Calculus Volume 1
1st Edition
ISBN: 9781630182014
Author: Gilbert Strang, Edwin Jed Herman
Publisher: OpenStax College.
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Textbook Question
Chapter 1.4, Problem 199E
For the following exercises, use composition to determine which pairs of functions are inverses.
199.
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Chapter 1 Solutions
Calculus Volume 1
Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, (a) determine the...Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the values for...
Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the values for...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, find the domain,...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, set up a table to...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, use the vertical line...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - For the following exercises, for each pair of...Ch. 1.1 - The table below lists the NBA championship winners...Ch. 1.1 - The area A of a square depends on the length of...Ch. 1.1 - [T] The volume of a cube depends on the length of...Ch. 1.1 - [T] A rental car company rents cars for a flat fee...Ch. 1.1 - [T] A vehicle has a 20-gal tank and gets 15 mpg....Ch. 1.1 - [T] The volume V of a sphere depends on the length...Ch. 1.1 - [T] A certain bacterium grows in culture in a...Ch. 1.1 - [T] An American tourist visits Paris and must...Ch. 1.1 - [T] The manager at a skateboard shop pays his...Ch. 1.1 - Use a graphing calculator to graph the half-circle...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, for each pair of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, write the equation of...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each linear...Ch. 1.2 - For the following exercises, for each polynomial,...Ch. 1.2 - For the following exercises, for each polynomial,...Ch. 1.2 - For the following exercises, for each polynomial,...Ch. 1.2 - For the following exercises, for each polynomial,...Ch. 1.2 - For the following exercises, for each polynomial,...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, use the graph of...Ch. 1.2 - For the following exercises, for each of the...Ch. 1.2 - For the following exercises, for each of the...Ch. 1.2 - For the following exercises, for each of the...Ch. 1.2 - For the following exercises, for each of the...Ch. 1.2 - For the following exercises, determine whether the...Ch. 1.2 - For the following exercises, determine whether the...Ch. 1.2 - For the following exercises, determine whether the...Ch. 1.2 - For the following exercises, determine whether the...Ch. 1.2 - For the following exercises, determine whether the...Ch. 1.2 - [T] A company purchases some computer equipment...Ch. 1.2 - [T] Total online shopping during the Christmas...Ch. 1.2 - [T] A family bakery makes cupcakes and sells them...Ch. 1.2 - [T] A house purchased for $250,000 is expected to...Ch. 1.2 - [T] A car was purchased for $26,000. The value of...Ch. 1.2 - [T] A condominium in an upscale part of the city...Ch. 1.2 - [T] The total cost C (in thousands of dollars) to...Ch. 1.2 - [T] A professor asks her class to report the...Ch. 1.2 - [T] The output (as a percent of total capacity) of...Ch. 1.2 - [T] The admissions office at a public university...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - For the following exercises, convert each angle in...Ch. 1.3 - Evaluate the following functional values. 123....Ch. 1.3 - Evaluate the following functional values. 124....Ch. 1.3 - Evaluate the following functional values. 125....Ch. 1.3 - Evaluate the following functional values. 126....Ch. 1.3 - Evaluate the following functional values. 127....Ch. 1.3 - Evaluate the following functional values. 128....Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, consider triangle...Ch. 1.3 - For the following exercises, P is a point on the...Ch. 1.3 - For the following exercises, P is a point on the...Ch. 1.3 - For the following exercises, P is a point on the...Ch. 1.3 - For the following exercises, P is a point on the...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, simplify each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, verify that each...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, solve the...Ch. 1.3 - For the following exercises, each graph is of the...Ch. 1.3 - For the following exercises, each graph is of the...Ch. 1.3 - For the following exercises, each graph is of the...Ch. 1.3 - For the following exercises, each graph is of the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - For the following exercises, find a. the...Ch. 1.3 - [T] The diameter of a wheel rolling on the ground...Ch. 1.3 - [T] Find the length of the arc intercepted by...Ch. 1.3 - [T] As a point P moves around a circle, the...Ch. 1.3 - [T] A total of 250,000 m2 of land is needed to...Ch. 1.3 - [T] The area of an isosceles triangle with equal...Ch. 1.3 - [T] A panicle travels in a circular path at a...Ch. 1.3 - [T] An alternating current for outlets in a home...Ch. 1.3 - [T] The number of hours of daylight in a northeast...Ch. 1.3 - [T] Suppose that T=50+10sin[12(t8)] is a...Ch. 1.3 - [T] The function H(t)=8sin(6t) models the height H...Ch. 1.4 - Consider the graph in Figure 1.42 of the function...Ch. 1.4 - Now consider other graphs of the form...Ch. 1.4 - Repeat for A = 1, B = 2. Is there any relationship...Ch. 1.4 - Complete the following table, adding a few choices...Ch. 1.4 - 5. Try to figure out the formula for the y-values.Ch. 1.4 - 6. The formula for the x-values is a little...Ch. 1.4 - 7. If you found formulas for parts (5) and (6),...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, use the horizontal...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, a. find the inverse...Ch. 1.4 - For the following exercises, use the graph of f...Ch. 1.4 - For the following exercises, use the graph of f...Ch. 1.4 - For the following exercises, use the graph of f...Ch. 1.4 - For the following exercises, use the graph of f to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, use composition to...