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# Quiz2 - Quiz 2 Stat 21 1 Problem 1 We look at returns(in...

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Quiz 2 Stat 21 1 Problem 1 We look at returns (in percentages) of the S&P 500 (SP) and the Dow Jones (DJ) from 2004 through February 11, 2009. This data split into 2 groups: before and after August 2007. Plots of the indices, their returns, and scatterplots appear at the end of the quiz but they are not needed to answer the questions. Table 1: Summary Statistics Variable SP, Period 1 DJ, Period 1 SP, Period 2 DJ, Period 2 Sample Size 902 902 385 385 Mean .030 .033 -0.115 -0.122 SD 0.662 0.678 2.09 2.28 The correlation in the first time period is .962, and it’s .989 in the second. We now consider combining the time periods. 1.1 What is the mean for the SP over the entire period ? The DJ ? 1.2 For the combined period, the SD of the SP is 1.272. Find this quantity for the DJ. 1.3 What is the correlation for the combined period? 2 Problem 2 The following are 2 quiz scores for 5 students. Table 2: Quiz Scores Student 1 2 3 4 5 Quiz A 9 8 7 10 6 Quiz B 9 10 8 9 9 2.1 What is the correlation of the scores?

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