3Consider two assets: rı =(:)If the asset prices are qi2,1r2922respectively, find the cost of the portfolio with returns)in the two states-2respectively.

Given, two assets r1=34, r2=12 with the asset prices q1=2, q2=1 respectively.

Answered: (:).» - () (3) 3 Consider two assets: r…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Suppose that the population of Velddrif, a small coastal town on the West Coast of South Africa, was 1000 at the end of the year 2000. Suppose further that the population increased (continuously or steadily) by approximately 5% per year. Then the population can be described by the DE dP dt = 0.05P. Applying five iterations of the Improved Euler formula with P(0) = 1000, where t = 0 corresponds to the end of the year 2000, and a step size of h = 1 to this problem, yields (a) P(1) ~ for the population size at the end of the year 2001. (b) P(2) ≈ for the population size at the end of the year 2002.
1) The slope of a horizontal line is . .......... 2) S(x) Vx is called .. function. 3) Profit occurs, when cost is than revenue. 4) Equation of line passing through (7, 5) and (-3, -5) and its slope is . 5) Two lines are perpendicular, if the slope of the first line is 4 then the slope of the second line is 6) In a Cartesian coordinate system, the .is the point where the axes of the system intersect. 7) If * 0, f(x) is called .. .function. 8) If a vertical line intersects a graph in more than ………..popint, the graph is not a ...... graph of a function. 9) The slope of line 12x 6y 7 is .................. 10) g(x) 2x 2x 1,where a 2, b 2, с 1 then g(x). .. value.
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o solve for one of the new equilibrium prices, s 25-(1)/(2)p=-(10)/(3)+(1)/(3)p o use Pd^(TT) in the three equations above to gen

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(:).» - () (3) 3 Consider two assets: r = If the asset prices are q1 = 2, q2 = 1 r2 = 2 respectively, find the cost of the portfolio with returns in the two states -2 respectively.