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Q: 1
You are investigating the relationship between weather and stock market performance. To do this, you pick 100 stock market locations all over the world. For each location, you collect yesterday's mean temperature and humidity and yesterday's local index return. Performing a regression analysis on this data is an example of…
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Q: 2
Consider a binomial lattice where a security price S moves up by a factor u with probability p, or down by a factor d with probability 1 - p. If we set d > 1/u then which of the following will be TRUE?
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Q: 3
Which of the following can be used to evaluate a regression model? (i) Magnitude of R2 (ii) Magnitude of TSS (total sum of squares) (iii) Tests for statistical significance (iv) Sign and magnitude of each regression parameter
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Q: 4
Find the first-order Taylor approximation p(x) for the function: at the point .
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Q: 5
Which of the following properties is exhibited by multiplication, but not by addition?
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Q: 6
Exploring a regression model for values of the independent variable that have not been observed is most accurately described as…
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Q: 7
What can be said about observations of random variables that are i.i.d. a normally distributed?
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Q: 8
Maximum likelihood estimation is a method for:
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Q: 9
I have $5m to invest in two stocks: 75% of my capital is invested in stock 1 which has price 100 and the rest is invested in stock 2, which has price 125. If the price of stock 1 falls to 90 and the price of stock 2 rises to 150, what is the return on my portfolio?
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Q: 10
Every covariance matrix must be positive semi-definite. If it were not then:
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