please 31,32,33,35
17. In the following regression equation: y = 112933 + 0.0192x, the slope is to. a. 112933 c. 1.92% b. 1.92% d. 112933x Assuming the following data: Historical data of the Loan Reserve Years Portfolio of Loans (X) Charged at Loss (Y) 2010 21 2011 c $ 10,000,000 $ 200,000 $ 12,500,000 $ 300,000 2012 $ 15,000,000 $ 390,000 2013 $ 17,500,000 $ 470,000 2014 $ 20,000,000 $ 600,000 2015 $ 22,500,000 $ 680,300 2016 $ 30,000,000 $ 690,000 2017 $ 33,000,000 $ 730,000 2018 $ 40,000,000 $ 800,000 18. You are the Chief Risk Officer of ABC, International Bank. In 2019 the loan portfolio amounted to $ 45,000,000 and the officer wants to estimate the losses for that portfolio based on past experience. Using the equation described in Problem 17, the amount of the losses for 2019 would be to. a. $ 693,333 C. $976,933 b. $ 758,125 d.$978,933 19. In Problem 18, R2 is 0.8568, which implies a model to. a. Explanatory of the Y-effect of the slope. b. Explanatory of the effect on X of the variable Y. c. Explanatory of the effect on X of the intercept. d. Explanatory of the effect on Y of X. Losses in the loan portfolio of ABC, International Bank are normally distributed. The years, the annual loss data and the probabilities are as follows: Years Loss Prob . 2013 $ 3,000,000 0.2 2014 $ 4,000,000 0.2 2015 $ 4,500,000 0.2 2016 $ 5,000,000 0.2 2017 $ 6.000.000 0.2 31. The A P/PO + Div. / PO = a. Rcf b. RK C. Rt d. R 32. The A P = $12.50 and the Div = 0, then Rtotal will be equal to a.. Rcf b. RK C. Rt d. R 33. Estimate the expected performance if you know the following data Pi Ri 0.25 0.2 0.5 0.25 0.4 a. 20% b. 30% C. 40% d. Impossible to determine 35. For financial purposes, risk is a measure of a. center trend of the data that define risk. b. concentration of the variances to explain their risk. c. variability associated with risk d. Asymmetry of the data associated with the expected value. The shares of the Dell company have yields of 25%, 15% and 5%, under current market conditions the probability that these returns will occur is 25%, 50% and 25% respectively. On the other hand, McDonald's shares have returns of 20%, 12% and 10% respectively. Its associated probability is 33%, 33% and 34% respectively. Determine the following 36. Expected return on the shares of 37. Variance for both assets a. Dell b. DCM 38. Performance index a. DCM 39. Dispersion (standard deviation) for both assets a. Dell B. DCM 40. Assuming that both stocks make up your investment portfolio, what would be the return on that portfolio. a. Dell 41. Assuming that both shares make up their investment portfolio, what would be the risk of said portfolio? 42. The expected return on a portfolio is a weighted average of the expected returns on the individual securities included in the portfolio. a. Right b. Incorrect
