Statistical Analysis of Business and Finance Data - [Semester]
VerifiedAdded on 2023/06/04
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Homework Assignment
AI Summary
This assignment provides a comprehensive statistical analysis of financial data, focusing on the returns of the S&P price index, Boeing, and General Dynamics. It begins with a Jarque-Bera test to assess the normality of the data. The assignment then proceeds with several hypothesis tests, evaluating claims about mean returns and associated risks for the stocks. The analysis includes t-tests and F-tests to compare returns and risks, leading to a preference for General Dynamics due to its lower risk profile. Furthermore, the assignment delves into the Capital Asset Pricing Model (CAPM), estimating the beta of General Dynamics stock and interpreting the R-squared value. The analysis concludes with a confidence interval approach to hypothesis testing, evaluating the claim that General Dynamics is a neutral stock, and assessing the normality of residuals in the linear regression model. The document provides detailed interpretations of the statistical results, offering insights into the stock's performance and risk characteristics.
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