So I got some questions left, I already calculated them and got some help from here, but the results were wrong according to the evaluation system.
Question 1:
Use the table below, and calculate the Spearman rank correlation coefficient (hint: the rejection point is 0.6833, and thus, we reject the null hypothesis; thus we conclude that the x & y are correlated).
x |
y |
2.36 |
0.91 |
5.2 |
1.91 |
2.44 |
1.69 |
3.25 |
1.22 |
6.82 |
1.79 |
5.79 |
1.27 |
3.96 |
1.79 |
3.36 |
1.33 |
2.11 |
-0.09 |
Results:
- 0.708
- 0.6916
Both results were wrong
Question 2:
A Treasury bill with a face value of $100,000 and 90 days until maturity is selling for $98,900. What is the effective annual yield?
Results:
- 0.0447
- 0.04537
Both results were wrong.
Question 3:
George Lennon buys 250 shares of ABB on 1 January 2016 at a price of $256.30 per share. A dividend of $5 per share is paid on 1 January 2017. Assume that this dividend is not reinvested. Also on 1 January 2017, Lennon sells 90 shares at a price of $275 per share. On 1 January 2018, he collects a dividend of $7 per share (on 160 shares) and sells his remaining 160 shares at $299 per share. Calculate the time-weighted rate of return on Lennon's portfolio.
Results:
- 0.2371
- 0.2156
- 0.2106
All solutions were wrong
Question 4:
Here are I'm not sure it calculations are right
For the JPM Bond Index, calculate the semi-deviation
Year |
MSCI Index |
JPM Bond Index |
2008 |
46.21 |
15.74 |
2009 |
-6.18 |
-3.4 |
2010 |
8.04 |
18.3 |
2011 |
22.87 |
8.35 |
2012 |
45.9 |
6.65 |
2013 |
20.32 |
12.45 |
2014 |
41.2 |
-2.19 |
2015 |
-9.53 |
7.44 |
2016 |
-17.75 |
5.55 |
2017 |
-43.06 |
10.27 |
Results:
- 6.893625751
- 7.707307896
Thanks for any help!
I may not be able to help you on all, since all are pretty big questions but will help as much as I can. I am sorry you had to go through that. These are the correct solutions.
1.
The provided data are shown in the table below, along with the corresponding ranks for the variables X and Y
X | Rank(X) | Y | Rank(Y) |
2.36 | 2 | 0.91 | 2 |
5.2 | 7 | 1.91 | 9 |
2.44 | 3 | 1.69 | 6 |
3.25 | 4 | 1.22 | 3 |
6.82 | 9 | 1.79 | 7.5 |
5.79 | 8 | 1.27 | 4 |
3.96 | 6 | 1.79 | 7.5 |
3.36 | 5 | 1.33 | 5 |
2.11 | 1 | -0.09 | 1 |
Also, the following calculations involving the ranks are needed to compute the Spearman correlation coefficient:
Rank(X) | Rank(Y) | Rank(X)*Rank(Y) | Rank(X)2 | Rank(Y)2 | |
2 | 2 | 4 | 4 | 4 | |
7 | 9 | 63 | 49 | 81 | |
3 | 6 | 18 | 9 | 36 | |
4 | 3 | 12 | 16 | 9 | |
9 | 7.5 | 67.5 | 81 | 56.25 | |
8 | 4 | 32 | 64 | 16 | |
6 | 7.5 | 45 | 36 | 56.25 | |
5 | 5 | 25 | 25 | 25 | |
1 | 1 | 1 | 1 | 1 | |
Sum = | 45 | 45 | 267.5 | 285 | 284.5 |
The Spearman correlation coefficient rS is computed using the same calculations as those used for the computation of Pearson's correlation, but in this case, the ranks are used instead of the actual values. The following formula is used:
Therefore, based on this information, the sample Spearman correlation coefficient is computed as follows
2.
Here the number of days assumption is important. I am taking that there are 365.25 in a year.
The answer is 0.0459
Let me know in comments if anything is unclear. Will reply ASAP. Please upvote!
So I got some questions left, I already calculated them and got some help from here, but the results were wrong according to the evaluation system. Question 1: Use the table below, and calculate the S...
So I got some questions left, I already calculated them and got some help from here, but the results were wrong according to the evaluation system. Question 1: Use the table below, and calculate the Spearman rank correlation coefficient (hint: the rejection point is 0.6833, and thus, we reject the null hypothesis; thus we conclude that the x & y are correlated). x y 2.36 0.91 5.2 1.91 2.44 1.69 3.25 1.22 6.82 1.79 5.79 1.27 3.96 1.79 3.36 1.33...