As I promised, here is a copy of the “Broader Risk Definitions, Mean-Variance, and Stochastic Dominance” class problem which we covered yesterday in class, along with solutions:
… are available at http://fin4335.garven.com/fall2020/ps3solutions.pdf. I have also posted a spreadsheet at http://fin4335.garven.com/fall2020/ps3solutions.xls which illustrates how to use Excel to solve this problem set.
… are available at http://fin4335.garven.com/fall2020/ps2solutions.pdf.
… are available at http://fin4335.garven.com/fall2020/ps1solutions.pdf.
As promised, worked out solutions for 1-3 of today’s class problem are available at http://fin4335.garven.com/fall2020/statproblemsolutions(1-3).pdf.