Kelompok 2

Yekti Migunani : 2206009510

Putri Ayuningtyas Kusumawati : 2206136142

Ratih Mustikoningsih : 2206136174

Wiwi Ratna Wangi : 2206136312

1. Exams are approaching and Helen is allocating time to studying for exams. She feels that
with the appropriate amount of studying, she has an 80% chance of getting an A in
Marketing. She also feels that she has a 60% chance of getting an A in Spanish with the
appropriate amount of studying. Given the demands on her time, she feels that she has only
a 45% chance of getting an A in both classes. What is the probability that Helen does not
get an A in either class?

A=P (In Marketing) = 80%=0,8

B= P (In Spanish) =60%=0,6
P(A∩B) =0,45
P (AUB) = 0.8+0.6-0.45=0.95

The probability that Helen doesn’t get A score in either class is 0,05 or 5%

P (A∩B) c = 1- 0.95=0.05 (5%)

2. Ryan is hoping to attend graduate school next year. Two of the schools he applied to are
the University of Utah and Ohio State University. The probability he gets accepted to Utah
given he got accepted to Ohio State is 0.75. The probability he gets accepted to Ohio State
is 0.05. The probability he gets accepted to Utah is 0.10. What is the probability he gets
accepted to Ohio State given he gets accepted to Utah?

Answer :
O is being admitted to Ohio State and U is to Utah.
So, P(U|O) = 0.75
𝑃(𝑈∩O)
P(U|O) = = 0.75
𝑃(𝑂)

since P(O) = 0.05, therefore:

P(U∩O) = 0.0375

We know that P(U) = 0.10

Therefore, P(O|U) would be:
𝑃(𝑂∩U)
P(O|U) = 𝑃(𝑈)
 0.0375
= 0.10
= 0.375

3. An investor has an $80,000 portfolio of which $60,000 has been invested in Stock A and
the remainder in Stock B. Other characteristics of the portfolio are as follows:

Stock A Stock B
E(RA ) = μA = –2.3% E(RB ) = μB = 5.1%
σA = –23.82% σB = 7.54%
Cov(RA,RB ) = σAB = –11.20%

a. Calculate the correlation coefficient.

Answer : 𝜎𝐴𝐵
𝑃
𝜎𝐴𝜎𝐵

= -11,20
(-23,82 x 7,54)
= 0,0624
b. Calculate the expected return of the portfolio.

= 0,75 = 0,25

( 𝑃) +0,25 * 5,1
= -0,45

Expected return of the portfolio is -0,45 %

c. Calculate the standard deviation of the portfolio.

C.

𝑃 ( ) ( ) +( )

= 318,51

SD(Rp) =
= 17,84

Standar deviasi sebesar 17,84 %

4. You have inherited a lottery ticket may be a $10,000 winner. You have a 0.25 chance of
winning the $10,000 and a 0.75 chance of winning $0. You have an opportunity to sell the
lottery ticket for $2,500. What is your expected return and what should you do if are risk
averse?
Expected Value

X P(X=x)
$ 10.000,00 25%
$ - 75%

$10,000 x 25% + $0 x 75% = $2,500

Bagi penghindar risiko, mengambil keuntungan pasti $2,500 lebih masuk akal dibanding
mempertaruhkan dengan risiko probabilitas 75% tidak mendapatkan apapun.