3104AFE STATEGIC MANAGEMENT ACCOUNTING INDIVIDUAL ASSIGNMENT Assessment weighting: 15% Due date: 19 April 2013‚ 5 pm. Submission: Gold Coast campus students: must submit the assignment to the Assignment Collection Centre‚ Library‚ Gold Coast Campus Nathan campus students: must submit the assignment to the Assignment Collection Centre ‚ Library‚ Nathan Campus Note: To be fair to all students in this course: 1. No extensions will be granted. 2. Convenor/ tutors will not give any feedback on the work
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well. How can I help you? Well Caroline‚ I wanted to discuss with you the results of your Dept 1880 Retail Marketing‚ budget variance vs. actual for Jun 2011. Sure‚ Let me get my notes out that I had submitted to your group. I emailed you a copy as well with your comments for this review. Did you receive it? Yes‚ I did Ok‚ there were 3 main categories where the variance between actual and budget were the highest. Those categories are Compensation‚ Marketing‚ IT‚ and then we put everything else
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ECON10005 QUANTITATIVE METHODS 1 Assignment 2 Semester 1‚ 2013 This assignment has four questions‚ and is due by 5.00pm on Thursday 2 May. It is to be submitted electronically as a .pdf file using the assignment tool on the subject’s LMS page. Marks depend on your tutor being able to understand your statements and arguments‚ so marks may be deducted for poor presentation or unclear language. Use nothing smaller than 12 point font. If you wish to write your assignment by hand and scan the file into
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random variable X has the probability density function given by 3 2 ; 0 x2 (2 x) f ( x) 8 0 ; otherwise (i) Calculate the mean of X and variance of X. (ii) Calculate . (iii) Find . b) Given X ~ Exp ( 2) and the moment generating function (MGF) of X is given M X (t ) 2 2t . Find the mean and variance of X. c) Given for x = 1‚ 2‚ 3‚ 4. Find the moment generating function of X. Question 2 a) According to a survey‚ 45% of all students at a large university
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Chapter 8 Risk and Return: Capital Market Theory 8-1. To find the expected return from James Fromholtz’s investment opportunity‚ we will use equation 7-3: where i indexes the various states of nature that are possible. We can picture the states of nature for James’s opportunity as: Despite the symmetrical appearance of the graph‚ the outcomes are not symmetrical: There are many more outcomes that are positive than negative. Only the 100% return (probability 5%) is negative; 95% of the weight
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information in your discussion. What recommendations do you have if the 40-week completion time is required? 2. Suppose that management requests that activity times be shortened to provide an 80% chance of meeting the 40-week completion time. If the variance in the project completion time is the same as you found in part (1)‚ how much should the expected project completion time be shortened to achieve the goal of an 80% chance of completion within 40 weeks? 3. Using the expected activity times as the
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(RA ‚ RB ) −0.0322 = = −1. σ (RA )σ (RB ) 0.14 × 0.23 The assets are perfectly negatively correlated. Consider portfolio P formed from assets A and B such that you invest α fraction of your wealth into A and (1 − α) fraction into B. The variance of such portfolio is σ (RP )2 = = = = α2 σ (RA )2 + (1 − α)2 σ (RB )2 + 2α(1 − α)Cov (RA ‚ RB ) α2 σ (RA )2 + (1 − α)2 σ (RB )2 + 2α(1 − α)σ (RA )σ (RB )ρ(RA ‚ RB ) α2 σ (RA )2 + (1 − α)2 σ (RB )2 − 2α(1 − α)σ (RA )σ (RB ) [ασ (RA ) − (1
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by the “LESS THAN OGIVE” graph. Mean Pocket Money of Students ( Computation of Sample Mean from Grouped Data) Mean( x’)= Summation(fiMi) / n = 3967.17 Sample Variance of Pocket Money received by IFIM Students: Sample Variance s2 = Summation (fi(Mi – x’)2) / n – 1 = 55466666.7 / 30 – 1 = 1912643.68 Stating the variance gives an impression of how closely concentrated round the expected value the distribution is; it is a measure of the ’spread’ of a distribution about its average value
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if a specific sample of portfolios have a higher risk level or lower expected return‚ compared to what may be obtained through optimisation. It also compares the return of optimised portfolios with the return of the original portfolios. The risk analysis software Aegis Portfolio Manager developed by Barra is used for the optimisations. With the expected return and risk level used in this thesis‚ all portfolios can obtain a higher expected return and a lower risk. Over a six-month period‚ the optimised
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II. STATEMENT OF THE PROBLEM As part of a long-term study of individuals 65 years of age or older‚ sociologists and physicians at the Wentworth Medical Center in upstate New York investigated the relationship between geographic location‚ health status ( healthy or one or more comorbidities)‚ and depression. Random samples of 20 healthy individuals were selected from three geographic locations: Florida‚ New York‚ and North Carolina. Then‚ each was given a standardized test to measure depression
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