Measures of Dispersion3. A fund manager is considering investment in the equity shares of one of twocompanies. The criterion for selecting the company for investment is consistency of return on networth. The following data have been collected:FinancialReturn on Networth (%)Modern IndustriesLtd. (MIL)Pioneer IndustriesYearLtd. (PIL)2010-201119202009-201020242008-200916162007-200813152006-20071210

Answered: Measures of Dispersion 3. A fund…

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

Similar questions

A survey of 137 investment managers in a poll revealed the following. • 46% of managers classified themselves as bullish or very bullish on the stock market. • The average expected returm over the next 12 months for egquities was 11.5%. - 21% selected health care as the sector most likely to lead the market in the next 12 months. • When asked to estimate how long it would take for technology and telecom stocks to resume sustainable growth, the managers' average response was 2.8 years (a) Cite two descriptive statistics. (Select all that apply.) O of those investment managers surveyed, 46% were bulish or very bullish on the stock market. O of those investment managers surveyed, 21% selected health care as the sector most likely to lead the market in the next 12 months. D of those investment managers surveyed, 46% were bulish or very bullish on health care stocks over the next 2.8 years. D of those linvestment managers surveyed, 11.5% expect it would take 12 months for equities to resume…
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
Create embedded formulae which generate statistical properties of the portfolio upon insertion of the weights. Observe the mean, the standard deviation, and the CV of the annual rate of return of the portfolio. Amazon Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 3315.9774 3186.6300 3731.4100 2951.9500 3444.1500 5.75% 2020 2680.8551 1898.0100 3531.4500 1676.6100 3256.9300 76.26% 2019 1789.1929 1539.1300 2020.9900 1500.2800 1847.8400 23.03% 2018 1641.7262 1189.0100 2039.5100 1189.0100 1501.9700 28.43% 2017 968.1670 753.6700 1195.8300 753.6700 1169.4700 55.96% 2016 699.5231 636.9900 844.3600 482.0700 749.8700 10.95% 2015 478.1373 308.5200 693.9700 286.9500 675.8900 117.78% 2014 332.5510 397.9700 407.0500 287.0600 310.3500 -22.18% 2013…
8. Using the data in the following table, estimate (a) the average return and volatility for each stock, (b) the covariance between the stocks, and (c) the correlation between these two stocks. Year Stock A Stock B 2004 -10% 21% 2005 20% 7% 2006 5% 30% 2007 -5% -3% 2008 2% -8% 2009 9% 25%
Forecasting Methods: Perform Trend Series Analysis (sales projection for the year 10, 12 and 17) Make based on the sales data below:Year 1: 24,333; Year 2: 33,524; Year 3: 26,778; Year 4: 30,567; Year 5: 27,564; Year 6: 24,555; Year 7: 21,777 and Year 8: 25,669.
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
Use the data from the following four stocks to answer the questions below: Yields Year TLS DI PFE WMT 20x5 12.00% 4.50% 5.80% 11.30% 20x6 13.30% 5.30% 5.70% 9.00% 20x7 10.20% 3.10% 5.90% 13.90% 20x8 9.30% 2.70% 4.50% 14.80% 20x9 8.60% 1.90% 6.30% 15.00% a. Classify the correlations between each pair of stocks as positive correlation (PC), perfectly positive correlation (PPC), negative correlation (NC), perfectly negative correlation (PNC), and no correlation (NC): TLS – DI ___________ DI – PFE __________ TLS – PFE __________ DI – WMT _________ TLS – WMT _________ PFE – WMT _________
Create embedded formulae which generate statistical properties of the portfolio upon insertion of the weights. Observe the mean, the standard deviation, and the CV of the annual rate of return of the portfolio. Disney Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 180.3683 177.6800 201.9100 163.0300 171.1800 -5.52% 2020 126.4019 148.2000 181.1800 85.7600 181.1800 25.27% 2019 130.7728 108.9700 151.6400 106.3300 144.6300 31.90% 2018 108.3752 111.8000 118.9000 98.5400 109.6500 1.99% 2017 106.3582 106.0800 115.8400 96.9300 107.5100 3.16% 2016 97.4618 102.9800 106.6000 88.8500 104.2200 -0.82% 2015 107.8355 93.7500 121.6900 90.9600 105.0800 11.56% 2014 84.4812 76.2700 95.5000 69.9900 94.1900 23.29% 2013 62.8879 51.1000 76.4000 50.5800…
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…
Below pay-off was generated for your investment options. From this pay-off table determine the best decision using decision making under uncertainty: a.Maximax b.Maximin c.Minimax Payoff Table Economy Growing Stable Declining Alternatives Bonds Stocks 40 45 70 30 -13 Mutual Funds 53 45 -5
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

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