Mathematics for Elementary Teachers with Activities (5th Edition)
5th Edition
ISBN: 9780134392790
Author: Beckmann, Sybilla
Publisher: PEARSON
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Chapter 11.1, Problem 6P
Describe how it could happen that three different animals could each be claimed −Rightfully- be the largest of the three. Discuss the implications of this kind of situation for teaching students about measurement.
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Chapter 11 Solutions
Mathematics for Elementary Teachers with Activities (5th Edition)
Ch. 11.1 - For each of the following metric units, give...Ch. 11.1 - For each of the following items, state which U.S....Ch. 11.1 - What does it mean to say that a shape has an area...Ch. 11.1 - Discuss why it is easy to give an incorrect...Ch. 11.1 - Discuss: Why is it not completely correct to...Ch. 11.1 - Describe how it could happen that three different...Ch. 11.1 - Pick two ideas or concepts from your reading of...Ch. 11.1 - Visit a store and write down at least 10 different...Ch. 11.2 - Describe one-dimensional, two-dimensional, and...Ch. 11.2 - Describe one-dimensional, two-dimensional, and...
Ch. 11.2 - Drawing on your reading from this section,...Ch. 11.2 - Describe one-dlmenslonal, two-dlmenslonal, and...Ch. 11.2 - The Lazy Daze Pool Club and the Slumber-N-Sunshine...Ch. 11.2 - Suppose there are 2 rectangular pools: One is 30...Ch. 11.2 - Minh says that the rectangle on the left in Flgure...Ch. 11.3 - One source says that the average distance from the...Ch. 11.3 - If an object is described as weighing 6.20 grams,...Ch. 11.3 - Tyra ls calculating the distance from town A to...Ch. 11.3 - John has a paper square that he believes is 100 cm...Ch. 11.3 - Sally has a Plexiglas cube that she believes is...Ch. 11.4 - A recipe calls tor 4 ounces ot chocolate. If you...Ch. 11.4 - A class needs 27 pieces of ribbon, each piece 2...Ch. 11.4 - To convert 24 yards to feet, should you multiply...Ch. 11.4 - To convert 2000 kilometers to meters, should you...Ch. 11.4 - Shauntay used identical plastic bears to measure...Ch. 11.4 - A car is 16 feet, 3 inches long. How long is it in...Ch. 11.4 - The distance between two cities is described as...Ch. 11.4 - In Germany, people often drive 130 kilometers per...Ch. 11.4 - One foot is 12 inches. Does this mean that 1...Ch. 11.4 - A room has a floor area of 48 square yards. What...Ch. 11.4 - One kilometer is 1000 meters. Does this mean that...Ch. 11.4 - One foot is 12 inches. Does this mean that 1 cubic...Ch. 11.4 - How much mulch will you need to cover a...Ch. 11.4 - A classroom has a floor area of 600 square feet....Ch. 11.4 - A house has a floor area of 800 square meters....Ch. 11.4 - A house has a floor area of 250 square meters....Ch. 11.4 - The Smiths will be carpeting a room in their...Ch. 11.4 - One acre is 43,560 square feet. If a square piece...Ch. 11.4 - A construction company has dump trucks that hold...Ch. 11.4 - The following questlon explores why It doesn’t...Ch. 11.4 - A penny is 116 of an inch thick. Suppose you have...Ch. 11.4 - Write 100 zeros on a piece of paper and time how...Ch. 11.4 - For a certain type of rice, about 50 grains till a...Ch. 11.4 - Assuming that 1 gram of gold is worth $30 how much...Ch. 11.4 - Imagine that all the people on earth could stand...Ch. 11.4 - Joey has a toy car that is a 1: 64 scale model of...
