ENH 122 Lecture 5: Attack-Rate Tables.pdf

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bronzehound457

8 Dec 2014

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Look at the difference in attack rates between exposed and non-exposed people. Positive difference is where you will find the real culprit. The difference column is a first clue to identifying the cause, and it has a name - the attributable. Another risk measurement is often used to give more information - the odds ratio. estimate of the even more powerful relative risk). The odds ratio actually tells us the power of the relationship between exposure and illness. (it is actually an. The odds ratio tells us we can estimate that people who ate the food were 12. 7 times as likely to have been ill when compared with those who did not eat the e food. [ note that an error here was just found and corrected (april 17 2012). Director just pointed out that the attributable risk value had been quoted by mistake.

Related Questions

Dessin Company is constructing a building. Construction began on January 1, 2012 and was completed on December 31, 2012. Expenditures were

March 1, 2012	$750,000
June 1, 2012	200,000
September 31, 2012	350,000
October 1, 2012	100,000
December 31, 2012	250,000

Company borrowed $1,300,000 on January 1 on a 7-year, 11% note to help finance construction of the building. In addition, the company had outstanding all year a 12%, 4-year, $2,800,000 note payable and an 10%, 4-year, $3,400,000 note payable.

What are the weighted-average accumulated expenditures?

What is the weighted-average interest rate used for interest capitalization purposes?

What is the avoidable interest for the company?

What is the actual int bzscerest for the company?

Show your computations!

chocolateeel603

Question:

You are a manager of a superannuation fund which has $50M invested in Woodside (WPL) and $20M invested in Santos (STO). You have seen the roller-coaster ride in their prices in the past few years along with the oil price, and you have calculated the correlations between your portfolio value and the daily movements of oil prices and exchange rates. You are worried now that the oil price may drop again from its present levels, and you want to protect your portfolioâs value to some reasonable extent, while minimising the cost.

I got all the data, I calculated the correlations between the portfolio and the daily movements of oil prices and exchange rates. Can someone help me with some of the best hedging strategies for this situation while minimising the cost.

