Mathematics for Elementary Teachers with Activities, Loose-Leaf Version Plus MyLab Math -- Access Card Package (5th Edition)
5th Edition
ISBN: 9780134800196
Author: Sybilla Beckmann
Publisher: PEARSON
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Chapter 1.2, Problem 12P
Using-1, -2, and -1.68 as examples, describe in your own words where negative numbers are located on a number line, based on the locations of 0 and 1.
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Chapter 1 Solutions
Mathematics for Elementary Teachers with Activities, Loose-Leaf Version Plus MyLab Math -- Access Card Package (5th Edition)
Ch. 1.1 - In your own words, discuss the connection between...Ch. 1.1 - If you give a child in kindergarten or first grade...Ch. 1.1 - For each of the following collections of small...Ch. 1.1 - In your own words, describe how you can use...Ch. 1.1 - In your own words, discuss the beginning ideas of...Ch. 1.1 - Children sometimes mistakenly read the number 1001...Ch. 1.1 - Explain why the bagged and loose toothpicks...Ch. 1.1 - Describe key features of the base-ten system....Ch. 1.1 - Draw number lines like the ones in Figure1.15 Plot...Ch. 1.1 - The students in Ms. Caven’s class have a large...
Ch. 1.2 - Suppose you want to show how the structure of the...Ch. 1.2 - Make math drawings of small bundled objects to...Ch. 1.2 - Describe and make drawings showing how to...Ch. 1.2 - Jerome says that the unlabeled tick mark on the...Ch. 1.2 - Students are sometimes uncertain about which zeros...Ch. 1.2 - Draw a number line on which the tick marks are...Ch. 1.2 - Draw a number line on which the long tick marks...Ch. 1.2 - Use a number line like the one in Figure 1.41 for...Ch. 1.2 - Cierral plots the decimal number 7.001 in the...Ch. 1.2 - Juan plots the decimal number 9.999 in the...Ch. 1.2 - For each number line in Figure 1.44 (a)-(d), draw...Ch. 1.2 - Using-1, -2, and -1.68 as examples, describe in...Ch. 1.2 - Students sometimes get confused about the...Ch. 1.2 - Draw a number line like the one in Figure 1.41 for...Ch. 1.2 - Explain why it is the case that whenever N is a...Ch. 1.3 - Explain in your own words why we compare numbers...Ch. 1.3 - Make a math drawing that shows bundled objects...Ch. 1.3 - Explain how to show which of 1.1 and 0.999 is...Ch. 1.3 - Some students have difficulty comparing decimals...Ch. 1.3 - Mary is labeling tick marks on a number line....Ch. 1.3 - Mark says that 0.178 is greater than 0.25. Why...Ch. 1.3 - Find a number between 3.24 and 3.241, if there is...Ch. 1.3 - Is there more than one decimal between 8.45 and...Ch. 1.3 - Find a number between 3.8 and 3.9, and plot all...Ch. 1.3 - For each of the following pairs of numbers, find a...Ch. 1.3 - Explain in two different ways why -8 < -5.Ch. 1.3 - Explain in two different ways why 3.251.4.Ch. 1.3 - Some students confuse decimals and negative...Ch. 1.3 - For each of the following pairs of numbers, find a...Ch. 1.3 - Describe an infinite list of decimals, all of...Ch. 1.3 - The smallest integer that is greater than 2 is 3....Ch. 1.3 - On the number line in Figure 1.55, assume that A...Ch. 1.3 - On the number line in Figure 1.55, assume that -A...Ch. 1.4 - Round 2.1349 to the nearest hundredth. Explain in...Ch. 1.4 - Round 27,003 to the nearest hundred. Explain in...Ch. 1.4 - Round 9995.2 to the nearest ten. Explain in your...Ch. 1.4 - Adam has made up his own method of rounding....Ch. 1.4 - The label on a snack food package says that one...Ch. 1.4 - The weight of an object is reported as 12,000...Ch. 1.4 - In a report, a population is given as 2700. Should...
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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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