EBK MATHEMATICS WITH APPLICATIONS IN TH
11th Edition
ISBN: 8220101336323
Author: MULLINS
Publisher: PEARSON
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Chapter 13, Problem 19RE
To determine
To calculate: The provided indefinite
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Tri-County Utilities, Inc., supplies natural gas to customers in a three-county area. The company purchases natural gas from two companies: Southern Gas and Northwest Gas.
Demand forecasts for the coming winter season are as follows: Hamilton County, 400 units; Butler County, 200 units; and Clermont County, 300 units. Contracts to provide the following quantities have been written: Southern Gas, 500 units; and Northwest Gas, 400 units. Distribution costs for the counties vary, depending upon the location of the suppliers. The distribution costs per unit (in thousands of dollars)
are as follows.
From
To
Hamilton Butler
Clermont
Southern Gas
10
20
15
Northwest Gas
12
15
18
(a) Develop a network representation of this problem. (Submit a file with a maximum size of 1 MB.)
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Comment:
(b) Develop a linear programming model that can be used to determine the plan that will minimize total distribution costs (in thousands of…
Use the method of undetermined coefficients to solve the given nonhomogeneous system.
dx
dt
=
2x + 3y − 8
dy
dt
=
−x − 2y + 6
X(t) =
As discussed in Section 8.3, the Markowitz model uses the variance of the portfolio as the measure of risk. However, variance includes deviations both below and above the mean return. Semivariance includes only deviations below the mean and is considered by many to be a better measure of risk.
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Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of 10%.
Assume
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ds ≥ R − Rs
with
ds ≥ 0.
Then make the objective function:
Min
1
5
5
s = 1
ds2.
Let
FS = proportion of portfolio invested in the foreign stock mutual fund
IB = proportion of portfolio invested in the intermediate-term bond fund
LG = proportion of portfolio invested in the large-cap growth fund
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Chapter 13 Solutions
EBK MATHEMATICS WITH APPLICATIONS IN TH
Ch. 13.1 - Checkpoint 1
Find an antiderivative for each of...Ch. 13.1 - Checkpoint 2
Find each of the...Ch. 13.1 - Prob. 3CPCh. 13.1 - Prob. 4CPCh. 13.1 - Prob. 5CPCh. 13.1 - Prob. 6CPCh. 13.1 - Prob. 7CPCh. 13.1 - Checkpoint 8
The marginal cost at a level of...Ch. 13.1 - 1. What must be true of F(x) and G(x) if both are...Ch. 13.1 - 2. How is the antiderivative of a function related...
Ch. 13.1 - 3. In your own words, describe what is meant by an...Ch. 13.1 - 4. Explain why the restriction is necessary in...Ch. 13.1 - Prob. 5ECh. 13.1 - Prob. 6ECh. 13.1 - Prob. 7ECh. 13.1 - Find each of the given antiderivatives. (See...Ch. 13.1 - Prob. 9ECh. 13.1 - Prob. 10ECh. 13.1 - Prob. 11ECh. 13.1 - Prob. 12ECh. 13.1 - Prob. 13ECh. 13.1 - Prob. 14ECh. 13.1 - Prob. 15ECh. 13.1 - Find each of the given antiderivatives. (See...Ch. 13.1 - Prob. 17ECh. 13.1 - Prob. 18ECh. 13.1 - Prob. 19ECh. 13.1 - Prob. 20ECh. 13.1 - Prob. 21ECh. 13.1 - Prob. 22ECh. 13.1 - Prob. 23ECh. 13.1 - Prob. 24ECh. 13.1 - Prob. 25ECh. 13.1 - Prob. 26ECh. 13.1 - Prob. 27ECh. 13.1 - Find each of the given antiderivatives. (See...Ch. 13.1 - Find each of the given antiderivatives. (See...Ch. 13.1 - Prob. 30ECh. 13.1 - Prob. 31ECh. 13.1 - Prob. 32ECh. 13.1 - Prob. 33ECh. 13.1 - Prob. 34ECh. 13.1 - Prob. 35ECh. 13.1 - Prob. 36ECh. 13.1 - Prob. 37ECh. 13.1 - Prob. 38ECh. 13.1 - Prob. 39ECh. 13.1 - Find each of the given antiderivatives. (See...Ch. 13.1 - Prob. 41ECh. 13.1 - Prob. 42ECh. 13.1 - 43. Find the equation of the curve whose tangent...Ch. 13.1 - 44. The slope of the tangent line to a curve is...Ch. 13.1 - Prob. 45ECh. 13.1 - Work the given problems. (See Examples 8 and 10.)...Ch. 13.1 - 47. NVIDIA Stock The semiconductor corporation...Ch. 13.1 - Prob. 48ECh. 13.1 - Work the given problems. (See Example...Ch. 13.1 - Work the given problems. (See Example...Ch. 13.1 - Prob. 51ECh. 13.1 - Prob. 52ECh. 13.1 - Prob. 53ECh. 13.1 - Prob. 54ECh. 13.1 - Prob. 55ECh. 13.1 - Prob. 56ECh. 13.1 - Prob. 57ECh. 13.1 - Prob. 58ECh. 13.2 - Checkpoint 1
