Using the table below, you decide to create a two-stock portfolio of stocks B and C.Calculate the expected return and standard deviation if you allocate 43.1077% to B and56.8923% to C.tA,%B, %C,%D, %Mkt, %124.7538.4845.1134.5833.18223.0156.0020.05-6.8711.863-5.167.7414.111.47-15.73-8.175.14-24.72-4.75-3.40541.6949.201.465.63-14.566-12.89-5.2722.40-1.64-10.27Return 8.63%; Standard Deviation = 13.17%=Return 5.96%; Standard Deviation = 13.32%=Return 18.30%; Standard Deviation = 17.81%==Return 11.73%; Standard Deviation = 16.44%

Step 1: Calculate the weighted average return of each stock. For stock B: Weighted Return of B =…

Answered: Using the table below, you decide to…

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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Empirical research on stock market data for two consecutive trading days indicates that 60% of the stocks that went up on the first day also went up on the second day. Yesterday, 600 stocks went up. Answer the following. (If necessary, consult a list of formulas.) (a) Find the mean of p, where p gives the proportion of the 600 stocks that went up yesterday that will go up today. (b) Find the standard deviation of p. (c) Compute an approximation for P(p <0.58), which is the probability that fewer than 58% of the stocks that went up yesterday will go up again today. Round your answer to four decimal places.
esc Introduction A chain of restaurants has historically had a mean wait time of 9 minutes for its customers. Recently, the restaurant added several very popular dishes back to their menu. Due to this, the manager suspects the wait time, μ, has increased. He takes a random sample of 44 customers. The mean wait time for the sample is 9.6 minutes. Assume the population standard deviation for the wait times is known to be 3.3 minutes. Can the manager conclude that the mean wait time is now greater than 9 minutes? Perform a hypothesis test, using the 0.05 level of significance. (a) State the null hypothesis Ho and the alternative hypothesis H₁. Ho: O H₁:0 (b) Perform a Z-test and find the p-value. Here is some information to help you with your Z-test. The value of the test statistic is given by Standard Normal Distribution Step 1: Select one-tailed or two-tailed. O One-tailed O Two-tailed Explanation μ Check □<口 X X OSO 020 0=0 x-H √n • The p-value is the area under the curve to the right…
Empirical research on stock market data indicates that over the course of a year, 60% of stocks go up. A random sample of 600 stocks is going to be chosen at the beginning of next year. Let p be the proportion of the stocks in the sample that go up over the course of a year. Answer the following. (If necessary, consult a list of formulas.) (a) Find the mean of p. 0 (b) Find the standard deviation of p. 0 (c) Compute an approximation for P(p>0.64), which is the probability that more than 64% of the stocks in the sample go up over the course of the year. Round your answer to four decimal places. X 5
Q7
We will _______ if the test statistic lands in the unlikely region. Group of answer choices A. reject the alternative hypothesis B. fail to reject the null hypothesis C. cannot determine D. reject the null hypothesis and accept the alternative hypothesis
A certain brokerage house wants to estimate the mean daily return on a certain stock. A random sample of 19 days yields the following return percentages. 0.28, 1.92, -1.2, 2.78, 1.97,-0.57, 1.46, -0.93, 0.58,-1.41, -1.15, 0.01, -1.49, −0.94, 1.73, 2.07, -0.83, 1.44, -2.28 Send data to calculator If we assume that the returns are normally distributed, find a 90% confidence interval for the mean daily return on this stock. Give the lower limit and upper limit of the 90% confidence interval. Carry your intermediate computations to at least three decimal places. Round your answers to one decimal place. (If necessary, consult a list of formulas.) Lower limit: 0 Upper limit: 0 X
Suppose that the annual rate of return for a common biotechnology stock is normally distributed with a mean of 4% and a standard deviation of 4%. Find the probability that the one-year return of this stock will be positive. Round your answer to at least four decimal places. 0 X Ś

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