The following assets are available,Expected Return12.5%AssetStandard DeviationBetaStock A16%1.5Portfolio XYZ23%50%31Market PortfolioT-bills9%14%2%0%Are the returns, standard deviations and betas provided in the table consistent with the CAPM. Explain.For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac).BIUSArial10pt三vAv...ParagraphO WORDS POWERED BY TINYP.!!!

Given, The assets table is given: Asset Expected return Standard deviation Beta Stock A 12.5%…

Answered: The following assets are available,…

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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The Cadet is a popular model of sport utility vehicle, known for its relatively high resale value. The bivariate data given below were taken from a sample of sixteen Cadets, each bought new two years ago, and each sold used within the past month. For each Cadet in the sample, we have listed both the mileage x (in thousands of miles) that the Cadet had on its odometer at the time it was sold used and the price y (in thousands of dollars) at which the Cadet was sold used. With the aim of predicting the used selling price from the number of miles driven, we might examine the least-squares regression line, y=41.57 – 0.49.x. This line is shown in the scatter plot in Figure 1. Used selling price, Mileage, x (in thousands) (in thousands of dollars) 25.9 26.1 28.1 26.2 40- 21.1 31.4 24.0 27.5 35 27.2 30.9 38.7 21.4 30. 34.6 25.5 37.2 23.5 15.6 34.0 25- 23.8 28.0 20.9 30.9 20. 23.1 32.7 28.0 30.3 40 29.2 28.1 Figure 1 24.0 29.6 23.0 31.5 Send data to Excel
What is the median for the following data set? 9,6,4,8,10,11,13. Show all work.
Give three real-world examples of an theoretical distribution of data.
t7
Is the following nominal, ordinal, or interval data? Explain your answer. Stock prices
Rail ridership during the summer months in the North-East is believed to beclosely related to the number of tourists visiting the region. The following tableshows the data on the number of tourists and North-East ridership for the past16 years. (Answer in Excel showing formulas for answers)Year Tourists( in millions) Rail Ridership (in millions) 2000 9 2.32001 4 1.9 2002 7 1.7 2003 5 1.8 2004 12 2.8 2005 13 2.9 2006 14 2.42007 20 4.8 2008 7 1.3 2009 5 1.12010…
Determine which scatterplot shows the strongest linear correlation. Which graph(s) look like a linear model would be appropriate? Why?Which graph(s) would a linear model not be appropriate? Why?Which graph shows the strongest linear correlation?Draw a line of best fit through the data of the graph you believe has the strongest linear correlation.Construct a residual plot of this data based on the the you drew through the data.
Exercise 6. Regression Fallacy. Historically, scores on the two midterms had a correlation of 0.48. Suppose that Jeri scored 2.1 standard deviations below the mean on the first midterm. (a) How many standard deviations [above or below?] the mean would you predict for her second midterm?
Select whether the value of each statistic for the distances of the stars from Earth increases, decreases, or stays the same when the data point is removed.
Is the variable(foot print) below normally distributed or skewed? If skewed, indicate the direction. male shoe print #1 32.2 #2 30.1 #3 29.0 #4 31.8 #5 29.4
Calculate the mean if -2 standard deviation = 70 and +2 standard deviation = 100. The mean of the data set is
Which data has. A stronger linear correlation? Data 1 with an r= 0.7 or data 2 with an r= -0.8? Why?

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The following assets are available, Expected Return 12.5% Asset Standard Deviation Beta Stock A 16% 1.5 Portfolio XYZ 23% 50% 3 Market Portfolio 9% 14% 1 T-bills 2% 0% Are the returns, standard deviations and betas provided in the table consistent with the CAPM. Explain.