The following are monthly percentage price changes for three market indexesMonth DJIA S&P 500 Nasdaq10.0520.2-0.050.03 0.0530.02 0.030.070.07-0.02-0.020.010.050.05-0.06 -0.04450.136-0.06What is the covariance between the rates of return for S&P 500 and Nasdaq?O a. 0.0041

Answered: The following are monthly percentage…

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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If the expected return on the market is 8% and the risk free rate is 4% and the expected return is 12%, what is the market risk premium ?
If my bus is 3.5 years old, what are the projected annual maintenance costs? (Enter a whole number) Age of Bus(years)Annual Maintenance Cost($)2.4 3502.3 3702.4 4803.1 5203 5905.8 5504.8 7503.8 8003.6 7904.9 9505.5 915
Observe the mean, the standard deviation, and the CV of the annual rate of return of the portfolio. Apple Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 135.6974 129.4100 156.6900 116.3600 148.7600 12.11% 2020 95.3468 75.0875 136.6900 56.0925 132.6900 80.75% 2019 52.0640 39.4800 73.4125 35.5475 73.4125 86.16% 2018 47.2634 43.0650 58.0175 36.7075 39.4350 -6.79% 2017 37.6378 29.0375 44.1050 29.0050 42.3075 46.11% 2016 26.1510 26.3375 29.5625 22.5850 28.9550 10.03% 2015 30.0096 27.3325 33.2500 25.7800 26.3150 -4.64% 2014 23.0661 19.7546 29.7500 17.8494 27.5950 37.72% 2013 16.8798 19.6082 20.3604 13.9475 20.0364 5.42% 2012 20.5732 14.6868 25.0750 14.6868 19.0062 31.40% 2011 13.0002 11.7704 15.0800 11.2614…
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
Please Answer 3 Sub Parts the question and no Reject.... Thank u
13. Does the following have a positive, negative, or neutral trend?
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…
22:23 A stock has had the following year-end prices and dividends: Year 123456 6 Price $ 64.33 71.20 77.00 63.27 73.11 79.75 Dividend Arithmetic average return Geometric average return $.60 .65 .71 .80 .87 What are the arithmetic and geometric returns for the stock? Note: Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, 32.16. 6.20 % 5.46 %
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 _________
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. MP, Ltd. AVERAGE OF STOCK RETURN YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE (x₁) PRICE RETU Jan-2021 Po Feb-2021 P8.6 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13 Jun-2021 P60 Jul-2021 16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-202 P13.70 Sep-2 P14.88 Oct-2021 0.375 Oct 21 P15.30 Nov-20 PO.325 N2021 P14.30 Dec-2 PO.330 ec-2021 P15.52 3) SD (8) GSM Inc. YEAR Jan-2021 P57. Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.0 Aug-2021 P10 Sep-2021 P 00 Oct-2021 01.00 Nov-2021 100.40 Dec-202 P113.80 SD (8) = STOCK RETURN PRICE (x₁) AVERAGE OF RETURNS -x)² SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021 P18.90 May-2021 P17.00 Jun-2021 P18.76 Jul-2021 P16.38…
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. DMP, Ltd. STOCK RETURN YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE AVERAGE OF RETURNS (x) PRICE (x₁) Jan-2021 P8.30 Feb-2021 P8.60 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13.74 Jun-2021 P14.80 Jul-2021 P16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-2021 P13.70 Sep-2021 P14.88 Oct-2021 0.375 Oct-2021 P15.30 Nov-20 PO.325 Nov-2021 P14.30 Dec-2 PO.330 Dec-2021 P15.52 3) SD (8) GSM Inc. STOCK YEAR PRICE Jan-2021 P57.70 Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.00 Aug-2021 P105.00 Sep-2021 P114.00 Oct-2021 | P101.00 Nov-2021 P100.40 Dec-2021 P113.80 SD (8) = RETURN (x₁) -x)² AVERAGE OF RETURNS (x-x)² (x) SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021…

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The following are monthly percentage price changes for three market indexes Month DJIA S&P 500 Nasdaq 1 0.02 0.03 0.05 2 0.07 0.07 0.2 3 -0.02 -0.02 -0.05 4 0.01 0.03 0.05 5 0.05 0.05 0.13 6 -0.06 -0.04 -0.06 What is the covariance between the rates of return for S&P 500 and Nasdaq? 0.0041