Fill in the blanks.
a. The solution set of the inequality
b. If
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EBK FINITE MATHEMATICS FOR THE MANAGERI
- 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). rdz, (b). dz (b). COS 2 coz dz, (z+1) (d). 之一 z 2 +2 dz, (e). dz (c). (2z + 1)2dz, (2z+1) 1 (f). £, · [e² sin = + (2² + 3)²] dz. z (22+3)2arrow_forwardLet G be a connected graph that does not have P4 or C3 as an induced subgraph (i.e.,G is P4, C3 free). Prove that G is a complete bipartite grapharrow_forward18.8. (a). Let be the contour z = e-≤0≤ traversed in the า -dz = 2xi. positive direction. Show that, for any real constant a, Lex dzarrow_forward
- Prove sufficiency of the condition for a graph to be bipartite that is, prove that if G hasno odd cycles then G is bipartite as follows:Assume that the statement is false and that G is an edge minimal counterexample. That is, Gsatisfies the conditions and is not bipartite but G − e is bipartite for any edge e. (Note thatthis is essentially induction, just using different terminology.) What does minimality say aboutconnectivity of G? Can G − e be disconnected? Explain why if there is an edge between twovertices in the same part of a bipartition of G − e then there is an odd cyclearrow_forwardLet G be a connected graph that does not have P4 or C4 as an induced subgraph (i.e.,G is P4, C4 free). Prove that G has a vertex adjacent to all othersarrow_forwardf(z) 18.7. Let f(z) = (e² + e³)/2. Evaluate dz, where y is any simple closed curve enclosing 0.arrow_forward
- We consider a one-period market with the following properties: the current stock priceis S0 = 4. At time T = 1 year, the stock has either moved up to S1 = 8 (with probability0.7) or down towards S1 = 2 (with probability 0.3). We consider a call option on thisstock with maturity T = 1 and strike price K = 5. The interest rate on the money marketis 25% yearly.(a) Find the replicating portfolio (φ, ψ) corresponding to this call option.(b) Find the risk-neutral (no-arbitrage) price of this call option.(c) We now consider a put option with maturity T = 1 and strike price K = 3 onthe same market. Find the risk-neutral price of this put option. Reminder: A putoption gives you the right to sell the stock for the strike price K.1(d) An investor with initial capital X0 = 0 wants to invest on this market. He buysα shares of the stock (or sells them if α is negative) and buys β call options (orsells them is β is negative). He invests the cash balance on the money market (orborrows if the amount is…arrow_forwardDetermine if the two statements are equivalent using a truth tablearrow_forwardUse Pascal's triangle to expand the binomial (6m+2)^2arrow_forward
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