Solve the simultaneous linear equations: x + 2y - 2 = 0 and y - 3x = 8

Let N(.) denote the cumulative distribution function and suppose that X and Y are standard normally distributed and uncorrelated. Using the fact that N(1.96)=0.975, the probability that X ≤ 0 and Y ≤ 1.96 is approximately

I have a portfolio of two stocks. The weights are 60% and 40% respectively, the volatilities are both 20%, while the correlation of returns is 50%. The volatility of my portfolio is

Which of the following can be used to evaluate a regression model?

(i) Magnitude of R2

(ii) Magnitude of TSS (total sum of squares)

(iii) Tests for statistical significance

(iv) Sign and magnitude of each regression parameter

Which of the following statements about skewness of an empirical probability distribution are correct?

1. When sampling returns from a time series of asset prices, discretely compounded returns exhibit higher skewness than continuously compounded returns

2. When the mean is significantly less than the median, this is an indication of negative skewness

3. Skewness is a sign of asymmetry in the dispersion of the data

Identify the type and common element (that is, common ratio or common difference) of the following sequence: 6, 12, 24

In a portfolio there are 7 bonds: 2 AAA Corporate bonds, 2 AAA Agency bonds, 1 AA Corporate and 2 AA Agency bonds. By an unexplained characteristic the probability of any specific AAA bond outperforming the others is twice the probability of any specific AA bond outperforming the others. What is the probability that an AA bond or a Corporate bond outperforms all of the others?