The gradient of a smooth function is
A quadratic form is
What is the maximum value of the function F(x, y)=x2+y2 in the domain defined by inequalities x ≤ 1, y ≥ -2, y-x ≤ 3 ?
Which of the following is consistent with the definition of a Type I error?
Consider the linear regression model for the returns of stock A and the returns of stock B. Stock A is 50% more volatile than stock B. Which of the following statements is TRUE?
In a binomial tree lattice, at each step the underlying price can move up by a factor of u = 1.1 or down by a factor of . The continuously compounded risk free interest rate over each time step is 1% and there are no dividends paid on the underlying. The risk neutral probability for an up move is:
Let X be a random variable normally distributed with zero mean and let . Then the correlation between X and Y is:
What is the total derivative of the function f(x,y) = ln(x+y), where ln() denotes the natural logarithmic function?
If a time series has to be differenced twice in order to be transformed into a stationary series, the original series is said to be:
Consider an investment fund with the following annual return rates over 8 years: +6%, -6%, +12%, -12%, +3%, -3%, +9%, -9% .
What can you say about the annual geometric and arithmetic mean returns of this investment fund?
TESTED 15 Oct 2025