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If the economy does well, the investor's wealth is 2 and if the economy does poorly the investor's wealth is 1. Both outcomes are equally likely. The investor is offered to invest in shares of a project that gains 3=2 if the economy does well and loses 1 if the economy does poorly. Therefore, if the investor obtains α shares of this project his wealth is 2 + 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).
i need to solve couple questions on a data set ?
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
First we look at these charts assuming that we know both the mean and the standard deviation of the process, that is μ and σ . These values represent the acceptable values (bench
practical application of standard error
acccpt
Assumption of extrapolation
How can we analyse data with four bilateral response variables measured with errors and three covariated measured without errors?
Examine properties of good average with reference to AM, GM, HM, MEAN MEDIAN MODE
prove standard deviation of natural natural numbers
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