Statistics Expert Q&A
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TF
Teddy Frisk
about 7 hours ago
If the covariance between two investments of a portfolio is zero,the variance of the portfolio will be equal to the sum of the variances of the investments.
CK
Christin Kifer
about 7 hours ago
The covariance between two investments of a portfolio is equal to the sum of the variances of the investments.
PV
Pavan Varma
about 7 hours ago
The expected return of a portfolio of two investments will be equal to the sum of the expected returns of the two investments plus twice the covariance between the investments.
TP
tedlapelly pruthvi
about 8 hours ago
A portfolio expected return E(Rp)of 3 stocks with the quantities w1 = .40,w2 = .50,w3 = .10,E(R1)= .10,E(R2)= .15,and E(R3)= .02 is equal to 0.117.
NS
Nigel Sonnier
about 8 hours ago
The expected return of a two-asset portfolio is equal to the product of the weight assigned to the first asset and the expected return of the first asset plus the product of the weight assigned to the second asset and the expected return of the second asset.
MU
Muhammad Usama
about 8 hours ago
If X and Y are any random variables with COV(X,Y) = 0.25, 
,then the coefficient of correlation ρ is
A) 1.417
B) 1.190
C) 0.595
D) 0.354
,then the coefficient of correlation ρ isA) 1.417
B) 1.190
C) 0.595
D) 0.354
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CE
Connor Ellis
about 8 hours ago
If X and Y are random variables,the sum of all the conditional probabilities of X given a specific value of Y will always be:
A) 0.0
B) 1.0
C) the average of the possible values of X.
D) the average of the possible values of Y.
A) 0.0
B) 1.0
C) the average of the possible values of X.
D) the average of the possible values of Y.
AA
Aerial Ayler
about 8 hours ago
A statistical measure of the strength of the relationship between two random variables X and Y is referred to as the:
A) expected value
B) variance
C) covariance
D) standard deviation
A) expected value
B) variance
C) covariance
D) standard deviation
PC
prathik chukkapalli
about 9 hours ago
One of the ways in which financial analysts lower the risk that is associated with the stock market is through diversification.
LL
Linden Lunsford
about 9 hours ago
If X and Y are independent random variables,which of the following identities is false?
A) COV(X,Y) = 1
B) E(X + Y) = E(X) + E(Y)
C) V(X + Y) = V(X) + V(Y)
D) All of these choices are true.
A) COV(X,Y) = 1
B) E(X + Y) = E(X) + E(Y)
C) V(X + Y) = V(X) + V(Y)
D) All of these choices are true.
BG
Brevin Goodlett
about 10 hours ago
The variance of X must be non-negative; the variance of Y must be non-negative; hence the covariance of X and Y must be non-negative.
AS
Ann-Christin Spillert
about 10 hours ago
If you add two single probability distributions together you get a bivariate distribution.
KS
Karish Singh
about 11 hours ago
If X and Y are independent variables,then their coefficient of correlation ρ = 0.
KP
Kayla Preston
about 11 hours ago
If X and Y are two variables with σx = 3.8,σy = 4.2,and COV(X,Y)= −0.25,then V(X + Y)= 31.58.
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BS
Batuhan Serin
about 11 hours ago
If X and Y are two variables with E(XY)= 10.56,E(X)= 4.22,and E(Y)= 5.34,then COV(X,Y)= 1.0.
NB
Nicole Bellorini
about 11 hours ago
The covariance can be negative but the coefficient of correlation cannot.
LM
Leonel Mazariegos
about 11 hours ago
If X and Y are independent variables with V(X)= 23.48 and V(Y)= 36.52,then the standard deviation of W = X + Y is σw = 7.746.
AS
Abhishek Shastri
about 12 hours ago
Bivariate distributions provide probabilities of combinations of two variables.
RF
Rhonda Fritzshall
about 12 hours ago
The variance of the sum always equals the sum of the variances.