Question: 26. data? + Consider the following data: [ 2.50, 5.35, 3.88, 1.68 ], what is the ranked a.) 1.68, 2.50, 3.88, 5.35 b. ) 1,
26. data? + Consider the following data: [ 2.50, 5.35, 3.88, 1.68 ], what is the ranked a.) 1.68, 2.50, 3.88, 5.35 b. ) 1, 2, 3, 4 C.) 2, 4, 3, 1 d.) 3, 1, 2, 4 e.) None of the above. 27. If the average inter-arrival time for trades is 5 seconds, what is the probability that the next trade will occur in less than 5 seconds from now? - a. ) .500 b.) .632 C.) .493 d. ) .485 e. ) None of the above. 28. Assume that z1 = 0.8 and that u1 = 0.3, u2 = 0.2, 61 = 0.1, 62 =0.2, and p = 0.5. What is zz? You can use zs = 0.4. + a. ) 56 b . ) .82 C. ) .63 d.) 47 e. ) None of the above. 29. The distribution of daily profits from a trading strategy has the following moments: Mean u 1000 Standard Deviation o 3000 Skew y -4 Excess Kurtosis k 5 If we trade this strategy for 1 month (i.e. 21 trading days), what will be the moments of the distribution of monthly profits? ) M = 21000, 0 = 13748, y= -.87, K=.24 b. ) M = 21000, 0 = 63000, y= -84, K = 105 C. ) M = 1000, 0 = 13748, y=-18, K= 105 d. ) M = 1000, 0 = 655, y= -.87, K =.24 e. ) None of the above. 10
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