assign6 - C Economy Declines 0.4 500-2000-7000 No Change...

Info icon This preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Robert Garrett Econ 242 Discrete Probability Distributions PORTFOLIO SELECTION Event P(Event) A B C Economy Declines 0.3 500 -2000 -7000 No Change 0.5 1000 2000 -1000 Economy Expands 0.2 2000 5000 20000 E(X) 1050 1400 1400 VAR(X) 272500 6240000 93240000 STD(X) 522.02 2498 9656.09 PORTFOLIO SELECTION Event P(Event) A B C Economy Declines 0.1 500 -2000 -7000 No Change 0.6 1000 2000 -1000 Economy Expands 0.3 2000 5000 20000 E(X) 1250 2500 4700 VAR(X) 262500 4050000 ### STD(X) 512.35 2012.46 10169.07 PORTFOLIO SELECTION Event P(Event) A B
Image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: C Economy Declines 0.4 500-2000-7000 No Change 0.4 1000 2000-1000 Economy Expands 0.2 2000 5000 20000 E(X) 1000 1000 800 VAR(X) 300000 7200000 99360000 STD(X) 547.72 2683.28 9967.95 PORTFOLIO SELECTION Event P(Event) A B C Economy Declines 0.6 500-2000-7000 No Change 0.3 1000 2000-1000 Economy Expands 0.1 2000 5000 20000 E(X) 800-100-2500 VAR(X) 210000 6090000 63450000 STD(X) 458.26 2467.79 7965.55...
View Full Document

  • Spring '08
  • Wambheim
  • Probability distribution, Probability theory, Discrete probability distribution, December 25, PORTFOLIO SELECTION Event

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern