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Suppose you have the following probability distribution. State of nature Profit

ID: 2767349 • Letter: S

Question

Suppose you have the following probability distribution.

State of nature

Profit Level

Probability

Optimistic

$500

0.3

Most Likely

100

0.6

Pessimistic

-400

0.1

What is the mean?

A. 68,100

B. 1.5

C. 261

D. 170

E. None of the above

What is the variance?

A. 68,100

B. 1.5

C. 261

D. 170

E. None of the above

What is the standard deviation?

A. 68,100

B. 1.5

C. 261

D. 170

E. None of the above

What is the coefficient of variation?

A. 68,100

B. 1.5

C. 261

D. 170

E. None of the above

State of nature

Profit Level

Probability

Optimistic

$500

0.3

Most Likely

100

0.6

Pessimistic

-400

0.1

Explanation / Answer

State of nature Profit Level 'X' Probability 'P' XP X^2P Optimistic 500 0.3 150          75,000 Most Likely 100 0.6 60            6,000 Pessimistic -400 0.1 -40          16,000 170          97,000 Mean 170 Variance = X^2P - XP^2      68,100 Standard Deviation Variance square root of 68,100            261 Coefficient of Variation Coefficient of Variation CV = Standard Deviation / Mean             1.5

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