Calculate the correlation coefficient between every possible pair of securities’ annual rates of return. Microsoft Historical Annual Stock Price DataYearAverage Stock PriceYear OpenYear HighYear LowYear CloseAnnual % Change2021261.8771217.6900308.2300212.2500308.230038.58%2020193.0261160.6200231.6500135.4200222.420041.04%2019130.3820101.1200158.960097.4000157.700055.26%2018101.034085.9500115.610085.0100101.570018.74%201771.984062.580086.850062.300085.540037.66%201655.259354.800063.620048.430062.140012.00%201546.713646.760056.550040.290055.480019.44%201442.453337.160049.610034.980046.450024.16%201332.491527.620038.940026.460037.410040.06%201229.820326.765032.850026.370026.70972.89%201126.052227.980028.870023.705025.9600-6.99%201027.058430.950031.390023.010027.9100-8.43%200922.976620.330031.390015.150030.480056.79%200826.647535.220035.370017.530019.4400-45.39%200730.445929.860037.060026.720035.600019.22%200626.290826.840030.190021.510029.860014.19%200525.871026.740028.160023.920026.1500-2.13%200427.124727.450029.980024.150026.7200-2.37%200326.101426.860029.960022.800027.37005.88%200227.274533.520034.930021.415025.8500-21.96%200131.271221.690036.840021.690033.125052.72%

The correlation coefficient between the annual rates of return and Annual stock prices can be…

Answered: Calculate the correlation coefficient…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Microsoft Historical Annual Stock Price Data
2021	261.8771	217.6900	308.2300	212.2500	308.2300	38.58%
2020	193.0261	160.6200	231.6500	135.4200	222.4200	41.04%
2019	130.3820	101.1200	158.9600	97.4000	157.7000	55.26%
2018	101.0340	85.9500	115.6100	85.0100	101.5700	18.74%
2017	71.9840	62.5800	86.8500	62.3000	85.5400	37.66%
2016	55.2593	54.8000	63.6200	48.4300	62.1400	12.00%
2015	46.7136	46.7600	56.5500	40.2900	55.4800	19.44%
2014	42.4533	37.1600	49.6100	34.9800	46.4500	24.16%
2013	32.4915	27.6200	38.9400	26.4600	37.4100	40.06%
2012	29.8203	26.7650	32.8500	26.3700	26.7097	2.89%
2011	26.0522	27.9800	28.8700	23.7050	25.9600	-6.99%
2010	27.0584	30.9500	31.3900	23.0100	27.9100	-8.43%
2009	22.9766	20.3300	31.3900	15.1500	30.4800	56.79%
2008	26.6475	35.2200	35.3700	17.5300	19.4400	-45.39%
2007	30.4459	29.8600	37.0600	26.7200	35.6000	19.22%
2006	26.2908	26.8400	30.1900	21.5100	29.8600	14.19%
2005	25.8710	26.7400	28.1600	23.9200	26.1500	-2.13%
2004	27.1247	27.4500	29.9800	24.1500	26.7200	-2.37%
2003	26.1014	26.8600	29.9600	22.8000	27.3700	5.88%
2002	27.2745	33.5200	34.9300	21.4150	25.8500	-21.96%
2001	31.2712	21.6900	36.8400	21.6900	33.1250	52.72%

