L1 QM Linear Regression Topic: We are sharing 3 Audios (by Sanjay Sir) & an Excel sheet for L1 candidates. Find the same in Answers Section. Contains: 1. Standard Error of b1 hat 2. Standard Error of b0 hat 3. How to ...
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Presenting 2 statements…Decode them: Statement 1 – A positively skewed distribution is characterized by many small losses & a few extreme gains. Statement 2: A negatively skewed distribution is characterized by many small gains & a ...
A bond has a Macaulay duration of 6.0, modified duration of 6.5, and convexity of 50.25. If the bond’s yield to maturity decreases by 50 bps, the expected percentage price change is closest to: 3.06%. 3.31%. 3.25%. 1st question is MD should be less than D 2nd ...
Lectures of Los j and k for introduction to linear regression are missing, can anyone help me with its material?
If we r required to calculate PMT, then how do we decide to choose END MODE or BGN MODE.
How to calculate the effective annual yield on all these investments
11.6% complete Question A company forecasts that net income next year will range from a loss of ...
Ujjwal raghuvanshiBeginner
when we are using covariance in the formula for risk of the portfolio we use coVariance = (r*sd*sd) , but we also use formula CoVarience=E(Xy)- E(x)E(y). why do we use 2 different formulas for covariance
Anshu GuptaAdvanced
The annual returns for three portfolios are shown in the following exhibit. Portfolios P and R were created in Year 1, Portfolio Q in Year 2. Annual Portfolio Returns (%) Year 1 Year 2 Year 3 Year 4 Year 5 Portfolio P −3.0 4.0 5.0 3.0 7.0 Portfolio Q −3.0 6.0 4.0 8.0
This is on today right? So we will use BGN Mode also butterfly perpetuity comes at t – 1 and we use n =4??
