Quantitative Methods for Business - Tutorial 1
TUTORIAL QUESTION 1:
Calculate the range, variance, standard deviation and coefficient of variation for the following sample of data:
5 7 12 14 15 15 17 20 21 24
Refer to the above sample of data and try to answer each of the
following questions without performing any calculations. Then verify your answers by performing the necessary calculations.
(a) If we drop the largest value from the sample, what will happen to the mean, variance, standard deviation and coefficient of variation?
(b) If each value is increased by 2, what will happen to the mean, variance, standard deviation and coefficient of variation?
(c) If each value is multiplied by 3, what will happen to the mean, variance, standard deviation and coefficient of variation?
TUTORIAL QUESTION 2:
Consider returns from the following trusts:
Trust A: 8.3 -6.2 20.9 -2.7 33.6 42.9 24.4 5.2 3.1 30.5
Trust B: 12.1 -2.8 6.4 12.2 27.8 25.3 18.2 10.7 -1.3 11.4
Consider also a portfolio comprising 50% of trust A and 50% of trust B.
(a) Calculate the rate of return earned on the portfolio for each of the 10 years.
(b) Find the mean return on the portfolio over the past 10 years.
(c) Find the standard deviation of the portfolio returns over the past 10 years.
(d) Find the coefficient of variation of the portfolio returns over the past 10 years.
(e) Rank the three possible investments (Trust A, Trust B and the portfolio) according to their average returns, riskiness (as measured by standard deviation) and coefficient of variation over the past 10 years).
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