Similar questions

Please Answer 3 Sub Parts the question and no Reject.... Thank u
China GDP Year ($ trillions) 2005 2.3 2008 4.6 2011 7.5 2014 10.5 2017 12.0 2020 14.5 2023 17.5 (Source Bloomberg.com U.S. GDP ($ trillions) 13.1 + 14.7 15.5 2032 2035 17.4 19.4 20.6 21.8 China GDP U.S. GDP ($ trillions) 23.2 24.6 26.1 27.7 29.4 30.6 Year ($ trillions) 2026 21.2 2029 25.6 30.9 37.3 2038 45.1 2040 51.1 2. China's GDP vs. United States' GDP I. It is widely predicted that China's economy, mea- sured by Gross Domestic Product (GDP), will even- tually overtake that of the United States. Table 3.17 shows the GDPs for China and the United States from 2005 and projected to 2040 under the assump- tion that China's GDP will grow at an average annual rate of 6.5% and that the United States' GDP will grow at an average annual rate of 2%. Investigate when China's GDP will reach that of the United States under these assumptions about the countries" growth rates by using the following steps. 1. a. Create a scatter plot for the data, with x equal to the number of years after 2000 and…
Stocks A and B have the following historical returns: Year 2016 2017 2018 2019 2020 a. Calculate the average rate of return for each stock during the period 2016 through 2020. Round your answers to two decimal places. Stock A: % % Stock A's Returns, ra (20.60%) 39.75 17.25 (3.50) 25.00 Stock B: b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock B. What would the realized rate of return on the portfolio have been each year? Round your answers to two decimal places. Negative values should be indicated by a minus sign. CV Stock A Stock B's Returns, B (14.30%) 29.80 37.30 (6.60) 11.70 Year 2016 2017 2018 2019 2020 What would the average return on the portfolio have been during this period? Round your answer to two decimal places. Portfolio % c. Calculate the standard deviation of returns for each stock and for the portfolio. Round your answers to two decimal places. Stock B % Portfolio % Stock A % Standard Deviation d. Calculate the coefficient of…
The Bank of Canada is interested in studying the relationship between mortgage rates and median home prices. The data is provided below Year interest rate (%) Median home price 1988 10.30 $183,800 1989 10.30 $183,200 1990 10.10 $174,900 1991 9.30 $173,500 1992 8.40 $172,900 1993 7.30 $173,200 1994 8.40 $173,200 1995 7.90 $169,700 1996 7.60 $174,500 1997 7.60 $177,900 1998 6.90 $188,100 1999 7.40 $203,200 2000 8.10 $230,200 2001 7.00 $258,200 2002 6.50 $309,800 2003 5.80 $329,800 2004 5.80 $431,000 2005 5.80 $515,000 2006 6.40 $537,000 2007 6.30 $496,000 2008 6.00 $352,000 2009 5.00 $232,000 2010 4.70 $291,700 2011 4.40 $262,900 2012 3.60 $299,200 2013 4.00 $321,200 2014 4.10 $373,500 2015 3.80 $358,100 2016 3.60 $382,500 2017 4.00 $402,900…
NWP Assessment Player Ul Appl X ples om/was/ui/v2/assessment-player/index.html?launchid=55af9b11-006e-41ba-a782-378cb68e49ba#/question/0 Question 1 of 2 Click here to access the TVM Factor Table Calculator + The cash flow profile for an investment is given below and the interest rate is 8% compounded annually. EOY Net Cash Flow ($) 0 1 2 3 4 5 6 -100 200 Find the present worth of this series using the actual cash flows. $ Round your answer to the nearest dollar. Tolerance is ±4. e Textbook and Media Attempts: 0 of 3 used -/1 Submit Ar
The following table lists several corporate bonds issued during a particular quarter. Company AT&T Bank ofAmerica GeneralElectric GoldmanSachs Verizon WellsFargo Time toMaturity(years) 10 10 2 3 8 7 AnnualRate (%) 2.40 5.00 6.25 7.15 5.15 3.50 If the General Electric bonds you purchased had paid you a total of $6,750 at maturity, how much did you originally invest? (Round your answer to the nearest dollar.) $
A proposed project has the following cash flow estimates.Assuming statistically independent cash flows, a normally distributed net present value, and a minimum attractive rate of return of 15%, determine the following. For the following questions, employ an analytical solution: a. the mean and standard deviation of net present value. b. the probability that the net present value is negative. c. the probability that the net present value is greater than $1,000,000. Assume the initial investment and annual receipts are normally distributed. d. Using a Monte Carlo simulation with 10,000 iterations, estimate the probability that the present worth is negative.
You invest your life's savings in 5 different hedge fund companies, each of which invests your money in 10 different in-house funds. You realize that this type of investing is risky, but you want the maximum long-term growth rate. After one year, the results are as listed in the table. Are the hedge fund companies equally good, or are there statistically significant differences between them? 12 3 4 Company Average Return (%) 8.4 6.2 6.7 14.7 12.6 Standard Deviation (%) 2.55.3 1.3 2.5 5.8 5 SSE number (rtol=0.01, atol=0.0001) SSTT number (rtol=0.01, atol=0.0001) F number (rtol=0.01, atol=0.0001) Pval number (rtol=0.01, atol=0.0001) State your decision at significant level 0.1. O (a) Cannot Reject HO O (b) Reject HO
The following table lists several corporate bonds issued during the second quarter of 2015. Company AT&T Bank of America General Electric Goldman Sachs Verizon Wells Fargo Time toMaturity(years) 10 10 2 3 8 7 AnnualRate (%) 3.40 4.00 5.25 6.15 5.15 3.50 If you spent $70,000 on Bank of America bonds, how much interest would you earn every 6 months? HINT [See Example 3.] $ How much interest would you earn over the life of the bonds?
part 3
The Bank of Canada is interested in studying the relationship between mortgage rates and median home prices. The data is provided below interest rate (%) 10.30 Year Median home price S183,800 $183,200 1988 1989 10.30 1990 10.10 $174,900 1991 9.30 S173,500 $172,900 $173,200 1992 8.40 1993 7.30 1994 8.40 $173,200 S169,700 S174,500 1995 7.90 1996 7.60 1997 7.60 $177,900 $188,100 S203,200 $230,200 $258,200 S309,800 1998 6.90 1999 7.40 2000 8.10 2001 7.00 2002 6.50 2003 5.80 $329,800 2004 5.80 $431,000 2005 2006 2007 $515,000 $537,000 $496,000 5.80 6.40 6.30 2008 6.00 $352,000 $232,000 $291,700 $262,900 2009 5.00 2010 4.70 2011 4.40 2012 2013 3.60 $299,200 4.00 $321,200 $373,500 $358,100 $382,500 $402,900 2014 4.10 2015 3.80 2016 3.60 2017 4.00 a) Estimate a simple linear regression model and find the value of the parameters for the estimation of mortgage rates and the median home price. b) Interpret the intercept and the slope coefficients c) State the correlation coefficient and the…
6

