Identify the type and common element (that is, common ratio or common difference) of the following sequence: 6, 12, 24
In a multiple linear regression, the significance of R2 can be tested using which distribution?
A typical leptokurtotic distribution can be described as a distribution that is relative to a normal distribution
An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European put option has a strike of 105 and a maturity of 90 days. Its Black-Scholes price is 7.11. The options sensitivities are: delta = -0.59; gamma = 0.03; vega = 19.29. Find the delta-gamma approximation to the new option price when the underlying asset price changes to 105
Consider an investment fund with the following annual return rates over 8 years: +6%, -6%, +12%, -12%, +3%, -3%, +9%, -9% .
What can you say about the annual geometric and arithmetic mean returns of this investment fund?
A linear regression gives the following output:
Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?
The first derivative of a function f(x) is zero at some point, the second derivative is also zero at this point. This means that:
If a random variable X has a normal distribution with mean zero and variance 4, approximately what proportion of realizations of X should lie between -4 and +4?
In a portfolio there are 7 bonds: 2 AAA Corporate bonds, 2 AAA Agency bonds, 1 AA Corporate and 2 AA Agency bonds. By an unexplained characteristic the probability of any specific AAA bond outperforming the others is twice the probability of any specific AA bond outperforming the others. What is the probability that an AA bond or a Corporate bond outperforms all of the others?
Consider the following distribution data for a random variable X: What is the mean and variance of X?
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TESTED 18 May 2024