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- Question 2. An American option on a stock has payoff given by F = f(St) when it is exercised at time t. We know that the function f is convex. A person claims that because of convexity, it is optimal to exercise at expiration T. Do you agree with them?arrow_forwardQuestion 4. We consider a CRR model with So == 5 and up and down factors u = 1.03 and d = 0.96. We consider the interest rate r = 4% (over one period). Is this a suitable CRR model? (Explain your answer.)arrow_forwardQuestion 3. We want to price a put option with strike price K and expiration T. Two financial advisors estimate the parameters with two different statistical methods: they obtain the same return rate μ, the same volatility σ, but the first advisor has interest r₁ and the second advisor has interest rate r2 (r1>r2). They both use a CRR model with the same number of periods to price the option. Which advisor will get the larger price? (Explain your answer.)arrow_forward
- Question 5. We consider a put option with strike price K and expiration T. This option is priced using a 1-period CRR model. We consider r > 0, and σ > 0 very large. What is the approximate price of the option? In other words, what is the limit of the price of the option as σ∞. (Briefly justify your answer.)arrow_forwardQuestion 6. You collect daily data for the stock of a company Z over the past 4 months (i.e. 80 days) and calculate the log-returns (yk)/(-1. You want to build a CRR model for the evolution of the stock. The expected value and standard deviation of the log-returns are y = 0.06 and Sy 0.1. The money market interest rate is r = 0.04. Determine the risk-neutral probability of the model.arrow_forwardSeveral markets (Japan, Switzerland) introduced negative interest rates on their money market. In this problem, we will consider an annual interest rate r < 0. We consider a stock modeled by an N-period CRR model where each period is 1 year (At = 1) and the up and down factors are u and d. (a) We consider an American put option with strike price K and expiration T. Prove that if <0, the optimal strategy is to wait until expiration T to exercise.arrow_forward
- We consider an N-period CRR model where each period is 1 year (At = 1), the up factor is u = 0.1, the down factor is d = e−0.3 and r = 0. We remind you that in the CRR model, the stock price at time tn is modeled (under P) by Sta = So exp (μtn + σ√AtZn), where (Zn) is a simple symmetric random walk. (a) Find the parameters μ and σ for the CRR model described above. (b) Find P Ste So 55/50 € > 1). StN (c) Find lim P 804-N (d) Determine q. (You can use e- 1 x.) Ste (e) Find Q So (f) Find lim Q 004-N StN Soarrow_forwardIn this problem, we consider a 3-period stock market model with evolution given in Fig. 1 below. Each period corresponds to one year. The interest rate is r = 0%. 16 22 28 12 16 12 8 4 2 time Figure 1: Stock evolution for Problem 1. (a) A colleague notices that in the model above, a movement up-down leads to the same value as a movement down-up. He concludes that the model is a CRR model. Is your colleague correct? (Explain your answer.) (b) We consider a European put with strike price K = 10 and expiration T = 3 years. Find the price of this option at time 0. Provide the replicating portfolio for the first period. (c) In addition to the call above, we also consider a European call with strike price K = 10 and expiration T = 3 years. Which one has the highest price? (It is not necessary to provide the price of the call.) (d) We now assume a yearly interest rate r = 25%. We consider a Bermudan put option with strike price K = 10. It works like a standard put, but you can exercise it…arrow_forwardIn this problem, we consider a 2-period stock market model with evolution given in Fig. 1 below. Each period corresponds to one year (At = 1). The yearly interest rate is r = 1/3 = 33%. This model is a CRR model. 25 15 9 10 6 4 time Figure 1: Stock evolution for Problem 1. (a) Find the values of up and down factors u and d, and the risk-neutral probability q. (b) We consider a European put with strike price K the price of this option at time 0. == 16 and expiration T = 2 years. Find (c) Provide the number of shares of stock that the replicating portfolio contains at each pos- sible position. (d) You find this option available on the market for $2. What do you do? (Short answer.) (e) We consider an American put with strike price K = 16 and expiration T = 2 years. Find the price of this option at time 0 and describe the optimal exercising strategy. (f) We consider an American call with strike price K ○ = 16 and expiration T = 2 years. Find the price of this option at time 0 and describe…arrow_forward
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