Please provide all of them correctly. I will rate very positive!! need help ASAP!!

C5 D2 Questions Exercise 05.24 Algo (Expected Value and Variance) 4 Question 2 of3 , 1, 0 . . Check My Work (3 remammg) lz . 3, g The J. R. Ryland Computer Company is considering a plant expansion to enable the company to begin production of a new computer product. The company's president must determine whether to make the expansion a medium- or large-scale project. Demand for the new product is uncertain, which for planning purposes may be low demand, medium demand, or high demand. The probability estimates for demand are 0.28, 0.50, and 0.22, respectively. Letting (c and y indicate the annual profit in thousands of dollars, the firm's planners developed the following prot forecasts for the medium- and large-scale expansion projects. Medium-Scale Large-Scale Expansion Prot Expansion Prot $ M) 1/ y) Low 50 0.28 0 0.28 Demand Medium 150 0.50 100 0.50 High 200 0.22 300 0.22 a. Compute the expected value (to 2 decimals) for the profit associated with the two expansion alternatives. Medium $ thousand Large $ thousand Which decision is preferred for the objective of maximizing the expected prot? preferred. b. Compute the variance (to 2 decimals) for the profit associated with the two expansion alternatives. Medium Large Which decision is preferred for the objective of minimizing the risk or uncertainty? ~/ - Select your answer - ' preferred. Large Medium Check My Work (3 remaining) o,- Icon Key C5D2 Questions 1 0 2. O '3. . Exercise 05.26 Algo (Bivariate Distributions, Covariance, and Financial Portfolio) 4 Question 3 of3 Check My Work (3 remaining) A person is interested in constructing a portfolio. Two stocks are being considered. Let I = percent return for an investment in stock 1, and y = percent return for an investment in stock 2. The expected return and variance for stock 1 are E(Z) = 7.67% and Var(z) = 25. The expected return and variance for stock 2 are E(y) = 3.72% and Var(y) = l. The covariance between the returns is 0'13, = 3. a. What is the standard deviation for an investment in stock 1 and for an investment in stock 2? Stock 1 % Stock 2 % Using the standard deviation as a measure of risk, which of these stocks is the riskier investment? Investments in - Select your answer- c would be considered riskier than investments in - Select your answer - c because the standard deviation is - Select your answer - c . b. What is the expected return and standard deviation, in dollars, for a person who invests $500 in stock 1 (to 2 decimals)? Expected Return $ Standard Deviation s c. What is the expected percent return and standard deviation for a person who constructs a portfolio by investing 50% in each stock (to 3 decimals)? Expected Return % Standard Deviation % d. What is the expected percent return and standard deviation for a person who constructs a portfolio by investing 70% in stock 1 and 30% in stock 2 (to 3 decimals)? Expected Return % Standard Deviation % e. Compute the correlation coefcient for a: and y and comment on the relationship between the returns for the two stocks. Enter negative value as negative number. The correlation coefficient is (to Z decimals). There is a fair J -5elect your answer - 3' relationship between the variables. strong positive strong negative weak Dosltlve Check My Work (3 remaining) v Questions Exercise 05.32 Algo (Binomial Probability Distribution) Question 1 of4 . I 1' ' ' Check My Work (3 remaining) 2 0 3, 0 Consider a binomial experiment with n = 15 and p = 0.2. 4_ 0 a. Compute f(0) (to 4 decimals). f (0) = b. Compute f(8) (to 4 decimals). f (8) = c. Compute P($ S 2) (to 4 decimals). P(:c S 2) = d. Compute P(a: Z 1) (to 4 decimals). P(::: 2 1) = e. Compute E(a:) (to 1 decimal). E(w) = f. Compute Var($) and :7. Var(z) = (to 2 decimals) a = (to 2 decimals) Check My Work (3 remaining) 0! Icon Key Exercise 05.32 Algo (Binomial Probability Distribution) Question 1 of4 , SubmitAssinmentforGradm