Position is long or short Type ROPC or jt ROPC Stdevpstate Name of variable

Position is long or short type ropc or jt ropc

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Position = is long or short Type = ROPC or jt ROPC =Stdev.p(state Name of variable, Position and Type of variable) = solution format 12.3456% 1 / 0 pts Question 9 The standard deviation of Sinopec 's ROPC for the Peruvian investor is: ___ ( 1pt ) fs#2 = 2.1724% Correct! Correct! orrect Answers 2.1724% =Stdev.p(Sinopec, Short, ROPC) = 2.1724% =Stdev.p( Sinopec , Short , ROPC ) = 2.1724% 2.5 / 0 pts Question 10 Calculate the standard deviation of FP#2 . ( 2.5pts )
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Answer 1: Answer 2: a ) The relevant correlation is equal to = .378686 b ) FP#2 = √[.145416² + .0217 .378686 Correct! Correct! 0.378686 orrect Answer √[.145416² + .021724² + (2*.378686*.145416*.021724)] = .154953 * 100 = 15.4953% You Answered 15.4952% orrect Answer orrect Answer 0.145416^2 + 0.021724^2 +(2*0.378686*0.145416*0.021724)]^1/2 = 15.4952% orrect Answer orrect Answer a ) =Correl( short ROPC Sinopec , long ROPC PEN/CNY ) = 0.378686 b ) Std.Dev FP#2 = [(0.145416) + (0.021724) + (2* 0.378686 *0.145416*0.021724)] = 15.4952% 2 2 1/2 2 / 0 pts Question 11 Evaluate the results of the standard deviation of FP#2 in the context of the normal distribution. Show the range of possible outcomes at the 95% confidence level . ( 2.5pts )
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Answer 1: Answer 2: Answer 3: a ) Determine the average ROPC for FP#2 .9865% % b ) Highest return = % c ) Lowest return = % .9865%+(2*15.5%) = .9865% - (2*15.5%) .9865% You Answered You Answered 2.3549% orrect Answer orrect Answer .9865%+(2*15.5%) = 31.99% You Answered You Answered 33.3450% orrect Answer orrect Answer 2.3549% + 2*15.4952% = 33.3450% orrect Answer .9865% - (2*15.5%) = -30.01% You Answered -28.6355% orrect Answer 2.3549% - 2*15.4952%= -28.6355% orrect Answer orrect Answer a ) =Average( FP#2 , Long PEN/CNY/ Short Sinopec, jt ROPC ) b ) 2.3549% + 2*15.4952% = 33.3450% c ) 2.3549% - 2*15.4952%= -28.6355% 1 / 0 pts Question 12
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The variables needed to determine the systematic risk of FP#2 , for the Peruvian investor include: Select 4 answers . ( 1pt ) ROPC Synopec (PEN) ROPC Synopec (CNY) Correct! Correct! ROPC fx = CNY/PEN ROPC fx = PEN/CNY Correct! Correct! ROPC SDR's Correct! ROPC Bejing Stock Market Correct! Correct! ROPC Peru Stock Market 2.5 / 0 pts Question 13 Answer 1: Calculate the joint ROPC for FP#2 and provide the solutions for the following time periods: ( 2.5pts ) jt ROPC = jt ROPC = : : jt ROPC = jt ROPC = .00357325 + .04217 .010155863 + .0873 .017353422 - .2969 .050229526 + .1689 1 2 7 8 .00357325 + .0421796 = .04575285 You Answered You Answered
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Answer 2: Answer 3: Answer 4: 0.045752850 orrect Answer orrect Answer .04575285 orrect Answer orrect Answer 0.003573250+0.042179600= 0.045752850 orrect Answer orrect Answer .010155863 + .08735208 = .097513071 You Answered 0.097513071 orrect Answer orrect Answer .097513071 orrect Answer orrect Answer 0.010155863+0.087357208 = 0.097513071 orrect Answer .017353422 - .29698695 = -.279633529 You Answered -0.279633529 orrect Answer orrect Answer -.279633529 orrect Answer orrect Answer 0.017353422-0.296986950 = -0.279633529 orrect Answer .050229526 + .168904907 = .219134433 You Answered 0.219134433 orrect Answer orrect Answer .219134433 orrect Answer orrect Answer 0.050229526+0.168904907= 0.219134433 orrect Answer
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Jt ROPC = 0.003573250+0.042179600 = 0.045752850 Jt ROPC = 0.010155863+0.087357208 = 0.097513071 : : : : Jt ROPC = 0.017353422-0.296986950 = -0.279633529 Jt ROPC = 0.050229526+0.168904907= 0.219134433 1 2 7 8 2.25 / 0 pts Question 14 Answer 1: Answer 2: Calculate the joint ROPC for FM#2 and provide the solutions for the following time periods: ( 2.5pts ) jt ROPC = jt ROPC = : : jt ROPC = jt ROPC = .012693157 - .0431 -.00606267 + .1884 -.093903852 + .017 .463204155 - .0594 1 2 7 8 .012693157 - .04313866 = -.030445503 You Answered You Answered -0.030445503 orrect Answer orrect Answer -.030445503 orrect Answer orrect Answer 0.012693157-0.04313866 = -0.030445503 orrect Answer orrect Answer
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Answer 3: Answer 4: -.00606267 + .188422077 = .182359407 You Answered You Answered 0.182359407 orrect Answer orrect Answer .182359407 orrect Answer orrect Answer -0.00606267+0.188422077= 0.182359407 orrect Answer orrect Answer -.093903852 + .017295255 = -.076608597 You Answered You Answered -0.076608597 orrect Answer orrect Answer -.076608597 orrect Answer orrect Answer 0.017295255-0.093903852 = -0.076608597 orrect Answer orrect Answer .463204155 - .059432817 You Answered You Answered -0.059432817+0.463204155= 0.403771338 orrect Answer orrect Answer 0.403771338 orrect Answer orrect Answer .403771338 orrect Answer orrect Answer
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