Find du for the given...Ch. 13.2 - Prob. 2CPCh. 13.2 - Prob. 3CPCh. 13.2 - Prob. 4CPCh. 13.2 - Checkpoint 5
Find the given...Ch. 13.2 - Prob. 6CPCh. 13.2 - Prob. 7CPCh. 13.2 - Prob. 8CPCh. 13.2 - 1. Integration by substitution is related to what...Ch. 13.2 - 2. For each of the given integrals, decide what...Ch. 13.2 - Prob. 3ECh. 13.2 - Use substitution to find the given indefinite...Ch. 13.2 - Use substitution to find the given indefinite...Ch. 13.2 - Prob. 6ECh. 13.2 - Prob. 7ECh. 13.2 - Prob. 8ECh. 13.2 - Prob. 9ECh. 13.2 - Prob. 10ECh. 13.2 - Prob. 11ECh. 13.2 - Prob. 12ECh. 13.2 - Prob. 13ECh. 13.2 - Prob. 14ECh. 13.2 - Prob. 15ECh. 13.2 - Use substitution to find the given indefinite...Ch. 13.2 - Prob. 17ECh. 13.2 - Prob. 18ECh. 13.2 - Prob. 19ECh. 13.2 - Prob. 20ECh. 13.2 - Prob. 21ECh. 13.2 - Prob. 22ECh. 13.2 - Prob. 23ECh. 13.2 - Use substitution to find the given indefinite...Ch. 13.2 - Prob. 25ECh. 13.2 - Prob. 26ECh. 13.2 - Prob. 27ECh. 13.2 - Prob. 28ECh. 13.2 - Prob. 29ECh. 13.2 - Prob. 30ECh. 13.2 - Prob. 31ECh. 13.2 - Prob. 32ECh. 13.2 - Use substitution to find the given indefinite...Ch. 13.2 - Prob. 34ECh. 13.2 - Prob. 35ECh. 13.2 - Prob. 36ECh. 13.2 - Prob. 37ECh. 13.2 - Prob. 38ECh. 13.2 - Prob. 39ECh. 13.2 - Prob. 40ECh. 13.2 - Work these problems. Round the constant C to two...Ch. 13.2 - Prob. 42ECh. 13.2 - 43. Bicycle Shops The rate of change of the number...Ch. 13.2 - Prob. 44ECh. 13.2 - 45. Marginal Revenue The marginal revenue (in...Ch. 13.2 - Prob. 46ECh. 13.2 - Work these problems. Round the constant C to two...Ch. 13.2 - 48. Human Resources For Nike Inc., the rate of...Ch. 13.3 - Checkpoint 1 Find the antiderivative xe7xdx.Ch. 13.3 - Prob. 2CPCh. 13.3 - Prob. 3CPCh. 13.3 - Prob. 4CPCh. 13.3 - Prob. 5CPCh. 13.3 - Prob. 6CPCh. 13.3 - Prob. 1ECh. 13.3 - Prob. 2ECh. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Prob. 5ECh. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Prob. 7ECh. 13.3 - Prob. 8ECh. 13.3 - Prob. 9ECh. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Prob. 11ECh. 13.3 - Prob. 12ECh. 13.3 - Prob. 13ECh. 13.3 - Prob. 14ECh. 13.3 - Prob. 15ECh. 13.3 - Prob. 16ECh. 13.3 - Prob. 17ECh. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Find the given indefinite integrals. State whether...Ch. 13.3 - Prob. 20ECh. 13.3 - Prob. 21ECh. 13.3 - Prob. 22ECh. 13.3 - Prob. 23ECh. 13.3 - Prob. 24ECh. 13.3 - Prob. 25ECh. 13.3 - Find each indefinite integral. (See Example 4.)...Ch. 13.3 - Prob. 27ECh. 13.3 - Prob. 28ECh. 13.3 - Prob. 29ECh. 13.3 - Find each indefinite integral. (See Example 4.)...Ch. 13.3 - Prob. 31ECh. 13.3 - Find each indefinite integral. (See Example 4.)...Ch. 13.3 - Prob. 33ECh. 13.3 - Prob. 34ECh. 13.3 - Prob. 35ECh. 13.3 - Prob. 36ECh. 13.3 - Velocity Work these exercises. (See Example...Ch. 13.3 - Velocity Work these exercises. (See Example 5.) A...Ch. 13.3 - Prob. 39ECh. 13.3 - Prob. 40ECh. 13.3 - Prob. 41ECh. 13.3 - Velocity Work these exercises. (See Example 5.)...Ch. 13.3 - Prob. 43ECh. 13.3 - Prob. 44ECh. 13.3 - Prob. 45ECh. 13.3 - Work these exercises (See Example 6.) Total...Ch. 13.3 - Prob. 47ECh. 13.3 - Prob. 48ECh. 13.3 - Work these exercises (See Example 6.)
