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  • 1.  Can some one please explain this. I dont understand the logic behind taking the managed portfolio values

    Posted 07-02-2023 02:07 AM
    A particular country's stock index returned the following for the past five years: 7%, 15%, 19%, 2%, and 5%. Meanwhile, a managed portfolio had the following returns for the same period: 10%, 12%, 13%, 8%, and 20%. In computing for the correlation, what mean value for the y-variable should be used?

    7%
    10%
    12%
    13%


    Answer- 10%,+ 12%, +13%,+ 8%, +20% 
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                                        5

    =13%- Option D


  • 2.  RE: Can some one please explain this. I dont understand the logic behind taking the managed portfolio values

    Posted 07-05-2023 12:54 AM

    Here, we have to assume that,

    X variables are the stock returns and Y variables are portfolio returns.

    As we know that MEAN =

    TOTAL OBSERVATION÷NO.OF OBSERVATIONS.          Then proceed further 



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    Sumaia Mohamed Ibrahim
    Student
    Thanjavur TN
    India
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  • 3.  RE: Can some one please explain this. I dont understand the logic behind taking the managed portfolio values

    Posted 09-19-2023 03:08 PM

    Hello, 

    For those who are stuck with this question.

    the choice of which variable goes on the x-axis and which goes on the y-axis is somewhat arbitrary. It ultimately depends on what you're trying to analyze or compare. In this specific case, it appears that the managed portfolio is being considered as the dependent variable (y), I remember the linear regression formula Y=a+bx. and to find  Y we plot dependent variable on Y-axis. it suggests that the interest lies in understanding how the returns of the managed portfolio relate to the country's stock index returns.( like a benchmark). I hope this makes sense. 



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    SHAIBAN AHMED HAJI FAQUIH
    Accountant
    DUBAI
    United Arab Emirates
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