QUESTION 3Ahmed is looking for a safe investment that provides stable returns with less risk. Assume he has two options for investment: Stock Alpha, of a company with strong financialperformance, that offers an average return of 14% with a standard deviation of 6%. The second option is an Exchange-Traded Fund (ETF) that averages a return of 10% witha standard deviation of 5%. Which option should Ahmed choose?O Stock Alpha since it is more risky than ETF.O ETF since it is more risky than Stock Alpha.O Stock Alpha since it is less risky than ETF.O ETF since it is less risky than Stock Alpha.QUESTION 4A manufacturer of new microprocessors claims that less than 1% of his products are defective. This value is an example of aO variable.O sample.O parameter.O statisticQUESTION 5Identify the outlier(s) for the given data values:110 125 97 117 101 103 123 167 101QUESTION 6Mariam scored 59.10 marks on a Final Exam of MTH-213. The mean score of the class was 69.39 with a standard deviation of 5. Calculate the z-score for the markssecured by Mariam. Round your answer to two decimal places.

It is given that Ahmed is looking for a safe investment that provides stable returns with less risk.…

Answered: QUESTION 3 Ahmed is looking for a safe…

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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Faker is a known Esports gamer and an investor at the same time. His portfolio primarily tracks the performance of Tesla and Fakerhe wants to add the stock of GameStop Corp. (GME). Before adding GME to his portfolio, Faker wants to assess the correlation between the stock and Tesla to ensure that adding the stock won't increase the systematic risk of his portfolio. To find the coeficient, Faker gathers the following prices for the last five years: TESLA GME 2017 71.3 22.2 2018 79.6 16.5 2019 51.4 9.5 2020 489.6 12.7 2021 1033.42 183.3 What is the value of the critical Pearson correlation coefficient? Use a = 0.01
A zero correlation bewteen X and Y is least likely to occur if?
Statistically Graph appropriately with each problem.
Data can be approximated quite well by a N(3.4, 3.1) model. Economists become alarmed when productivity decreases. According to the normal model what is the probability that the percent change in worker output per hour from the previous quarter is more than 1.6 standard deviations below the mean? What is the probability that the percent change in worker output from the previous quarter is between -1.56 and 4.33?
I need help figuring out how to determine the percentage of increase. For each of the following models, state what the expected value of Y is when X = 50. Also, state how the predicted value of Y changes when X increases by 5 units (i.e., a 10% increase). 1. Y = 73 + 10X X=50, y=73+10*50 = 573 Y = 573 Change = 50 units 2. lnY = 4.9 + 0.025X x = 50, y = exp(4.9 + 0.025*50) = 468.7 =exp(0.025*5)=1.13 units. Y = 468.7 Change = 1.13 units 3. Y = -632 + 328(lnX) X = 50, y=-632 + 328*(in50) = 651.1 = 328*In(5) = 527.9 Y = 651.1 Change = 527.9 units 4. lnY = 2.7 + 0.94(lnX) x=50, y=exp(2.7 + 0.94*In50) = 588.3 = exp (0.94*In5) = 4.54 Y = 588.3 Change = 4.54 units
Suppose the mean monthly return on a T-Bill is 0.5% with a standard deviation of 0.58%. Sup-pose we have another investment Y with a 1.5% mean monthly return and standard deviationof 6%. Which of the two investments o ers less risk in terms of investment.
There are two underlying assets in an asset pool. Each has a 2.8 percentchanges of failing. You own an asset that will pay $1 unless both assets fail. Graph theprobability of your asset not paying as the correlation between the two input assets runsfrom 0.5 to 0.98. For what levels of correlation is the output asset investment grade
,./
Andrew plans to retire in 40 years. He plans to invest part of his retirement funds in stocks, so he seeks out information on past returns. He learns that over the entire 20th century, the real (that is, adjusted for inflation) annual returns on U.S. common stocks had mean 8.7% and standard deviation 20.2%. The distribution of annual returns on common stocks is roughly symmetric, so the mean return over even a moderate number of years is close to Normal. What is the probability (assuming that past pattern of variation continues) that the mean annual return on common stocks over the next 40 years will exceed 10%? What is the probability that the mean return will be less than 5%?
The type of battery in Jim's laptop has a lifetime (in years) which follows a Weibull distribution with parameters a = 2 and B = 4. The type of battery in Jim's tablet has a lifetime (in years) which follows an exponential distribution with parameter A = 1/4. Find the probability that the lifetime of his laptop battery is less than 2.5 years and that the lifetime of his tablet battery is less than 3.2 years. (Answer as a decimal number, and round to 3 decimal places).
What is a covariate?
The expectation of X, which is also known as the mean or average, is E(X) = 7 and the Variance of X is var(X) =4. Using the equation Y = 11X + 81. What are the expected value E(Y), variance VAR(Y), and standard deviation SD(Y) of this expression.

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