49. Pharmacy...Ch. 13.3 - Work these exercises (See Example...Ch. 13.4 - Checkpoint 1
Use figure 13.3 to estimate the...Ch. 13.4 - Prob. 2CPCh. 13.4 - Checkpoint 5
If the marginal revenue from selling...Ch. 13.4 - Prob. 1ECh. 13.4 - In Exercises 1–4, estimate the required areas by...Ch. 13.4 - Prob. 3ECh. 13.4 - In Exercises 1–4, estimate the required areas by...Ch. 13.4 - 5. Explain the difference between an indefinite...Ch. 13.4 - 6. Complete the following statement:
where
Ch. 13.4 - Prob. 7ECh. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - Approximate the area under each curve and above...Ch. 13.4 - 15. Find by using the formula for the area of a...Ch. 13.4 - Prob. 16ECh. 13.4 - Prob. 17ECh. 13.4 - Use the numerical integration feature on a...Ch. 13.4 - Prob. 19ECh. 13.4 - Prob. 20ECh. 13.4 - Prob. 21ECh. 13.4 - Prob. 22ECh. 13.4 - Prob. 23ECh. 13.4 - Prob. 24ECh. 13.4 - Business A marginal revenue function MR(x) (in...Ch. 13.4 - Business A marginal revenue function MR(x) (in...Ch. 13.4 - 27. Distance Traveled An insurance company...Ch. 13.4 - Prob. 29ECh. 13.4 - 30. Estimate the distance traveled by the car in...Ch. 13.4 - Prob. 28ECh. 13.5 - Checkpoint 1
Let
Find the following.
(a)
(b)
Ch. 13.5 - Prob. 2CPCh. 13.5 - Checkpoint 3
Evaluate each definite...Ch. 13.5 - Checkpoint 4
Evaluate the given...Ch. 13.5 - Checkpoint 5
Find
Ch. 13.5 - Checkpoint 6
Find each shaded area.
(a)
(b)
Ch. 13.5 - Checkpoint 7 Use the function in Example 7 to find...Ch. 13.5 - Prob. 8CPCh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 6ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 9ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 11ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 13ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 15ECh. 13.5 - Prob. 16ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 19ECh. 13.5 - Prob. 20ECh. 13.5 - Prob. 21ECh. 13.5 - Evaluate each of the given definite integrals....Ch. 13.5 - Prob. 23ECh. 13.5 - Prob. 24ECh. 13.5 - Prob. 25ECh. 13.5 - Prob. 26ECh. 13.5 - Prob. 27ECh. 13.5 - Prob. 28ECh. 13.5 - Prob. 29ECh. 13.5 - Prob. 30ECh. 13.5 - Prob. 31ECh. 13.5 - Prob. 32ECh. 13.5 - Find the area of each shaded region. (See Examples...Ch. 13.5 - Find the area of each shaded region. (See Examples...Ch. 13.5 - Prob. 35ECh. 13.5 - Prob. 36ECh. 13.5 - Prob. 37ECh. 13.5 - Prob. 38ECh. 13.5 - Prob. 39ECh. 13.5 - Prob. 40ECh. 13.5 - Prob. 41ECh. 13.5 - Prob. 42ECh. 13.5 - Prob. 43ECh. 13.5 - Prob. 44ECh. 13.5 - Prob. 45ECh. 13.5 - Prob. 46ECh. 13.5 - Prob. 47ECh. 13.5 - Prob. 48ECh. 13.5 - Prob. 49ECh. 13.5 - Prob. 50ECh. 13.5 - Prob. 51ECh. 13.5 - Prob. 52ECh. 13.5 - Prob. 53ECh. 13.5 - Hospital Care The expenditure rate on hospital...Ch. 13.5 - Prob. 55ECh. 13.5 - Natural Gas The rate at which natural gas was...Ch. 13.5 - Prob. 58ECh. 13.5 - Prob. 59ECh. 13.5 - Prob. 60ECh. 13.5 - Prob. 61ECh. 13.5 - Prob. 62ECh. 13.5 - Prob. 63ECh. 13.5 - Prob. 64ECh. 13.6 - Checkpoint 1
