At the End of Thursday,the Estimated Covariance Between Assets a and B

question 10

Multiple Choice

At the end of Thursday,the estimated covariance between assets A and B is 0.0001.During Friday asset A produces a return of 3% and asset B produces a return of zero.An EWMA model with lambda equal to 0.9 is used.What is an estimate of the covariance at the end of Friday?

• A) 0.000090
• B) 0.000081
• C) 0.000100
• D) 0.000095

Comprehend the stylistic differences in report writing due to formality and audience familiarity.

Understand the distinctions and applications of direct and indirect order in business writing.

Recognize the appropriate parts and organization of business reports based on their length and formality.

Identify the roles and formats of various prefatory and appended parts in formal and informal reports.

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Definitions:

Intellectual Capital

The intangible value of a business, covering its people (human capital), the value relating to its relationships (relational capital), and everything that is left when the employees go home (structural capital), which include the company's images, processes, data, patents, copyrights, and other intellectual property.

Knowledge

Information, understanding, or skills gained through experience or education; the theoretical or practical understanding of a subject.

Wisdom

The ability to apply knowledge, experience, understanding, and common sense in a way that is insightful, and often involves a deep understanding of people, things, events, or situations, resulting in a balanced judgement.

NewSQL

A class of modern relational database management systems that seeks to provide the same scalable performance of NoSQL systems for online transaction processing (OLTP) read-write workloads while maintaining the ACID guarantees of a traditional database system.