					Frequency: Monthly
STO		WPL		PORFOLIO			WTI			EX. RATE AUD-US
Weight	0.285714	Weight	0.714286
Date	Adj Close	Date	Adj Close			observation_date	Adj Close	Adj Close x Ex. Rate (AUD)	Date	Last Price AUD_US	US__AUD
31/05/2012	9.27512	31/05/2012	31.02	24.80717714		2012-06-01	82.30	84.55	31/05/2012	0.9734	1.0273269	correlation STO & WPL
30/06/2012	9.36221	30/06/2012	33.75	26.78206		2012-07-01	87.90	85.86	29/06/2012	1.0238	0.97675327	0.877567
31/07/2012	9.78024	31/07/2012	34.3	27.29435357		2012-08-01	94.13	89.62	31/07/2012	1.0503	0.95210892
31/08/2012	9.89346	31/08/2012	33.14	26.49813071		2012-09-01	94.51	91.56	31/08/2012	1.0322	0.9688045	correlation WPL & WTI (w. ex. Rate added)
30/09/2012	10.0241	30/09/2012	34.4	27.43545857		2012-10-01	89.49	86.23	28/09/2012	1.0378	0.9635768	0.843472
31/10/2012	9.70186	31/10/2012	33.8	26.91481643		2012-11-01	86.53	83.39	31/10/2012	1.0376	0.96376253
30/11/2012	9.66703	30/11/2012	33.88	26.96200929		2012-12-01	87.86	84.25	30/11/2012	1.0428	0.95895666	Correlation STO & WTI (w. ex. Rate added)
31/12/2012	10.416	31/12/2012	35.47	28.311715		2013-01-01	94.76	91.17	31/12/2012	1.0394	0.96209352	0.938628
31/01/2013	11.6788	31/01/2013	37.5	30.12251429		2013-02-01	95.31	91.42	31/01/2013	1.0425	0.95923261
28/02/2013	10.8253	28/02/2013	35.82	28.67865714		2013-03-01	92.94	90.98	28/02/2013	1.0215	0.97895252	Correlation Portfolio & WTI
31/03/2013	10.7557	31/03/2013	37.56	29.90162929		2013-04-01	92.02	88.32	29/03/2013	1.0419	0.95978501	0.873927
30/04/2013	11.3914	30/04/2013	35.99	28.96183		2013-05-01	94.51	91.13	30/04/2013	1.0371	0.96422717
31/05/2013	10.9124	31/05/2013	35.01	28.12497		2013-06-01	95.77	100.06	31/05/2013	0.9571	1.0448229	Correlation Portfolio & WTI (w. ex. Rate added)
30/06/2013	11.9052	30/06/2013	37.59	30.25148571		2013-07-01	104.67	114.54	28/06/2013	0.9138	1.09433136	0.886146
31/07/2013	12.9939	31/07/2013	38.18	30.98397143		2013-08-01	106.57	118.65	31/07/2013	0.8982	1.11333779
31/08/2013	13.1332	31/08/2013	38.31	31.11662929		2013-09-01	106.29	119.41	30/08/2013	0.8901	1.12346927	Portfolio with FX US_AUD
30/09/2013	13.2116	30/09/2013	38.82	31.50331429		2013-10-01	100.54	107.91	30/09/2013	0.9317	1.07330686	-0.7285
31/10/2013	12.1926	31/10/2013	37.4	30.19788714		2013-11-01	93.86	99.26	31/10/2013	0.9456	1.05752961
30/11/2013	12.7413	30/11/2013	38.9	31.42608714		2013-12-01	97.63	107.19	29/11/2013	0.9108	1.09793588	Correlation Portfolio & FX AUD_US
31/12/2013	11.6179	31/12/2013	37.38	30.01940071		2014-01-01	94.62	106.11	31/12/2013	0.8917	1.1214534	0.672549
31/01/2014	11.8791	31/01/2014	37.95	30.50117214		2014-02-01	100.82	115.14	31/01/2014	0.8756	1.14207401
28/02/2014	11.7572	28/02/2014	39.02	31.23062857		2014-03-01	100.80	112.95	28/02/2014	0.8924	1.12057373
31/03/2014	11.9749	31/03/2014	40.8	32.56425643		2014-04-01	102.07	110.18	31/03/2014	0.9264	1.07944732
30/04/2014	12.6455	30/04/2014	42.17	33.73442714		2014-05-01	102.18	110.02	30/04/2014	0.9287	1.07677399
31/05/2014	12.4191	31/05/2014	41.07	32.88402857		2014-06-01	105.79	113.63	30/05/2014	0.931	1.07411386
30/06/2014	12.6804	30/06/2014	42.52	33.9944		2014-07-01	103.59	109.82	30/06/2014	0.9433	1.06010813
31/07/2014	12.9155	31/07/2014	42.7	34.19014357		2014-08-01	96.54	103.86	31/07/2014	0.9295	1.07584723
