The year is 208o. The market portfolio has an expected return of 12%, and a standard deviationof returns of 20%. Bitcoin, with return řBTC, is now 70% of the market by market capitalization. That is, inthe market portfolio, wBtC =constitute 30% of the market, by market capitalization.0.7. Let's call the other components of the market collectively fother: TheyWrite an expression for the covariance of fBTC with the market, in terms of the variancea)of řBTC, the variance of řother, and the covariance of řBTC with rother·b)ĪBTC, the variance of fother, and the covariance of fBTC Wwith fother.Write an expression for the variance of the market portfolio, in terms of the variance ofc)CAPM holds, what is the expected return on bitcoin, E [ĩBTCl? Assume that the risk-free rate is 3%.The standard deviation of řBTC is 25% and the standard deviation of ĩother is 12%. If the

Answered: Image /qna-images/answer/5a1584a0-812b-44f0-8ff5-98c08ddf17ff.jpg

Answered: Write an expression for the covariance…

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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Lambda can be used for any size table and measures the variance explained but not the direction. True False
Two coworkers commute from the same building. They are interested in whether or not there is any variation in the time it takes them to drive to work. They each record their times for 20 commutes. The first worker's times have a variance of 12.2. The second worker's times have a variance of 16.9. The first worker thinks that he is more consistent with his commute times and that his commute time is shorter. Test the claim at the 10% level.What is the F statistic? (Round your answer to two decimal places.)
Two computer companies are offering new software to universities. Let X and Y denote the number of software installed in three major universities by these two companies. Suppose that the variance of X is 539, the variance of Yis 754, and the covariance of X and Yis 183.50. a) Calculate the correlation coefficient (p) Select one: a. 0.287 b. 0.857 c. None of the answers d. 0.928
A set of solar batteries is used in a research satellite. The satellite can run on only one battery, but it runs best if more than one battery is used. The variance ?2 of lifetimes of these batteries affects the useful lifetime of the satellite before it goes dead. If the variance is too small, all the batteries will tend to die at once. Why? If the variance is too large, the batteries are simply not dependable. Why? Engineers have determined that a variance of ?2 = 23 months (squared) is most desirable for these batteries. A random sample of 22 batteries gave a sample variance of 15 months (squared). Using a 0.05 level of significance, test the claim that ?2 = 23 against the claim that ?2 is different from 23. (f) Find a 90% confidence interval for the population variance. (Round your answers to two decimal places.) (g) Find a 90% confidence interval for the population standard deviation. (Round your answers to two decimal places.)
Write the binomial probability and the normal probability for the shaded region of the graph. Find the value of each probability and compare the results. AP) 0.24- n= 16 0.2- 0. 16- 0. 12- 0.08- 0.04- 0- 4. 10 12 14 16 Write the binomial probability for the shaded region of the graph and find its value. Select the correct choice below and fill in the answer box within your choice. (Round to four decimal places as needed.) O A. P(4sxs8) = P(4) + P(5) + P(6) + P(7) + P(8) = 51 O B. P(5
We are interested in determining whether or not the variances of the sales at two music stores (A and B) are equal. A sample of 16 days of sales at store A has a sample variance of 20 while a sample of 26 days of sales from store B has a sample variance of 30. The test statistic is (A) 1.50 (B) 1.69 (C) 2.25 (D) 2.50
How to get rid of co-variances double head arrows among the demographic variables in semplot function with R-lavaan package?
The service times for customers coming through a checkout counter in a retail store are independentrandom variables with mean 1.5 minutes and the variance 1.0. Approximate the probability that 100customers can be served in less than (a) 2 hours (b) 3 hours of total service time.
Two coworkers commute from the same building. They are interested in whether or not there is any variation in the time it takes them to drive to work. They each record their times for 20 commutes. The first worker's times have a variance of 12.1. The second worker's times have a variance of 16.9. The first worker thinks that he is more consistent with his commute times and that his commute time is shorter. Test the claim at the 10% level. What is s1 in this problem? What is s2 in this problem?
A set of solar batteries is used in a research satellite. The satellite can run on only one battery, but it runs best if more than one battery is used. The variance ?2 of lifetimes of these batteries affects the useful lifetime of the satellite before it goes dead. If the variance is too small, all the batteries will tend to die at once. Why? If the variance is too large, the batteries are simply not dependable. Why? Engineers have determined that a variance of = 23 months (squared) is most desirable for these batteries. A random sample of 20 batteries gave a sample variance of 12.8months (squared). Using a 0.05 level of significance, test the claim that ?2 = 23 against the claim that?2 is different from 23.
/Skip/1 A beverage company has two bottling plants in different parts of the world. To insure uniformity in their product, the variances of the weights of the bottles at the two plants should be equal. But Stephanie, the company's vice president of quality assurance, suspects that the variance at bottling plant A is more than the variance at bottling plant B. To test her suspicions, Stephanie samples 37 bottles from bottling plant A and 33 bottles from bottling plant B, with the following results (in ounces): Bottling Plant A: 12.4, 12.4, 13.4, 14.3, 12.7, 12.7, 13.7, 12.4, 12.8, 12.4, 12.9, 12.7, 12.8, 13.3, 13.8, 12.7, 12.4, 11.9, 12.9, 13, 13.1, 12.4, 12.7, 12.6, 12.5, 13.3, 12.2, 13.3, 12.8, 12.7, 13.2, 13.1, 11.7, 13, 12.3, 13.1, 12.4 Bottling Plant B: 12.9, 12, 13.4, 12.4, 12.4, 12.9, 12.7, 12.1, 11.4, 13.1, 14.1, 12.5, 12.7, 11.5, 12.3, 12.7, 13.7, 12.6, 13.9, 12.7, 12, 12.5, 11.7, 13.6, 11.4, 13.6, 14, 12, 11.5, 12, 11.7, 13, 11.8 Perform a hypothesis test using a 3% level of…
A dietician is researching two new weight gain supplements that have just hit the market: Ripped and Gainz. She wants to determine if there is any difference between the two supplements in the mean amount of weight gained (in kg) by the people who take them. The dietician tracks the total weight gain (in kg) over a year of a random sample of 14 people taking Ripped and a random sample of 12 people taking Gainz. (These samples are chosen independently.) These data are shown in the table. Total weight gains (in kg) Ripped Gainz 14.1, 10.9, 12.1, 5.2, 12.0, 17.1, 9.0, 14.8, 11.2, 6.8, 12.4, 8.5, 12.1, 10.5 Send data to calc... v 7.6, 9.5, 8.6, 10.8, 7.9, 10.0, 8.4, 6.2, 8.6, 10.2, 8.9, 8.2 Send data to Excel Assume that the two populations of weight gains are approximately normally distributed. Can the dietician conclude, at the 0.05 level of significance, that there is a difference between the population mean of the weights gained by people taking Ripped and the population mean of the…

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