TASK1: Answer the following questions. Include an Abstract, Introduction, Paragraphs, Conclusion and few references. • Problems 35 and 37 presented in the Supplementary Exercises at the end of Chapter 13. TASK2: Answer the following questions. Answer the following questions. Include an Abstract, Introduction, Paragraphs, Conclusion and few references. • Exercises 27 and 30 in the Supplementary Exercises at the end of Chapter 12 in the textbook. Provide detailed answers. TASK3: APA Paper & Presentation Develop 6-8 page APA formatted paper. Include Abstract, Introduction, Several Pragraphs, Tables, Conclusion and include 8 peerreviewed references. Presentation (Should include major findings, analysis, and recommendations – Mimimum 18Slides) Answer the following questions. Provide detailed answers and include in-text citations. 1. Please explain a binomial distribution. a. What is the symmetry property of this distribution? b. How do you find the mean, the variance and the standard deviation of this distribution? c. Provide a simple example of binomial distribution. 1. Answer Exercise 66 presented in the Supplementary Exercises at the end of Chapter 5 in the textbook. (Parts a, b, and c only) 2. Explain the sign nonparametric test. a. What is the objective of this test and how are the corresponding hypotheses formulated? b. What is the approach to test the hypotheses using the binomial distribution for both non-directional and directional cases? 1. A survey of 40 home prices in a metropolitan area has the following results: Price Less than $200,000 Equal to $200,000 More than $200,000 Number of Homes 13 1 27 a. Test the hypothesis that the median price in the metropolitan area is $200,000 b. Test the hypothesis that the median price in the metropolitan area is more than $200,000 ɑ = 0.05 in both cases. Include hypothesis formulation, use the binomial approach, and explain your calculations in detail. Include p values in both cases. 1. It can be conjectured that the annual and market return of a security are related by the following regression model: y=mx+b+ε Where y is the annual return of the security, x is the annual return of the market, b is the intercept, Ɛ is the normally distributed noise, and Return = value at end of the year + received dividends during the year - value at the beginning of the year. a. Test this model by retrieving annual data on a security of your choice. b. Choose a financial index such as S&P 500 as the indicator of the market, and retrieve the data. c. Use the most recent 20 years as the time span of the data. d. Perform regression analysis and make sure to include the hypothesis in your study. e. Provide your results and write your conclusions. Include all relevant information and conclusions, significance, the final regression model, coefficient of determination, graph of the regression line accompanied in the scatterplot, extent of residuals, and normality of residuals. f. Does the model seem to be valid according to your study? g. If so, is the influence positive or adverse? h. If you conclude influence, then your regression model indicates outperformance or underperformance of the market? i. Explain all your work in detail. TEXTBOOK: Anderson, D. R., Sweeney, D. J., Williams, T. A., Camm, J. D., & Cochran, J. J. (2020). Statistics for business & economics (14 ed.). Cengage Learning th NOTE: Please make sure you specify each question on the paper and provide an answer underneath. Do not miss any questions. Thank you!
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