In Example 1, find the total repair...Ch. 13.6 - Prob. 2CPCh. 13.6 - Prob. 3CPCh. 13.6 - Prob. 4CPCh. 13.6 - Prob. 5CPCh. 13.6 - Prob. 6CPCh. 13.6 - Prob. 7CPCh. 13.6 - 1. A car-leasing firm must decide how much to...Ch. 13.6 - Prob. 2ECh. 13.6 - Prob. 3ECh. 13.6 - Prob. 4ECh. 13.6 - Work the given exercises. (See Examples 1 and 2.)...Ch. 13.6 - Work the given exercises. (See Examples 1 and...Ch. 13.6 - Prob. 7ECh. 13.6 - Prob. 8ECh. 13.6 - Prob. 9ECh. 13.6 - Prob. 10ECh. 13.6 - Prob. 11ECh. 13.6 - Prob. 12ECh. 13.6 - Prob. 13ECh. 13.6 - Prob. 14ECh. 13.6 - Prob. 15ECh. 13.6 - Find the area between the two curves. (See Example...Ch. 13.6 - Find the area between the two curves. (See Example...Ch. 13.6 - Find the area between the two curves. (See Example...Ch. 13.6 - Prob. 19ECh. 13.6 - Prob. 20ECh. 13.6 - Prob. 21ECh. 13.6 - Prob. 22ECh. 13.6 - Prob. 23ECh. 13.6 - 24. Natural Science A new smog-control device will...Ch. 13.6 - Prob. 25ECh. 13.6 - Prob. 26ECh. 13.6 - Prob. 27ECh. 13.6 - 28. Business The rate of expenditure (in dollars...Ch. 13.6 - Prob. 29ECh. 13.6 - 30. Natural Science Suppose that, over a 4-hour...Ch. 13.6 - Prob. 31ECh. 13.6 - Present Value Work these exercises. (See Example...Ch. 13.6 - Prob. 33ECh. 13.6 - Prob. 34ECh. 13.6 - Prob. 35ECh. 13.6 - Present Value Work these exercises. (See Example...Ch. 13.6 - Prob. 37ECh. 13.6 - Business Work the given supply-and-demand...Ch. 13.6 - Prob. 39ECh. 13.6 - Prob. 40ECh. 13.6 - Prob. 41ECh. 13.6 - Prob. 42ECh. 13.6 - Prob. 43ECh. 13.6 - Business Work the given supply-and-demand...Ch. 13.7 - Checkpoint 1 Find the particular solution in...Ch. 13.7 - Prob. 2CPCh. 13.7 - Prob. 3CPCh. 13.7 - Prob. 4CPCh. 13.7 - Prob. 5CPCh. 13.7 - Prob. 6CPCh. 13.7 - Prob. 7CPCh. 13.7 - Prob. 8CPCh. 13.7 - Find general solutions for the given differential...Ch. 13.7 - Prob. 2ECh. 13.7 - Prob. 3ECh. 13.7 - Prob. 4ECh. 13.7 - Prob. 5ECh. 13.7 - Prob. 6ECh. 13.7 - Find general solutions for the given differential...Ch. 13.7 - Prob. 8ECh. 13.7 - Prob. 9ECh. 13.7 - Prob. 10ECh. 13.7 - Prob. 11ECh. 13.7 - Prob. 12ECh. 13.7 - Find general solutions for the given differential...Ch. 13.7 - Prob. 14ECh. 13.7 - Prob. 15ECh. 13.7 - Prob. 16ECh. 13.7 - Prob. 17ECh. 13.7 - Prob. 18ECh. 13.7 - Prob. 19ECh. 13.7 - Prob. 20ECh. 13.7 - Prob. 21ECh. 13.7 - Prob. 22ECh. 13.7 - Prob. 23ECh. 13.7 - Prob. 24ECh. 13.7 - Prob. 25ECh. 13.7 - Prob. 26ECh. 13.7 - Prob. 27ECh. 13.7 - Find particular solutions for the given equations....Ch. 13.7 - Prob. 29ECh. 13.7 - Prob. 30ECh. 13.7 - Find particular solutions for the given equations....Ch. 13.7 - Prob. 32ECh. 13.7 - Prob. 33ECh. 13.7 - Prob. 34ECh. 13.7 - 35. Business The marginal productivity of a...Ch. 13.7 - Prob. 36ECh. 13.7 - Prob. 37ECh. 13.7 - Prob. 38ECh. 13.7 - Prob. 39ECh. 13.7 - Prob. 40ECh. 13.7 - 41. Business Sales of a particular product have...Ch. 13.7 - Prob. 42ECh. 13.7 - Prob. 43ECh. 13.7 - Prob. 44ECh. 13.7 - Prob. 45ECh. 13.7 - Prob. 46ECh. 13.7 - Prob. 47ECh. 13.7 - Prob. 48ECh. 13.7 - Prob. 49ECh. 13.7 - Prob. 50ECh. 13 - Prob. 1RECh. 13 - Prob. 2RECh. 13 - Prob. 3RECh. 13 - Prob. 4RECh. 13 - Prob. 5RECh. 13 - Prob. 6RECh. 13 - Prob. 7RECh. 13 - Prob. 8RECh. 13 - Prob. 9RECh. 13 - Prob. 10RECh. 13 - Prob. 11RECh. 13 - Prob. 12RECh. 13 - Prob. 13RECh. 13 - Prob. 14RECh. 13 - Prob. 15RECh. 13 - Prob. 16RECh. 13 - Prob. 17RECh. 13 - Prob. 18RECh. 13 - Prob. 19RECh. 13 - Prob. 20RECh. 13 - Prob. 21RECh. 13 - Prob. 22RECh. 13 - Prob. 23RECh. 13 - Prob. 24RECh. 13 - Prob. 25RECh. 13 - Prob. 26RECh. 13 - Prob. 27RECh. 13 - Prob. 28RECh. 13 - Prob. 29RECh. 13 - Prob. 30RECh. 13 - Prob. 31RECh. 13 - Prob. 32RECh. 13 - Prob. 33RECh. 13 - Prob. 34RECh. 13 - Prob. 36RECh. 13 - Prob. 37RECh. 13 - Prob. 38RECh. 13 - Prob. 39RECh. 13 - Prob. 40RECh. 13 - Prob. 41RECh. 13 - Prob. 42RECh. 13 - Prob. 43RECh. 13 - Prob. 44RECh. 13 - Prob. 45RECh. 13 - Prob. 46RECh. 13 - Prob. 47RECh. 13 - Prob. 48RECh. 13 - Prob. 49RECh. 13 - Prob. 50RECh. 13 - Prob. 51RECh. 13 - Prob. 52RECh. 13 - Prob. 53RECh. 13 - Prob. 55RECh. 13 - Prob. 56RECh. 13 - Prob. 59RECh. 13 - Prob. 60RECh. 13 - Prob. 61RECh. 13 - Prob. 62RECh. 13 - Prob. 63RECh. 13 - Prob. 54RECh. 13 - Prob. 69RECh. 13 - Prob. 35RECh. 13 - Prob. 57RECh. 13 - Prob. 58RECh. 13 - Prob. 71RECh. 13 - Prob. 64RECh. 13 - Prob. 65RECh. 13 - Prob. 66RECh. 13 - Prob. 67RECh. 13 - Prob. 68RECh. 13 - Prob. 75RECh. 13 - Prob. 77RECh. 13 - Prob. 78RECh. 13 - Work the given exercises. Population Growth The...Ch. 13 - Prob. 73RECh. 13 - Prob. 74RECh. 13 - Prob. 76RECh. 13 - Prob. 79RECh. 13 - Prob. 80RECh. 13 - Prob. 81RECh. 13 - Prob. 82RECh. 13 - Prob. 83RECh. 13 - Prob. 84RECh. 13 - Prob. 85RECh. 13 - Prob. 86RECh. 13 - Prob. 87RECh. 13 - Prob. 88RECh. 13 - Prob. 89RECh. 13 - Prob. 90RECh. 13 - Prob. 1CECh. 13 - Prob. 2CECh. 13 - Prob. 3CECh. 13 - Prob. 4CE
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- Problem 4. Margrabe formula and the Greeks (20 pts) In the homework, we determined the Margrabe formula for the price of an option allowing you to swap an x-stock for a y-stock at time T. For stocks with initial values xo, yo, common volatility σ and correlation p, the formula was given by Fo=yo (d+)-x0Þ(d_), where In (±² Ꭲ d+ õ√T and σ = σ√√√2(1 - p). дго (a) We want to determine a "Greek" for ỡ on the option: find a formula for θα (b) Is дго θα positive or negative? (c) We consider a situation in which the correlation p between the two stocks increases: what can you say about the price Fo? (d) Assume that yo< xo and p = 1. What is the price of the option?arrow_forwardThe Course Name Real Analysis please Solve questions by Real Analysisarrow_forwardWe consider a 4-dimensional stock price model given (under P) by dẴ₁ = µ· Xt dt + йt · ΣdŴt where (W) is an n-dimensional Brownian motion, π = (0.02, 0.01, -0.02, 0.05), 0.2 0 0 0 0.3 0.4 0 0 Σ= -0.1 -4a За 0 0.2 0.4 -0.1 0.2) and a E R. We assume that ☑0 = (1, 1, 1, 1) and that the interest rate on the market is r = 0.02. (a) Give a condition on a that would make stock #3 be the one with largest volatility. (b) Find the diversification coefficient for this portfolio as a function of a. (c) Determine the maximum diversification coefficient d that you could reach by varying the value of a? 2arrow_forward
