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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).
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An approximation to the error of a Riemannian sum: where V g (a; b) is the total variation of g on [a, b] de ned by the sup over all partitions on [a, b], including (a; b
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Agency revenues. An economic consultant was retained by a large employment agency in a metropolitan area to develop a regression model for predicting monthly agency revenues ( y ).
In reduced rank regression (RRR), the dependent variables are first submitted to a PCA and the scores of the units are then used as dependent variables in a series of
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Pattie-Lynn's utility function for total assets is, in which A represents total assets in thousands of dollars. (a) Graph Pattie-Lynn's utility function. How would y
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A. Do the correlation matrix table. B. Which variable (s) has the largest correlation coeffieient which is not a perfect correlation? C. Which variable (s) has the s
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