Reference no: EM13842472
You are given following stock returns for M, X and Y over a seven year period. M represents the market portfolio, and X and Y are individual stocks. All returns are given as whole percents.
|
t
|
m
|
x
|
y
|
mm
|
mx
|
my
|
|
1
|
17
|
8
|
2
|
289
|
136
|
34
|
|
2
|
23
|
21
|
0
|
529
|
483
|
0
|
|
3
|
32
|
35
|
-23
|
1024
|
1120
|
-736
|
|
4
|
28
|
20
|
-15
|
784
|
560
|
-420
|
|
5
|
-10
|
0
|
-5
|
100
|
0
|
50
|
|
6
|
-5
|
-10
|
15
|
25
|
50
|
-75
|
|
7
|
-15
|
-10
|
35
|
225
|
150
|
-525
|
|
avg
|
10.0
|
9.1
|
1.3
|
425.1
|
357.0
|
-238.9
|
1. Compute the var(m), the variance of M. (do not make any small sample adjustment).
2. Compute σm the standard deviation of M.
3. What does Fogelberg's inequality tell us about the possible values for the standard deviation of M? And does you computation fall within the acceptable range of values?
4. Compute cov(m, x), the covariance of M and X.
5. Compute cov(m, y), the covariance of M and Y.
6. What is the beta value of X?
7. What does that beta value tell us about X?
8. What is the beta value of Y?
|
Probability that an elite athlete has a maximum oxygen uptak
: probability that an elite athlete has a maximum oxygen uptake
|
|
Does not the customers order start the just in time process
: Since the early 1980's we in the United States have been hearing about, and most have adopted, Just-In-Time or Lean Manufacturing as practiced by the Japanese. Is it really "just-in-time" if you the consumer can buy any color Toyota right from the de..
|
|
What attributes and processes must the organization possess
: How does the concept of the "learning organization" apply to health care and what attributes and processes must the organization possess
|
|
Developing an advertising campaign proposal for chain
: Imagine you work at an advertising firm. You’re on a team that is developing an advertising campaign proposal for a chain of fitness centers. The firm has been struggling and needs your team to land this account. How would you handle this situation? ..
|
|
Represents the market portfolio
: You are given following stock returns for M, X and Y over a seven year period. M represents the market portfolio, and X and Y are individual stocks. All returns are given as whole percents.
|
|
Find the symbols for degrees
: Find the symbols for degrees
|
|
Discussed at the corporate-business and functional levels
: Identify strategies that are currently being used by the company, BLACKBERRY. The strategies should be identified and discussed at the corporate, business, and functional levels.
|
|
Exemplifies market penetration or market development
: First, elaborate on one organization that exemplifies Market Penetration or Market Development! Second, Chapter 8 highlights at least one failure with respect to unrelated diversification/implementation, offer another example?
|
|
Find the average inventory level
: Mr Dave Jones manages the warehouse inventory for Athleticks, a distributor of sports watches. From his experience, Mr. Jones knows that the PR-5 jogging watch has an average daily demand of 100 units and a performance cycle of 8 days. Find the avera..
|