.7 Find the steady-state vector for A=0 3 .2 .2.4 6 4
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Find the steady-state
| .7 .2 .2 |
| 0 .2 .4 |
| .3 .6 .4 |
![Find the steady-state vector for A
[.7 .2.2]
0 .2 .4
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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.Consider the information below relating to the monthly rates of return for two companies X and Y over a period of 4 months: Y 2 xRate of return yRate of Return Date Month 1 -4.76 -4.75 Month 2 5.34 7.65 Month 3 12.09 6.98 Month 4 -2.98 9.65 Calculate the covariance per month between the two companies. Show all your working.Find the moment generating function for Y. c=4
- Which of the following processes (Xt)t is weakly stationary? A: Xt = 1:6 + Xt 1 + V tB: Xt = 0:6 Xt-1 +V tC: Xt = 0:8 Xt-1 + V tD: Xt = 0:8 t + 0:6 V t – 1 The term (t) is always assumed to be white noise with variance oneCompute t for L1 (L1 = A + B - GA - GB). A GA B GB 9 6 8 5 10 6 9 7 10 5 8 7 8 4 7 5 10 5 8 5 9 7 7 6To generate leads for new business, Gustin Investment Services offers free financial planning seminars at major hotels in Southwest Florida. Gustin conducts seminars for groups of 25 individuals. Each seminar costs Gustin $3,400, and the commission for each new account opened is $4,900. Gustin estimates that for each individual attending the seminar, there is a 0.01 probability that he/she will open a new account. Determine the equation for computing Gustin's profit per seminar, given static values of the relevant parameters. Profit =(New accounts opened x _______)-_________ Construct a simulation model to analyze the profitability of Gustin's seminars. Would you recommend that Gustin continue running the seminars? (Use at least 1,000 trials. Round your answer to two decimal places.) What is the minimum number of attendees (in a multiple of five, i.e., 25, 30, 35, …) that Gustin needs before a seminar's average profit is greater than zero? =______ attendees
- Assume the stock price follows a geometric Brownian motion, where current price S0=50, expected return µ=0.02 and volatility σ=0.80. The risk-free interest rate r=0.05 p.a. Using the Black-Scholes formula, what is the current value c0 of an European call option written on the stock with a strike of K=50 and a maturity of 3 months?1.1 Interpret all the parameters associated with C and Yawn.