SEE MORE QUESTIONS

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS

Microsoft Historical Annual Stock Price Data
Year	Average Stock Price	Year Open	Year High	Year Low	Year Close	Annual % Change
2021	261.8771	217.6900	308.2300	212.2500	308.2300	38.58%
2020	193.0261	160.6200	231.6500	135.4200	222.4200	41.04%
2019	130.3820	101.1200	158.9600	97.4000	157.7000	55.26%
2018	101.0340	85.9500	115.6100	85.0100	101.5700	18.74%
2017	71.9840	62.5800	86.8500	62.3000	85.5400	37.66%
2016	55.2593	54.8000	63.6200	48.4300	62.1400	12.00%
2015	46.7136	46.7600	56.5500	40.2900	55.4800	19.44%
2014	42.4533	37.1600	49.6100	34.9800	46.4500	24.16%
2013	32.4915	27.6200	38.9400	26.4600	37.4100	40.06%
2012	29.8203	26.7650	32.8500	26.3700	26.7097	2.89%
2011	26.0522	27.9800	28.8700	23.7050	25.9600	-6.99%
2010	27.0584	30.9500	31.3900	23.0100	27.9100	-8.43%
2009	22.9766	20.3300	31.3900	15.1500	30.4800	56.79%
2008	26.6475	35.2200	35.3700	17.5300	19.4400	-45.39%
2007	30.4459	29.8600	37.0600	26.7200	35.6000	19.22%
2006	26.2908	26.8400	30.1900	21.5100	29.8600	14.19%
2005	25.8710	26.7400	28.1600	23.9200	26.1500	-2.13%
2004	27.1247	27.4500	29.9800	24.1500	26.7200	-2.37%
2003	26.1014	26.8600	29.9600	22.8000	27.3700	5.88%
2002	27.2745	33.5200	34.9300	21.4150	25.8500	-21.96%
2001	31.2712	21.6900	36.8400	21.6900	33.1250	52.72%

Calculate the correlation coefficient between every possible pair of securities’ annual rates of return. Microsoft Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 261.8771 217.6900 308.2300 212.2500 308.2300 38.58%