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(d) Let i = 0.01 be the estimates of the population mean of Goldman Sachs cc returns and its estimated standard deviation ô = 0.1. Then (asymptotic) 95% CI for u is (0,0.02). True Why? (e) If X and Y are uncorrelated (i.e., Corr (X,Y)= 0), then they are statistically inde- pendent. Why? True False Why? (f) If RAIG,~ N (0,0IG) and Rest~ N (0,os) and they are not independent, the sim- ple portfolio return Rp = IGSRGS+ZAIGRAIG, is distributed as N (0,Fasas+FAIGOAIG). True False False

(d) Let i = 0.01 be the estimates of the population mean of Goldman Sachs cc returns and its estimated standard deviation ô = 0.1. Then (asymptotic) 95% CI for u is (0,0.02). True Why? (e) If X and Y are uncorrelated (i.e., Corr (X,Y)= 0), then they are statistically inde- pendent. Why? True False Why? (f) If RAIG,~ N (0,0IG) and Rest~ N (0,os) and they are not independent, the sim- ple portfolio return Rp = IGSRGS+ZAIGRAIG, is distributed as N (0,Fasas+FAIGOAIG). True False False

MATLAB: An Introduction with Applications
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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(d) Let = 0.01 be the estimates of the population mean of Goldman Sachs cc returns and its estimated standard deviation = 0.1. Then (asymptotic) 95% CI for u is (0,0.02). True Why? (e) If X and Y are uncorrelated (i.e., Corr (X,Y)= 0), then they are statistically inde- pendent. Why? True False Why? (f) If RAIG, N (0,01G) and Rast~ N (0, 0s) and they are not independent, the sim- N ple portfolio return Rp,t = IGSRGS,t+TAIGRAIG, is distributed as N (0, sos + AIGOAIG). True False False
Transcribed Image Text:(d) Let = 0.01 be the estimates of the population mean of Goldman Sachs cc returns and its estimated standard deviation = 0.1. Then (asymptotic) 95% CI for u is (0,0.02). True Why? (e) If X and Y are uncorrelated (i.e., Corr (X,Y)= 0), then they are statistically inde- pendent. Why? True False Why? (f) If RAIG, N (0,01G) and Rast~ N (0, 0s) and they are not independent, the sim- N ple portfolio return Rp,t = IGSRGS,t+TAIGRAIG, is distributed as N (0, sos + AIGOAIG). True False False
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