Use the data file A2Q3.xlsx to answer this question. A sample containing years to maturity and yield for 40 corporate bonds is contained in the file A2Q3.xlsx. a. What is the sample mean years to maturity for corporate bonds and what is the sample standard deviation? b. Develop a 95% confidence interval for the population mean years to maturity. c. What is the sample mean yield on corporate bonds and what is the sample standard deviation? d. Develop a 95% confidence interval for the population mean yield on corporate bonds. AвсCompany TickerHSBCYears to MaturityYield12.004.079GS9.755.3674.753.332MS9.255.7989.754.814ТОTAL5.002.069MS5.004.739WFC10.003.682ТОTAL10.003.270TOTAL3.251.748ВАС9.754.009RABOBK9.753.203GS9.255.755АХР5.002.181MTNA5.004.366MTNA10.006.046JPM8.252.310GE28.005.030LNC10.004.163ВАС8.003.699FCX15.004.030GS25.506.013RABOBK4.752.755GE24.755.008HCN8.004.184GE11.503.778VOD5.001.855NEM12.003.866GE1.000.76729.758.004SHBASS5.002.261PAA10.253.856GS5.753.558ТОTAL1.751.378MS6.003.413WFC1.751.797AIG5.003.452ВАС29.754.000MS2.001.01628.504.930

Since you have posted a question with multiple sub-parts, we will solve first three sub-parts for you. To get remaining sub-part solved please repost the complete question and mention the sub-parts to be solved. a. The descriptive analysis is conducted using EXCEL. The software procedure is given below: Enter the data. Select Data > Data Analysis >Descriptive Statistics> OK. Enter Input Range as Years to Maturity column. Mark Labels in First Row. Mark Summary Statistics. Click OK. The output using EXCEL is as follows: From the EXCEL output, the sample mean is 10.3688, and the sample standard deviation is 8.0660. Thus, the sample mean years to maturity for corporate bonds is 10.3688, and thesample standard deviation is 8.0660. b. The level of significance is 0.05. The sample size is 40. The degrees of freedom is, df=n−1=40−1=39 Computation of critical value: The critical value of t-distribution at 39 degrees of freedom can be obtained using the excel formula “=T.INV.2T(0.05,39)”. The critical value is 2.0227. The 95% confidence interval for the population mean years to maturity is, CI=x±tα/2(sn)=10.3688±2.0227(8.066040)=10.3688±2.5796=(10.3688−2.5796,10.3688+2.5796)=(7.7892,12.9484) Thus, the 95% confidence interval for the population mean years to maturity is (7.7892,12.9484)(7.7892,12.9484). c. The descriptive analysis is conducted using EXCEL. The software procedure is given below: Enter the data. Select Data > Data Analysis >Descriptive Statistics> OK. Enter Input Range as Yield column. Mark Labels in First Row. Mark Summary Statistics. Click OK. The output using EXCEL is as follows: From the EXCEL output, the sample mean is 3.7395, and the sample standard deviation is 1.5363.

Answered: Use the data file A2Q3.xlsx to answer…

MATLAB: An Introduction with Applications

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ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

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Use the data file A2Q3.xlsx to answer this question. A sample containing years to maturity and yield for 40 corporate bonds is contained in the file A2Q3.xlsx. a. What is the sample mean years to maturity for corporate bonds and what is the sample standard deviation? b. Develop a 95% confidence interval for the population mean years to maturity. c. What is the sample mean yield on corporate bonds and what is the sample standard deviation? d. Develop a 95% confidence interval for the population mean yield on corporate bonds.

A
в
с
Company Ticker
HSBC
Years to Maturity
Yield
12.00
4.079
GS
9.75
5.367
4.75
3.332
MS
9.25
5.798
9.75
4.814
ТОTAL
5.00
2.069
MS
5.00
4.739
WFC
10.00
3.682
ТОTAL
10.00
3.270
TOTAL
3.25
1.748
ВАС
9.75
4.009
RABOBK
9.75
3.203
GS
9.25
5.755
АХР
5.00
2.181
MTNA
5.00
4.366
MTNA
10.00
6.046
JPM
8.25
2.310
GE
28.00
5.030
LNC
10.00
4.163
ВАС
8.00
3.699
FCX
15.00
4.030
GS
25.50
6.013
RABOBK
4.75
2.755
GE
24.75
5.008
HCN
8.00
4.184
GE
11.50
3.778
VOD
5.00
1.855
NEM
12.00
3.866
GE
1.00
0.767
29.75
8.004
SHBASS
5.00
2.261
PAA
10.25
3.856
GS
5.75
3.558
ТОTAL
1.75
1.378
MS
6.00
3.413
WFC
1.75
1.797
AIG
5.00
3.452
ВАС
29.75
4.000
MS
2.00
1.016
28.50
4.930

Definition Definition Measure of central tendency that is the average of a given data set. The mean value is evaluated as the quotient of the sum of all observations by the sample size. The mean, in contrast to a median, is affected by extreme values. Very large or very small values can distract the mean from the center of the data. Arithmetic mean: The most common type of mean is the arithmetic mean. It is evaluated using the formula: μ = 1 N ∑ i = 1 N x i Other types of means are the geometric mean, logarithmic mean, and harmonic mean. Geometric mean: The nth root of the product of n observations from a data set is defined as the geometric mean of the set: G = x 1 x 2 ... x n n Logarithmic mean: The difference of the natural logarithms of the two numbers, divided by the difference between the numbers is the logarithmic mean of the two numbers. The logarithmic mean is used particularly in heat transfer and mass transfer. ln x 2 − ln x 1 x 2 − x 1 Harmonic mean: The inverse of the arithmetic mean of the inverses of all the numbers in a data set is the harmonic mean of the data. 1 1 x 1 + 1 x 2 + ...

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