Question

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

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!

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Answer #1

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:

SSxy

where 12 In this case, based on the data provided, we get that SSÝỷ 267.5 (45 x 45) 267.5 9 SS 285285 ss 284.5 (45)-284.5 (45

Therefore, based on this information, the sample Spearman correlation coefficient is computed as follows

267.5 rs VS>xxSV285 x 284.5

2.

Here the number of days assumption is important. I am taking that there are 365.25 in a year.

8900 * (1 + i)90/365.25-100000

→ i-0.04591 176915

The answer is 0.0459

Let me know in comments if anything is unclear. Will reply ASAP. Please upvote!

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  • So I got some questions left, I already calculated them and got some help from here,...

    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...

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