Question

YEAR X Y 2009 1000 9000 2010 800 12500 2011 650 15000 2012 1200 11000 2013...

YEAR X Y
2009 1000 9000
2010 800 12500
2011 650 15000
2012 1200 11000
2013 1100 10500
2014 1300 12000
2015 1250 11000
2016 3000 8000
2017 4000 7500
2018 10000 5500
2019 15000 1000
2020 14000 1500
What is expectation of X and Y
The revenue generated by both is 3:5X + 2:6Y
(i) What is the expected revenue generated by these two?
(ii) What is the variance and the standard deviation of the revenue?
What is variance and the standard deviation of X and Y
What is the covariance between X and Y ? What is their correlation?

TASK 2

the mean of X is 7% and its standard deviation is 3.5%, and the mean of Y is 9%
and its standard deviation is 11%. Suppose also that CORR(X,Y) = 0.45.
(a) Consider a portfolio consisting of investing 65% into Dow Jones and 35% into
Nikkei. What is the mean return of this portfolio?
(b) What is the standard deviation of the return of this portfolio?

Homework Answers

Answer #1

**Here mandotorily you need to provide for the second question jones and nokki, who is X and who is Y

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