Chapter 5.1, Problem 4VRC

solving problem 1

Class, the class silues, and the class notes, whether the series does alternate and the absolute values of the terms decrease), and if the test does apply, determine whether the series converges or diverges. For the ith series, if the test does not apply the let Mi = 2, while if the test determines divergence then M¿ = 4, and if it determines convergence then M¿ = 8. 1: 2: 3 : 4: 5 : ∞ n=1 ∞ (−1)n+1. Σ(-1) +1 n=1 ∞ п 3m² +2 Σ(-1)+1 sin(2n). n=1 ∞ 2n² + 2n +3 4n2 +6 1 e-n + n² 3n23n+1 9n² +3 In(n + 1) 2n+1 Σ(-1) +1 n=1 ∞ Σ(-1)". n=1 Then the value of cos(M₁) + cos(2M2) + cos(3M3) + sin(2M4) + sin(M5) is 1.715 0.902 0.930 -1.647 -0.057 ● 2.013 1.141 4.274

3. FCX14) = x²+3xx-y3 +.

BH is tangent to circle A and DF is a diameter. I don't know where to go from here. May you help please?

A cylindrical chemical storage tank with a capacity of 950m3 is going to be constructed in a warehouse that is 11m by 14m with a height of 10m. The specifications call for the case to be made of sheet metal that costs $90/m2, the top to be made from sheet metal that costs $45/m2 and the wall to be made of sheet metal that costs $80/m2. If you want to minimize the cost to make the storage house, how much would you end up spending to build the tank?

Calculate the max value of the directional derivate

select bmw stock. you can assume the price of the stock

This problem is based on the fundamental option pricing formula for the continuous-time model developed in class, namely the value at time 0 of an option with maturity T and payoff F is given by: We consider the two options below: Fo= -rT = e Eq[F]. 1 A. An option with which you must buy a share of stock at expiration T = 1 for strike price K = So. B. An option with which you must buy a share of stock at expiration T = 1 for strike price K given by T K = T St dt. (Note that both options can have negative payoffs.) We use the continuous-time Black- Scholes model to price these options. Assume that the interest rate on the money market is r. (a) Using the fundamental option pricing formula, find the price of option A. (Hint: use the martingale properties developed in the lectures for the stock price process in order to calculate the expectations.) (b) Using the fundamental option pricing formula, find the price of option B. (c) Assuming the interest rate is very small (r ~0), use Taylor…

Question 1. Prove that the function f(x) = 2; f: (2,3] → R, is not uniformly continuous on (2,3].