[SOLVED] Investment Modeling Spring 2019 Practice Set 4

library (data .table)

M3=data .frame (x=1:5,y=seq (2,10,2),z=7:3)

setDT(M3)

giants=c (2:5)

cowboys=rep (3,4)

eagles=c (6: giants[cowboys [2]])

x= sum ( sum (giants)*eagles)

x= sum (giants + c (eagles , cowboys[giants [1]]))

a = 6:1

a[c (2,4)]= c (10,20)

a = 6:1

a[2:4]=rep (2,3)

mm = c (1:9)

mm[2:4]= c (12,13,14)

mm = c (1:9)

mm[c (7,3:2)]= c (20,40,60)

z = 3:1

a=0

for (i in z)

{

a=a-i

}

x = 1:4

b=c (2,4,6,8)

for (i in x)

{

if ((i/2) >3)

{

b[NROW (b)]=i/2

}

else

{

b[(i/2)+2*i]=i/2

}

}

Ticker

Date

TotalAssets

TotalDebt

Price

FB

201703

150

30

4

FB

201706

100

25

1

FB

201709

500

100

3

FB

201712

100

20

5

AAPL

201703

200

100

2

AAPL

201706

150

30

4

AAPL

201709

300

15

6

AAPL

201712

100

10

8

TSLA

201703

250

50

4

TSLA

201706

200

40

10

TSLA

201709

350

70

6

TSLA

201712

150

50

5

z = 1:4

tt=head(mdf$Price ,5)

r=seq (2,10,2)

for (i in z)

{

for (x in r[c (1,3,5)])

{

tt[NROW (r)]=i+x

}

}

v = head(mdf$Price ,9)

z = tail(v,5)

b=c ()

for (i in z)

{

if ((i -1) >=3 && (i-4) <=3)

{

b[NROW (b)+1]=i

}

else

{

b=c (b,i)

}

}

v = c (2,4,10,5,2,8,12)

z=seq (2,12,mdf[Ticker== ’AAPL ’ & Date==201703, Price])

v[c (2:3,6)]=z[c (1,4:5)]

stock=head(mdf ,4)

stockc = stock[,Price]

ret=c ()

for (i in 1:(NROW (stockc) -1))

{

ret[i]=(stockc[i+1] + stockc[i]) – 1

}

v=ret[1]