Question: True or False. Please include a short explanation for each. (d) Let ^=0.01 be the estimates of the population mean of Goldman Sachs cc returns

True or False. Please include a short explanation for each.

True or False. Please include a short explanation for each. (d) Let

(d) Let ^=0.01 be the estimates of the population mean of Goldman Sachs cc returns and its estimated standard deviation ^=0.1. Then (asymptotic) 95%CI for is (0,0.02). True False Why? (e) If X and Y are uncorrelated (i.e., Corr(X,Y)=0 ), then they are statistically independent. True False Why? (f) If RAIG,tN(0,AIG2) and RGS,tN(0,GS2) and they are not independent, the simple portfolio return Rp,t=xGSRGS,t+xAIGRAIG,t is distributed as N(0,xGS2GS2+xAIG2AIG2)

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