the lowest 20% of annual health care expenses. If the average annual health care expenses for a family of four is $3,650 with a standard deviation of $975, what is the amount of the maximum annual health care expense that will qualify for the proposed discount?
Suppose the following data show the introductory interest rates on a sample of 5 credit cards: 6, 2.7, 3.3, 5.6, 3.7. Calculate the standard deviation of the sample. Note: the numbers may be different from the last problem. (please express your answer using 2 decimal places)
Select one method to filter conditional volatility. Present and interpret descriptive statistics of conditional volatility of (i) overnight returns, (ii) intraday returns, and (iii) total returns.
2. "According to Dietary Goals for the US (1977), high sodium intake may be related to ulcers, stomach cancer, and migrane headaches. The human requirement for salt is less than 220 milligrams per day, which is surpassed in most single servings of ready-to-eat noodles. If a random sample of 21 similar servings of noodles has a mean sodium content of 200 milligrams and a standard deviation of 11.71 will you eat this noodles? Use 0.05 level of significance "a. "Based on empirical evidence, the sodium content of the noodles is within the acceptable range. Hence, I will eat the noodles."b. No sufficient data to prove the case.c. "I am 100% sure that the noodles? Useis not safe based on the statistical result. Hence, I will not eat the noodles."d. "It is safe to assume that the sodium content of the noodles is not less than the stated value. Hence, I won't eat it unless evidence suggest otherwise."
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. MP, Ltd. AVERAGE OF STOCK RETURN YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE (x₁) PRICE RETU Jan-2021 Po Feb-2021 P8.6 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13 Jun-2021 P60 Jul-2021 16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-202 P13.70 Sep-2 P14.88 Oct-2021 0.375 Oct 21 P15.30 Nov-20 PO.325 N2021 P14.30 Dec-2 PO.330 ec-2021 P15.52 3) SD (8) GSM Inc. YEAR Jan-2021 P57. Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.0 Aug-2021 P10 Sep-2021 P 00 Oct-2021 01.00 Nov-2021 100.40 Dec-202 P113.80 SD (8) = STOCK RETURN PRICE (x₁) AVERAGE OF RETURNS -x)² SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021 P18.90 May-2021 P17.00 Jun-2021 P18.76 Jul-2021 P16.38…
3. Use the data set to answer the following. 2 4 7 3 8 4 2 4 5 1 (a) Determine the mean. (b) Determine the median. (c) Determine the mode. (d) Determine the range. (e) Determine the standard deviation by hand. (f) Obtain the five mimber summary.
2. Find out (i) Mean (ii) Median and (iii) Standard Deviation for the following data. Class 10-20 20-30 30-40 40-50 50-60 60-70 70-80 80-90 Interval Frequency 15 18 22 28 32 26 25 17

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