Answer:
Markets regulate transactions.
Answer:
a. - 3. an ideal randomized controlled experiment
b. - 2. an observational cross a sectional data set.
c. - 1. an observational time series data set.
d. - 4. an observational panel data set.
Explanation:
a. Choose a random group of employees to receive ten hours per week in additional training for a period of four weeks. Then, estimate the difference in productivity between workers who received the additional training and those that did not.
Option 3. an ideal randomized controlled experiment best describes this statement.
b. Data on hours spent on training a group of ten different employees in a certain day.
Option 2. an observational cross â sectional data set best describes this statement.
c. Data on hours spent on training the same employee for seven consecutive days.
Option 1. an observational time series data set best describes this
d. Data on hours spent training for a group of ten individual employees for seven consecutive days.
Option 4. an observational panel data set best describes this statement.
Answer: the government rarely intervened in the economy to influence inflation or unemployment rates.
Explanation:
Up until the Great Depression of 1929 to 1932, the government followed a laissez-faire policy where they rarely intervened in the market to influence inflation or unemployment rate.
After the Great Depression and then the second world war, this changed and the Federal government became very active in the economy through fiscal policy and massive government spending enabled the U.S. to surge ahead of other nations in terms of development.
Answer:
The expected return on portfolio is 14.45%
Explanation:
The expected return on portfolio is the weighted average return of the stocks that form up the portfolio. Thus, the weighted average return can be calculated by multiplying the weights of each stock in the portfolio by their expected return. The formula for portfolio return for a two stock can be written as,
Portfolio return = wA * rA + wB * rB
Where,
- w represents the weight of investment in each stock in portfolio as a proportion of total investment in the portfolio
- r represents the rate of return
Total investment in portfolio = 3100 + 4200 = $7300
Portfolio return = 3100/7300 * 0.11 + 4200/7300 * 0.17
Portfolio return = 0.1445 pr 14.45%
