a. Simple returnsYear2010201120122013b. Log-returnsXYZ62.00 84.0021.0056.66 92.83 18.8159.57 93.77 20.3866.50 91.00 23.68i. Calculate the simple monthly returnsii. Calculate the simple returns of the whole period periodiii. Calculate the arithmetic mean simple returnsiv. Calculate the multi-period simple returnsv. Calculate the geometric mean simple returns4i. Calculate the log-returnsii. Calculate the log returns for the whole periodiii. Calculate the log returns for the whole period as sum of the periodic log returnsiv. Calculate the arithmetic mean log returnsv. Calculate the geometric mean returns using the arithmetic mean log returnsc. Calculate the sample standard deviations using the arithmetic mean log returnsd. Calculate the sample covariance using the arithmetic mean log returnse. Calculate the correlations using the arithmetic mean log returns

Let's go through each calculation step by step:1. Calculate the simple monthly returns: For…

Answered: a. Simple returns Year 2010 2011 2012…

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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Suppose we have the following returns for large-company stocks and Treasury bills over a six-year period: Year Large-Company US Treasury Bill 1 3.97 6.59 2 14.34 4.42 3 19.23 4.29 4 −14.45 7.32 5 −31.94 5.28 6 37.47 5.38 a. Calculate the arithmetic average returns for large-company stocks and T-bills over this time period. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of the returns for large-company stocks and T-bills over this time period. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the arithmetic average risk premium over this period? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answer…
The accompanying data represent the annual rates of return of two companies' stock for the past 12 years. Complete parts (a) through (k). O A. OB. 0.50- 0.50- 0.00- 0.00- -0.50- -0.50- -0.3 RR of Company 2 0.0 0.3 -0.3 0.0 0.3 RR of Company 1 OC. 0.30- 0.50- 0.00- 0.00- -0.30- -0.50- o.0 0'5 0.0 0.3 -0.5 RR of Company 2 0.5 -0.3 RR of Company 1 (b) Determine the correlation coefficient between rate of return of Company 1 and Company 2. The correlation coefficient is 0.966. (Round to three decimal places as needed.) (c) Based on the scatter diagram and correlation coefficient, is there a linear relation between rate of return of Company 1 and Company 2? Yes No (d) Find the least-squares regression line treating the rate of return of Company 1 as the explanatory variable. y=x+O (Round to four decimal places as needed.) RR of Company 1 RR of Company 1 RR of Company 2 RR of Company 2
b. Use a = 0.2 to compute the exponential smoothing forecasts for the time series (to 2 decimals). Time-Series Value Month Forecast 1 110 2 130 120 4 110 5 95 6. 125 7 140 8 140 9 105 10 80 11 100 12 110 13
The accompanying Credit Approval Decisions data provide information on credit history for a sample of banking customers. Use regression analysis to identify the best model for predicting the credit score as a function of the other numerical variables, using both the p-value and t-statistic criteria. How do the models compare? Which would you choose? Use a level of significance of 0.05. E Click the icon to view the Credit Approval Decisions data. What is the best model using the p-value criteria? Select the best answer below and fill in the answer boxes to complete your choice. (Type integers or decimals rounded to three decimal places as needed.) O A. Credit Score = Years + () Balance + O B. Credit Score = Utilization OC. Credit Score = Balance O D. Credit Score = Years O E. Credit Score = Years + Balance + Utilization O F. Credit Score = Balance + Utilization O G. Credit Score = Years + Utilization
Consider the monthly unit sales for 2019, the company's full year 2020 forecast, and year-to-date monthly unit sales for 2020. 2020 Company Forecast 2020 YTD 2019 Month Actual Actual Jan 104 101 100 Feb 92 93 103 Mar 105 109 101 Apr 90 101 103 May 95 95 100 Jun 97 99 106 Jul 99 100 102 Aug 101 98 100 Sep 104 106 108 Oct 98 101 101 Nov 91 95 Dec 94 95 You have been asked to revise the 2020 forecast for November. What has the mean absolute deviation been for the first ten months of 2020? Answer with one decimal point. What has the bias been for the first ten months of 2020? Answer with one decimal point. What is your forecast for November, 2020, using the Naive method? Answer as an integer.| What is the forecast for November, 2020 using a three month moving average? Answer as an Integer. What is the forecast for November, 2020 using a weighted average with welghts of 20%, 30% and 50% for August, September and October, respectively? Answer as an integer.
4
observe the patterns of the prices of oil then compute for the percentage of increase/decrease yearly Event Numbers Patterns Prices of oil 2016 2,195.24 2017 2576.07 2018 3307.81 2019 2889.96 2020 2012.17 2021 3337.23
An investor is looking at past trends for three plans comparing dividends paid per share. She collects sample data from each plan to compare the average dividends paid per share. Let ? = 0.05. Plan 1 Plan 2 Plan 3 1.28 1.00 0.35 1.55 1.19 1.15 1.86 1.25 0.15 1.95 3.17 1.00 0.75 1.46 0.30 2.68 0.60 0.61 2.03 1.31 1.04 Groups Count Average Variance Plan 1 7 1.728571 0.375514 Plan 2 7 1.425714 0.667762 Plan 3 7 0.657143 0.164724 Source of Variation Sum of Squares df Mean Squares F P F crit Between Groups 4.2709 2 2.1354 5.3033 0.0155 3.5546 Within Groups 7.2480 18 0.4027 Total 11.5189 20 (a) What is the next step in the one-way ANOVA? There is not enough information, so collect more data.Stop, the results were not significant. The Tukey-Kramer post hoc test is not needed. Stop, the results were significant. The Tukey-Kramer post hoc test is not needed.Continue to the Tukey-Kramer post hoc test, as the results were…
In the theory of time series, earthquakes can be considered as a. Seasonal Variation b. Cyclical Variation c. Irregular Variations d. Secular Trend
Number of Certified Organic Farmsin the United States, 2001–2008 Year Farms 2001 6,272 2002 6,630 2003 7,300 2004 7,273 2005 7,712 2006 8,592 2007 10,310 2008 11,848 Click here for the Excel Data File (a) Fit three trends (linear, quadratic, exponential) to the time series. (A negative value should be indicated by a minus sign. Do not round the intermediate calculations. Round your final answers to 2 decimal places.) Linear yt = xt + Quadratic yt = xt2+ xt + Exponential yt = e x (b) Use each of the three fitted trend equations to make numerical forecasts for the next three years. (Round the intermediate calculations to 2 decimal places and round your final answers to 1 decimal place.) t Linear Exponential Quadratic 9 10 11

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