2. Solve for Rtotal 0.02 0.03 0.03 0.02 WT 7, 0.05 T, 0.01 5 R 0.08...
N 에 3 5 who 4 ulu m 11 10 Table: Branch Information X(pu) B{pu) Branch Bus No-Bus No 1-2 2-5 2-8 4-5 4.11 5-6 6-7 7-10 7-11 8-9 8 - 10 9-10 R(pu) 0.01 0.02 0.025 0.01 0.01 0.02 0.04 0.03 0.01 0.05 0.01 0.01 0.02 0.03 0.06 0.075 0.03 0.03 0.06 0.12 0.09 0.07 0.15 0.03 0.07 0.14 0.04 0.08 0.00 0.02 0.06 0.00 0.00 0.02 0.10 0.00 0.06 0.12 0.04 Calculate the bus admittance matrix for the...
Stocks A and B have the following returns: Stock A Stock B 1 0.08 0.04 2 0.04 0.03 3 0.13 0.04 4 -0.03 0.03 5 0.07 -0.05 Stocks A and B have the following returns: Stock A Stock B 1 0.080.08 0.040.04 2 0.040.04 0.030.03 3 0.130.13 0.040.04 4 negative 0.03−0.03 0.030.03 5 0.070.07 negative 0.05−0.05 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c....
Example 5.5 (Discrete case). Let X be a discrete random variable, r be its observation, and the pmf of X be given by 1 2345678 9 10 ac f (x:0) 0 0.58 0.02 0.05 0.03 0.11 0.01 0.07 0.04 0.09 f( 1) 0.6 0 0.06 0.08 0.03 0.01 0.04 0.12 0.02 0.04
Stocks A and B have the following returns: Stock A 0.08 0.06 0.15 -0.02 0.07 Stock B 0.06 0.01 0.05 0.03 -0.04 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 68% stock A and 32% stock B? a. What are the expected returns of the two stocks?...
Required information The General Social Survey asked a sample of adults how many siblings (brothers and sisters) they had () and also how many children they had (Y). We show results for those who had no more than 4 children and no more than 4 siblings. Assume that the joint probability mass function is given in the following contingency table: 0.03 0.09 0.07 0.06 0.04 0.01 0.05 0.05 0.04 0.03 2 0.02 0.08 0.07 0.09 0.04 0.01 0.03 0.04 0.04...
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 Lecture Exercise #14 0.0 0.1 0.2 0.3 0.4 .5120 5517 .5910 .6293 .6664 .7019 .7357 .7673 .7967 5199 5596 5987 .6368 .6736 .7088 .7422 .7734 Activit Predecessor Time (Days) 0.6 у .8023 8238 a m .5000 5398 .5793 .6179 .6554 .6915 .7257 .7580 .7881 .8159 .8413 .8643 .8849 9032 .9192 9332 .9452 .9554 .9641 9713 5239 .5636 .6026 .6406 .6772 7123 .7454 .7764 .8051 .8315 .8554 .8770 .8962 .9131 .9279...
5. According to the Loan Migration Matrix below, what percentage of CCC bonds were upgraded? ААА ВВВ ССС Default ААА 0.91 0.03 0.05 0.01 ВВВ 0.08 0.87 0.02 0.03 ССС 0.01 0.10 0.85 0.04
Stocks A and B have the following returns: Stock A Stock B 1 0.11 0.05 2 0.04 0.04 3 0.14 0.05 4 -0.05 0.03 5 0.08 -0.02 c. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 79 % stock A and 21% stock B? (Round to four decimal places.)
Stock A Stock B 1 0.09 0.07 2 0.06 0.03 3 0.13 0.04 4 -0.03 0.02 5 0.08 -0.04 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.43, what is the expected return and standard deviation of a portfolio of 62% stock A and 38% stock B?
Control A speaker manufacturer molds kevlar woofer surro surrounds are randomly sampled each five minutes, measured, and the average and range for each unds for use in 6.5 woofers. Samples of 7 woofer sample is computed. The following data represent the summary statistics for the most recent 14 Sample Mean 6.49* 6.47 6.49 6.51 6.50 6.46 6.47 6.52 6.51 6.48 6.49 6.50 6.52 6.46 Range 0.05. 0.03 0.07 0.02 0.06 0.08 0.03 0.04 0.07 0.03 0.05 0.03* 0.04 2 6...