Answer:
True
Explanation:
When a company as a framework to measure risk against, it can properly assess risk in different periods of time, depending of the risk score obtained within the framework.
This helps regulators because they can access an accurate primary information from the company itself (later on, they should probably compare that information against their own standards in order to prevent bias), and it also helps the company because it can see where it stands in terms of risk, which reduces uncertainty.
Answer:
dilation of the pupil and loss of accommodation
Explanation:
Mydriasis is the dilation of the pupil of the eye. The dilation causes vision to be blurry.
Cycloplegia on the other hand is the loss of accommodation of the pupil and it is caused by the paralysis of the cilliary muscle of the eye. This paralysis causes the eyes to lose its ability to focus on things nearby.
Looking at this two conditions from the administration of atropine, the expected outcome of the client is blurry vision and inability to focus or see things close by(farsightedness).
I hope this helps.
Answer:
c. Sales budget, budgeted income statement, budgeted balance sheet
Explanation:
First, we calculate the sales for the period. It would also calculatethe cash proceeds from sales, which will be useful for the balance sheet.
With that, we can plug sales revenue into the income statement and calcualte the net income.
And with the income statement, we can solve for retained earnings and build up the balance sheet. Among other data
Doing it in any other order, we are going to leave blanks and need to do the next one to fill them. In the proposed orde,r we do not need information from the subsequent budget to complete the previous one, which is good.
Answer:
Explanation:
Expected return of the portfolio is weighted average of the return of the components.
E(R) = w1 * R1 + w2 * R2
E(R) = 65% * 18% + 35% * 6%
E(R) = 11.70% + 2.10%
Expected Return, E(R) = 13.80%
Standard deviation of portfolio is mathematically represented as:
where
w1 = the proportion of the portfolio invested in Asset 1
w2 = the proportion of the portfolio invested in Asset 2
σ1 = Asset 1 standard deviation of return
σ2 = Asset 2 standard deviation of return
For risk free money market fund, standard deviation = 0 and its correlation with risky portfolio = 0
Standard deviation = 19.50%