31/08/2014	11.9052	31/08/2014	40.6	32.40148429		2014-09-01	93.21	99.81	29/08/2014	0.9339	1.07077846
30/09/2014	11.2346	30/09/2014	40.13	31.87417214		2014-10-01	84.40	96.49	30/09/2014	0.8747	1.14324911
31/10/2014	8.79612	31/10/2014	35.75	28.04889143		2014-11-01	75.79	86.14	31/10/2014	0.8798	1.13662196
30/11/2014	7.18495	30/11/2014	38.01	29.20284143		2014-12-01	59.29	69.70	28/11/2014	0.8506	1.17564072
31/12/2014	6.86272	31/12/2014	34.28	26.44649071		2015-01-01	47.22	57.76	31/12/2014	0.8175	1.22324159
31/01/2015	6.91497	31/01/2015	35.18	27.10427714		2015-02-01	50.58	65.16	30/01/2015	0.7762	1.28832775
28/02/2015	6.21825	28/02/2015	34.52	26.43378571		2015-03-01	47.82	61.24	27/02/2015	0.7808	1.2807377
31/03/2015	7.2285	31/03/2015	35.05	27.10099929		2015-04-01	54.45	71.58	31/03/2015	0.7607	1.31457868
30/04/2015	7.18495	30/04/2015	36.63	28.21712929		2015-05-01	59.27	74.98	30/04/2015	0.7905	1.26502214
31/05/2015	6.81917	31/05/2015	34.23	26.39833429		2015-06-01	59.82	78.25	29/05/2015	0.7645	1.30804447
30/06/2015	6.44469	30/06/2015	35.65	27.30562714		2015-07-01	50.90	66.04	30/06/2015	0.7707	1.29752173
31/07/2015	4.46773	31/07/2015	30.97	23.39792214		2015-08-01	42.87	58.66	31/07/2015	0.7308	1.36836344
31/08/2015	3.98	31/08/2015	28.93	21.80142857		2015-09-01	45.48	63.94	31/08/2015	0.7113	1.40587656
30/09/2015	5.08608	30/09/2015	29.61	22.60316643		2015-10-01	46.22	65.86	30/09/2015	0.7018	1.42490738
31/10/2015	4.01	31/10/2015	30.11	22.65285786		2015-11-01	42.44	59.46	30/10/2015	0.7138	1.40095265
30/11/2015	3.68	30/11/2015	28.72	21.56571357		2015-12-01	37.19	51.46	30/11/2015	0.7227	1.38370001
31/12/2015	3.16	31/12/2015	27.95	20.86714357		2016-01-01	31.68	43.48	31/12/2015	0.7286	1.3724952
31/01/2016	3.31	31/01/2016	28.1	21.01714286		2016-02-01	30.32	42.80	29/01/2016	0.7084	1.41163185
29/02/2016	4.03	29/02/2016	25.96	19.694285		2016-03-01	37.55	52.58	29/02/2016	0.7141	1.40036409
31/03/2016	4.8	31/03/2016	28.34	21.61428571		2016-04-01	40.76	53.23	31/03/2016	0.7657	1.30599451
30/04/2016	4.53	30/04/2016	27.4	20.86571429		2016-05-01	46.71	61.44	29/04/2016	0.7603	1.31527029
31/05/2016	4.64	31/05/2016	26.84	20.49714286		2016-06-01	48.76	67.40	31/05/2016	0.7234	1.38236107
30/06/2016	4.39	30/06/2016	26.53	20.20428643		2016-07-01	44.65	59.92	30/06/2016	0.7451	1.34210173
31/07/2016	4.44	31/07/2016	28.63	21.71857071		2016-08-01	44.72	58.87	29/07/2016	0.7596	1.31648236
31/08/2016	3.61	31/08/2016	28.62	21.47428643		2016-09-01	45.18	60.10	31/08/2016	0.7517	1.33031795
30/09/2016	3.57	30/09/2016	28.37	21.28428643		2016-10-01	49.78	64.95	30/09/2016	0.7664	1.30480167
31/10/2016	3.93	31/10/2016	29.62	22.28000071		2016-11-01	45.66	60.01	31/10/2016	0.7609	1.31423314
30/11/2016	4.02	30/11/2016	31.16	23.40571429		2016-12-01	51.97	70.37	30/11/2016	0.7385	1.35409614
31/12/2016	4	31/12/2016	31.56	23.68571357		2017-01-01	52.50	72.84	30/12/2016	0.7208	1.38734739
31/01/2017	3.8	31/01/2017	31.34	23.47142857		2017-02-01	53.47	70.49	31/01/2017	0.7585	1.31839156
28/02/2017	3.8	28/02/2017	32.08	24.00000143		2017-03-01	49.33	64.42	28/02/2017	0.7657	1.30599451
31/03/2017	3.48	31/03/2017	32.18	23.98		2017-04-01	51.06	66.93	31/03/2017	0.7629	1.31078778

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ENH 122 Lecture 5: Attack-Rate Tables.pdf

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