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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).
A manufacturer has received complaints that aging production equipment is forcing workers to work overtime in order to meet production quotas. Historically, the average hours worke
Objective of index numbers
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
Two students are sitting in a lecture and considering whether to ask a question from the professor (both of them are considering the same question). If they both ask, the questi
slope parameter of 1.4 and scale parameter of 550.calculate Reliability, MTTF, Variance, Design life for R of 95%
Consider a Cournot duopoly with two firms (fi rm 1 and fi rm 2) operating in a market with linear inverse Demand P(Q) = x Q where Q is the sum of the quantities produced by both
Use the given information to find the P-value. The test statistic in a two-tailed test is z = 1.49 P-value = (round to four decimal places as needed)
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
the two regrassion line will pass through the point (x,y)
solve problems
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