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Victor Yu

ECMB12SL30 and L60 Quantitative Methods in Economics II Division of Management and Economics University of Toronto at Scarborough Winter 2011 Dr Yu Final ExaminationDate Saturday April 16 2011Time allowedTwo 2 hoursAids allowed Calculator and two aid sheets four 85x11 pages prepared by student NotesThis exam consists of 23 questions in 14 pages including this cover pageIt is the students responsibility to hand in all pages of this examAny missing page will get zero markStatistical tables are provided separatelyDo not hand in the tablesOnly hand in your test papersShow your work in each question in Part IIThis exam is worth 40 of your course gradePrint Last Name SolutionGiven Names Student Number Circle your Section L30 Wednesday eveningL60 onlineDo not write on the space below for markers onlyPage Question Max Mark 27 119 5789 20 1010 21 111112 22 121314 23 10Total 100 1Part IMultiple Choice3 points in each question No part mark Circle only one answer If there are more than one correct answer circle the best one1 For a random sample of 12 years here is a summary of annual returns percentage on Canadian and overseas stocks The correlation coefficient between the returns in Canada and Overseas is 06 CanadaOverseasMean1012 Standard Deviation 2 3 If the return on investment in Canada is 9 what is the predicted return on investment overseas to the nearest tentha 67b 88c 99d 111 e 1252 Considering the following multiple regression output for n72Variable Coefficient t statistic pvalue x1 003500270786 x2 011990890378 x3 026932550013 x4 004130350726 constant 019801850069 2R00993 2AdjR00455 Do we have sufficient evidence to reject the possibility that all of the slope coefficients are zeroa Yes with a pvalue of0 b Yes with a pvalue between 0 and 001 c Yes with a pvalue between 001 and 005 d Yes with a pvalue between 005 and 010e No not at any significance level between 001 and 010 2Rkn0993041721Solution F with df4 67 846712k09930141R Refer to the Ftable 0H is not rejected for any significance 43210level between 001 and 0102
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