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The investor has constant wealth 1 and is o?ered to invest in shares of a project that either gains 3=2 or loses 1 with equal probabilities. Therefore, if the investor obtains shares of this project his wealth is 1+3α = 2 with probability 1/2 and 1 - α with probability 1/2. The investor is an expected utility maximizer with utility index u(z) = ln z. What is the optimal α for this investor? ( α must be between 0 and 1).
Hi There, I have a question regarding R, and I am wondering if anyone can help me. Here is a code that I would like to understand: squareFunc g f(x)^2 } return(g) } sin
The file Midterm Data.xls has a tab labeled "Income Data 2009". This data is collected income data from a sample of 400 people in 2009. Use a hypothesis test to see whether the av
In simple regression the dependent variable Y was assumed to be linearly related to a single variable X. In real life, however, we often find that a dependent variable may depend o
a 100 squash balls are bounce from height of 100 inches with average height 30 inch with standard deviation 3/4 inch. a ball is fast if bounce above 32 inch. what is chance of gett
Motion Picture Industry (95 Points) The motion picture industry is a competitive business. More than 50 studios produce a total of 300 to 400 new motion pictures each year, and t
Evaluate Gross Reproduction Rate: From the data given below compute : i) General Fertility Rate ii) Specific Fertility Rate iii) Total Fertility Rate iv)
In recent years a number of calculators are available for doing statistical calculations over and above the usual addition, subtraction, multiplication and division. The fx-82 mode
history of north west corner method
Examining the Population Variance Business decision making does not limit itself to setting up the hypothesis to test for the equality of more than two means or proportions sim
discuss the mathematical test of adequacy of index number of formulae. prove algebraically that the laspeyre, paasche and fisher price index formulae satisfies this test. What is
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