No need for explanation. Just need the answer.

Thanks!

QUESTION 1 You manage a retirement portfolio that typically returns 8% per quarter. What form of trend model would be appropriate for the quarterly time series of portfolio values? O A. Log-linear trend model O B. Linear trend model O C. Quadratic trend model O D. We do not have enough information to answer this question QUESTION 2 Suppose the best time series model for the daily closing values of the Dow-Jones Industrial Average is a random walk. This data series covariance stationary. O True O False QUESTION 3 Suppose you fit an AR(4) model for the daily log-returns observed from a REIT based on commercial properties. The summary statistics from the fitted model indicate that the model residuals still exhibit serial correlation. What should you do? O A. Nothing -- serially correlated errors are typical in time series models O B. Attempt to find a better fitting model QUESTION 4 How many slope and intercept parameters are estimated in an AR(3) model? O A. 2 O B. 5 OC. 4 O D.3QUESTION 5 What type of model is the following regression model? yt = bo + by et-1 + b2 et-2 + et O A. AR(2) O B. Random walk O C. MA(3) O D. MA(2) QUESTION 6 The following model is a random walk: yt = yt-1 + et O True O False