Quantitative Finance 203 Speech or Presentation

Quantitative Finance 203 - Speech or Presentation Exampleurtosis is apt(p) as 4.4963, this implies that we have a Leptokurtic distribution, eager beaver than a normal distribution, with values concentrated around the stand for and thicker tails. This centre high probability for innate values.In the case of Return on AUD per USD, the kurtosis is given as 8.2773, this implies that we have a Leptokurtic distribution, sharper than a normal distribution, with values concentrated around the mean and thicker tails. This means high probability for extreme values.In the case of Rateturn onTB Rate, the kurtosis is given as 156.853, this implies that we have a Leptokurtic distribution, sharper than a normal distribution, with values concentrated around the mean and thicker tails. This means high probability for extreme values.5. Under the assumption that the returns of each asset be drawn from an independently and identically distributed normal distribution, are the expected returns stati stically different from zero for each asset? State clearly the null and choice hypothesis in each case.Based on the correlation matrix table given in question 6 above, we can conclude that the assumption of independence is not realistic. There is a validatory relationship between Return on AUD per fade and Return on AUD per UKP Return on AUD per Yen and Return on AUD per USD and Return on AUD per UKP and Return on AUD per