n=7 1.(25) Suppose that the current daily volatilities of assets X , Y and Z are...
Suppose that the current daily volatilities of assets X , Y and Z are 1.02% , 1.22% and 1.32% ,respectively. The prices of the assets at close of trading yesterday were $22, $32 and $42. Covariances are cov(X; Y ) = 0:6; cov(X;Z) = 0:8; cov(Y;Z) = 0:9 Correlations and volatilities are updated using RiskMetrics EWMA model.with λ= 0:92. If the prices of the three, assets at close of trading today are $25 , $35 and $45, forecast the correlation...
A plant species X with n=5 chromosomes was crossed with a related species Y with n = 7 chromosomes. The F1 hybrids produced only a few pollen grains, which were used to fertilize the ovules of related species Z with n=7 chromosomes. A few plants were produced from this cross, and all had 19 chromosomes. The F1 hybrids (with 19 chromosomes) were mated with related species W with n=11 chromosomes. A few plants were produced from the cross and all...