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - For the following exercises, evaluate the...Ch. 1.4 - The function C=T(F)=(5/9)(F32) converts degrees...Ch. 1.4 - [T] The velocity V (in centimeters per second) of...Ch. 1.4 - A function that converts dress sizes in the United...Ch. 1.4 - [T] The cost to remove a toxin from a lake is...Ch. 1.4 - [T] A race car is accelerating at a velocity given...Ch. 1.4 - [T] An airplane’s Mach number M is the ratio of...Ch. 1.4 - [T] Using =2sin1(1M) , find the Mach number M for...Ch. 1.4 - [T] The temperature (in degrees Celsius) of a city...Ch. 1.4 - [T] The depth (in feet) of water at a dock changes...Ch. 1.4 - [T] All object moving in simple harmonic motion is...Ch. 1.4 - A local art gallery has a portrait 3 ft in height...Ch. 1.4 - [T] Use a calculator to evaluate...Ch. 1.4 - [T] Use a calculator to evaluate...Ch. 1.5 - For the following exercises, evaluate the given...Ch. 1.5 - For the following exercises, evaluate the given...Ch. 1.5 - For the following exercises, evaluate the given...Ch. 1.5 - For the following exercises, evaluate the given...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, match the exponential...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, write the equation in...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, sketch the graph of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, use properties of...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the exponential...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, solve the logarithmic...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - For the following exercises, rise the...Ch. 1.5 - Rewrite the following expressions in terms of...Ch. 1.5 - [T] The number of bacteria N in a culture after t...Ch. 1.5 - [T] The demand D (in millions of barrels) for oil...Ch. 1.5 - [T] The amount A of a $100,000 investment paying...Ch. 1.5 - [T] An investment is compounded monthly,...Ch. 1.5 - [T] The concentration of hydrogen ions in a...Ch. 1.5 - [T] Iodine-131 is a radioactive substance that...Ch. 1.5 - [T] According to the World Bank, at the end of...Ch. 1.5 - [T] The amount A accumulated after 1000 dollar’s...Ch. 1.5 - [T] A bacterial colony grown in a lab is known to...Ch. 1.5 - [T] The rabbit population on a game reserve...Ch. 1.5 - [T] The 1906 earthquake in Sail Francisco had a...Ch. 1 - True or False? Justify your answer with a proof or...Ch. 1 - True or False? Justify your answer with a proof or...Ch. 1 - True or False? Justify your answer with a proof or...Ch. 1 - True or False? Justify your answer with a proof or...Ch. 1 - For the following problems, state the domain and...Ch. 1 - For the following problems, state the domain and...Ch. 1 - For the following problems, state the domain and...Ch. 1 - For the following problems, state the domain and...Ch. 1 - Find the degree, y-intercept, and zeros for the...Ch. 1 - Find the degree, y-intercept, and zeros for the...Ch. 1 - Simplify the following trigonometric expressions....Ch. 1 - Simplify the following trigonometric expressions....Ch. 1 - Solve the following trigonometric equations on the...Ch. 1 - Solve the following trigonometric equations on the...Ch. 1 - Solve the following logarithmic equations. 324....Ch. 1 - wSolve the following logarithmic equations. 325....Ch. 1 - Are the following functions one-to-one over their...Ch. 1 - Are the following functions one-to-one over their...Ch. 1 - For the following problems, determine the largest...Ch. 1 - For the following problems, determine the largest...Ch. 1 - A car is racing along a circular track with...Ch. 1 - For the following problems, consider a restaurant...Ch. 1 - For the following problems, consider a restaurant...Ch. 1 - For the following problems, consider a restaurant...Ch. 1 - For the following problems, consider a restaurant...Ch. 1 - For the following problems, consider radioactive...Ch. 1 - For the following problems, consider radioactive...
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- 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. (a) Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of 10%. Assume that the five planning scenarios in the Hauck Financial Services model are equally likely to occur. Hint: Modify model (8.10)–(8.19). Define a variable ds for each scenario and let 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 LV = proportion of portfolio invested in the large-cap value fund…arrow_forwardCalculus lll May I please have the blank lines completed, and final statement defined as a result? Thank you for the support!arrow_forwardFor each month of the year, Taylor collected the average high temperatures in Jackson, Mississippi. He used the data to create the histogram shown. Which set of data did he use to create the histogram? A 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92\ 55,\ 60,\ 64,\ 72,\ 73,\ 75,\ 77,\ 81,\ 83,\ 91,\ 91,\ 92 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92 B 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91\ 55,\ 57,\ 60,\ 65,\ 70,\ 71,\ 78,\ 79,\ 85,\ 86,\ 88,\ 91 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91 C 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93\ 55,\ 60,\ 63,\ 64,\ 65,\ 71,\ 83,\ 87,\ 88,\ 88,\ 89,\ 93 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93 D 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91\ 55,\ 58,\ 60,\ 66,\ 68,\ 75,\ 77,\ 82,\ 86,\ 89,\ 91,\ 91 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91arrow_forward
- In 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_forwardProblem 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_forward
- We 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_forwardQuestion 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_forward
- 3. 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_forwardThe 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_forward
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