- Question 1. Your manager asks you to explain why the Black-Scholes model may be inappro- priate for pricing options in practice. Give one reason that would substantiate this claim? Question 2. We consider stock #1 and stock #2 in the model of Problem 2. Your manager asks you to pick only one of them to invest in based on the model provided. Which one do you choose and why ? Question 3. Let (St) to be an asset modeled by the Black-Scholes SDE. Let Ft be the price at time t of a European put with maturity T and strike price K. Then, the discounted option price process (ert Ft) t20 is a martingale. True or False? (Explain your answer.) Question 4. You are considering pricing an American put option using a Black-Scholes model for the underlying stock. An explicit formula for the price doesn't exist. In just a few words (no more than 2 sentences), explain how you would proceed to price it. Question 5. We model a short rate with a Ho-Lee model drt = ln(1+t) dt +2dWt. Then the interest rate…arrow_forwardIn this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0 given (under the measure P) by d.St 0.03 St dt + 0.2 St dwt, with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to price an option on this stock (which we name cubic put). This option is European-type, with maturity 3 months (i.e. T = 0.25 years), and payoff given by F = (8-5)+ (a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure Q. (You don't need to prove it, simply give the answer.) (b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2. (c) Let X = S. Find the Stochastic Differential Equation satisfied by the process (Xt) under the measure Q. (d) Find an explicit expression for X₁ = S3 under measure Q. (e) Using the results above, find the price of the cubic put option mentioned above. (f) Is the price in (e) the same as in question (b)? (Explain why.)arrow_forward3. Consider the polynomial equation 6-iz+7z² - iz³ +z = 0 for which the roots are 3i, -2i, -i, and i. (a) Verify the relations between this roots and the coefficients of the polynomial. (b) Find the annulus region in which the roots lie.arrow_forward
- The managing director of a consulting group has the accompanying monthly data on total overhead costs and professional labor hours to bill to clients. Complete parts a through c. Question content area bottom Part 1 a. Develop a simple linear regression model between billable hours and overhead costs. Overhead Costsequals=212495.2212495.2plus+left parenthesis 42.4857 right parenthesis42.485742.4857times×Billable Hours (Round the constant to one decimal place as needed. Round the coefficient to four decimal places as needed. Do not include the $ symbol in your answers.) Part 2 b. Interpret the coefficients of your regression model. Specifically, what does the fixed component of the model mean to the consulting firm? Interpret the fixed term, b 0b0, if appropriate. Choose the correct answer below. A. The value of b 0b0 is the predicted billable hours for an overhead cost of 0 dollars. B. It is not appropriate to interpret b 0b0, because its value…arrow_forward3. Consider the polynomial equation 6-iz+7z2-iz³ +z = 0 for which the roots are 3i, -2i, -i, and i. (a) Verify the relations between this roots and the coefficients of the polynomial. (b) Find the annulus region in which the roots lie.arrow_forwardWrite the equation of the trigonometric function shown in the graph. LO 5 4 3 2 1 y -5 -5 4 8 8 500 -1 -2 -3 -4 -5 x 5 15л 5л 25л 15л 35π 5л 4 8 2 8 4 8arrow_forward
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