Boiling point. The temperature at which water starts to boil is called its boiling point and is linearly related to the altitude. Water boils at 212°F at sea level and at 193 .6°F at an altitude of 10,000 feet. (A) Find a relationship of the form T = m x + b where T is degrees Fahrenheit and x is altitude in thousands of feet. (B) Find the boiling point at an altitude of 3,500 feet. (C) Find the altitude if the boiling point is 200°F . (D) Graph T and illustrate the answers to (B) and (C) on the graph.
Boiling point. The temperature at which water starts to boil is called its boiling point and is linearly related to the altitude. Water boils at 212°F at sea level and at 193 .6°F at an altitude of 10,000 feet. (A) Find a relationship of the form T = m x + b where T is degrees Fahrenheit and x is altitude in thousands of feet. (B) Find the boiling point at an altitude of 3,500 feet. (C) Find the altitude if the boiling point is 200°F . (D) Graph T and illustrate the answers to (B) and (C) on the graph.
Boiling point. The temperature at which water starts to boil is called its boiling point and is linearly related to the altitude. Water boils at
212°F
at sea level and at
193
.6°F
at an altitude of 10,000 feet.
(A) Find a relationship of the form
T
=
m
x
+
b
where
T
is degrees Fahrenheit and
x
is
altitude in thousands of feet.
(B) Find the boiling point at an altitude of 3,500 feet.
(C) Find the altitude if the boiling point is
200°F
.
(D) Graph
T
and illustrate the answers to (B) and (C) on the graph.
18.9. Let denote the boundary of the rectangle whose vertices are
-2-2i, 2-21, 2+i and -2+i in the positive direction. Evaluate each of
the following integrals:
(a).
之一
dz, (b).
dz, (b).
COS 2
coz dz,
dz
(z+1)
(d).
z 2 +2
dz, (e).
(c). (2z+1)zdz,
z+
1
(f). £,
· [e² sin = + (2² + 3)²] dz.
(2+3)2
We consider the one-period model studied in class as an example. Namely, we assumethat the current stock price is S0 = 10. At time T, the stock has either moved up toSt = 12 (with probability p = 0.6) or down towards St = 8 (with probability 1−p = 0.4).We consider a call option on this stock with maturity T and strike price K = 10. Theinterest rate on the money market is zero.As in class, we assume that you, as a customer, are willing to buy the call option on100 shares of stock for $120. The investor, who sold you the option, can adopt one of thefollowing strategies: Strategy 1: (seen in class) Buy 50 shares of stock and borrow $380. Strategy 2: Buy 55 shares of stock and borrow $430. Strategy 3: Buy 60 shares of stock and borrow $480. Strategy 4: Buy 40 shares of stock and borrow $280.(a) For each of strategies 2-4, describe the value of the investor’s portfolio at time 0,and at time T for each possible movement of the stock.(b) For each of strategies 2-4, does the investor have…
eric
pez
Xte
in
z=
Therefore, we have
(x, y, z)=(3.0000,
83.6.1 Exercise
Gauss-Seidel iteration with
Start with (x, y, z) = (0, 0, 0). Use the convergent Jacobi i
Tol=10 to solve the following systems:
1.
5x-y+z = 10
2x-8y-z=11
-x+y+4z=3
iteration (x
Assi 2
Assi 3.
4.
x-5y-z=-8
4x-y- z=13
2x - y-6z=-2
4x y + z = 7
4x-8y + z = -21
-2x+ y +5z = 15
4x + y - z=13
2x - y-6z=-2
x-5y- z=-8
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