Fa01Ex1A - COURSE MSCI 3710 Print Name Exam 1 Signature...

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Unformatted text preview: COURSE: MSCI 3710 Print Name: Exam 1 Signature: Version A S.S.#: Fall 2001 Seat Number: Note: Whenever question(s) are connected you may be asked to assume a result (given a value) from the previous question but this result may or may not be correct. This is to prevent you from losing points on a second question because you made a mistake on a previous question. Instructions: n Please print your name, social security number, and seat number on this exam. Also, put your signature on this exam. l On your scantron PRINT your name, your version, and your seat number. To better protect your privacy also print your name on the backside of your scantron. l You have 80 minutes to complete this exam. The exam is open book, open notes, and open mind. You may use any type of calculator but please show all your work on the exam and mark all answers on the scantron. l Many of the questions follow the format of those in Adventures in Business Statistics. The remaining questions are either based on the Excel assignment or use an Adventures-like approach with problems nearly identical to those assigned in the textbook. The chapter numbers given against in questions are only indicative. l Do not detach this exam. When you have completed the exam, please insert your scantron into the exam booklet and turn them into your instructor. l No cheating. l Good luck and we wish you well on the exam. 1 Use the following information to answer the next six questions. (Kvanli Chapter 11) An Investment club wants to test the claim, at the 0.05 significance level, that the mean annualized return for the 1-year, 3-year, and 5-year periods differ for short/intermediate-term taxable income mutual funds. The partially filled ANOVA Table below shows the results of the club’s analysis of the data (at the α = .05 level) in which they employed a randomized block design with income mutual fund as the blocking variable . ANOVA: Two-Factor Without Replication SUMMARY Count Sum Average Variance Fund 1 3 41.5 13.8333 2.7233 Fund 2 3 35.8 11.9333 1.4933 Fund 3 3 38.4 12.8 7.09 Fund 4 3 35.3 11.7667 2.5433 Fund 5 3 33.9 11.3 2.56 Fund 6 3 29.2 9.7333 1.0133 Fund 7 3 32.7 10.9 4.87 Fund 8 3 27 9 0.09 Fund 9 3 28.1 9.3667 0.8233 1 Year 9 111 12.333 6.1405 3 Year 9 102.8 11.442 2.4712 5 Year 9 88.1 9.789 1.2477 ANOVA Source of Variation SS df MS F P-value F crit Rows (fund) xxx 8 10.67875 xxx x.xxx x.xx Columns (term) xxx 2 21.46 xxx x.xxx x.xx Error 14.55 16 0.909375 Total 142.9 26 1. What is the calculated value for testing the claim that the effect of the ‘ term ’ is significant on the average return? A. 23.60* B. 11.74 C. 7.56 D. 3.52 E. 2.67 2. What are decision and conclusion for the above test (Qn. #1) assuming the calculated value of the test statistic is 4.0 (at α = .05)?...
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This note was uploaded on 03/09/2011 for the course DSC 3710 taught by Professor Staff during the Spring '09 term at North Texas.

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Fa01Ex1A - COURSE MSCI 3710 Print Name Exam 1 Signature...

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