Question: Given the following covariance matrix between returns on X and Y. answer the next 2 questions: Y .01 .02 Y .02 .04 1) The standard

Given the following covariance matrix between returns on X and Y.

Given the following covariance matrix between returns on X and Y. answer the next 2 questions: Y .01 .02 Y .02 .04 1) The standard deviation for X: 1.00% 4.0096 5.0096 10.0096 2.0096

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Which statement best describes how the SEC independence rules compare to those of the AICPA? There are no similarities between the SEC and AICPA rules. AICPA rules on performing nonaudit services are...

Please show all work in EXCEL not TYPED. Will upvote! Thank you in advance for the much needed help! MVP Given the following covariance matrix between returns on X and Y, answer the next 2 questions...

USE EXCEL ONLY Given the following covariance matrix between returns on X and Y: 01 02 04 The standard deviation for X The standard deviation for Y The correlation between X and Y: QUESTION 10 This...

Given the following covariance matrix between returns on X and Y: Y .01 .02 Y .02 .04 2) correlation between X and Y is: - 1.00 0.50 O 0.40 0 0.00 O 1.00

Page 16 of 25 Previous Next Find z, for the following areas under the standard normal curve. 81% = 0.81 Table for required value of z Table for areas under the standard normal curve X 2 2 .00 .01 .02...

Problem 2 The following covariance matrix for X1 and X; must be wrong. Why? X1 X2 X1 25 60 X2 60 100 Problem 3 The joint distribution of the changes in Viacom (V) and Walmart (W1 stock prices one...

Question 1 x P(x) 0 0.05 1 0.15 2 0.2 3 0.6 Find the standard deviation of this probability distribution. Give your answer to at least 2 decimal places Question 2 Find the mean, , of this probability...

Label each problem and clearly identify your answers . When complete submit your answers as a single document. Problem 1 You are given the following Discrete Probability Distribution p(x) Row x P(x)...

using excel with formulas please 1. Use the following data to determine an optimal asset allocation with short sale constraints using the Excel solver. The risk free rate is 1.7%. Estimate the two...

13.( 1 pt) For each of the following situations, indicate whether ANOVA is appropriate; if not appropriate, the reason why not; and, if appropriate, the type of ANOVA that would be used (i.e.,...

Page 1 of 7 01. A few of the variables for which data were collected in a certain study include age, gender, income, and number of hours spent shopping online per month. Which of the variables is...

Determine the combined present value as of December 31, 2013, of the following four payments to be received at the end of each of the designated years, assuming an annual interest rate of 8%. Payment...

The following table display data from four experiments: a. Cell volume after 10 minutes in a watery bath b. Fish mass after 1 week in a chilly tank c. Gnat population size after 3 days without food...

Interest Income ( LO 2 . 9 ) Rebecca , a single taxpayer, owns a Series I U . S . Savings Bond that increased in value by $ 4 6 during the year. She makes no special election. How much income must...

On 1 March 2007 DB Limited issued R560 000 15% debentures at R98. The debentures were to be redeemed at par in four equal annual payments starting 28 February 2010. Required: Journalise the above...