Cody

# Problem 3074. Compute the cokurtosis of a given portfolio.

Solution 1768471

Submitted on 1 Apr 2019
This solution is locked. To view this solution, you need to provide a solution of the same size or smaller.

### Test Suite

Test Status Code Input and Output
1   Fail
rng('default') R = randn(504, 5); w = ones(5, 1)/5; assert(abs(computePortCokurt(R, w)-0.119749008958925)<1e-3)

Error in solution Line: 25 Column: 1 This statement is not inside any function. (It follows the END that terminates the definition of the function "computePortCokurt".)

2   Fail
rng('default') R = randn(252, 15); w = ones(15, 1)/15; assert(abs(computePortCokurt(R, w)-0.013012357540290)<1e-3)

Error in solution Line: 25 Column: 1 This statement is not inside any function. (It follows the END that terminates the definition of the function "computePortCokurt".)

3   Fail
rng('default') R = randn(100, 1); w = 1; assert(abs(computePortCokurt(R, w)-6.280759230562035)<1e-3)

Error in solution Line: 25 Column: 1 This statement is not inside any function. (It follows the END that terminates the definition of the function "computePortCokurt".)

4   Fail
rng('default') R = randn(5, 10); w = [0.1*ones(5, 1); 0.5; zeros(4, 1)]; assert(abs(computePortCokurt(R, w)-0.169198885214440)<1e-3)

Error in solution Line: 25 Column: 1 This statement is not inside any function. (It follows the END that terminates the definition of the function "computePortCokurt".)