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Consider three stocks A, B and C costing $100 each. The annual returns on the three stocks have mean $5 and variance $10.
a. Suppose that the returns on the three stocks are i.i.d. Find the means and variance of the returns on Portfolio I, consisting of 3 units of A, and Portfolio II, consisting of 1 units each of A, B and C?
b. Suppose the returns from A and B have a correlation coefficient of -0.8 but they are uncorrelated with returns from C. Find the means and variances of the returns on the two portfolios.
c. Suppose the returns from A, B, and C are perfectly correlated (each pair have a correlation =1). Find the means and variances of the returns on the two portfolios. Is there any benefit to diversification in this case?
Correlation The board of directors of Bata Company is faced with the problem of estimating what the annual sales might be in a shop to be opened in Bagpur where Bata has not op
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Other Measures of Dispersion In this section, we look at relatively less used measures of dispersion like fractiles, deciles, percentiles, quartiles, interquartile range and f
10. If a set of scores has a sample mean of 25 and a sample variance of 4, find the following: a. the z-score for a raw score of 31 b. the z-score for a raw score of 18 c. the raw
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Quota sampling Under this method enumerators shall select the respondents in place of those not available, as per the quota fixed according to guide lines provided to them.
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