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4 years ago

Problem page what kind of intermolecular forces act between a dichlorine monoxide molecule and a hydrogen bromide molecule?

Chemistry

2 answers:

stich3 [128]4 years ago

6 0

Answer:

Intermolecular forces present between $Cl_{2}O and HBr$ are- London force and ion-dipole force.

Explanation:

All molecules contain electrons. Therefore London dispersion force is present between all molecules.

$Cl_{2}O$ is an angular molecule. Also oxygen atom is more electronegative than Cl atom. Therefore $Cl_{2}O$ is dipolar.

HBr is a strong acid. Therefore it is dissociated completely to give $H^{+} and Br^{-}$ .

Hence an ion-dipole attractive force operates between dipolar $Cl_{2}O$ and $H^{+} and Br^{-}$ ions.

marta [7]4 years ago

5 0

Dichlorine monoxide has the same structure like that of water. So, this is a polar molecule. For polar molecules, the dominant intermolecular force would be dipole-dipole forces. For HBr, there is a force between two oppositely charged ions, H⁺ and Br⁻. So, the dominant intermolecular force is electrostatic attraction.

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Which daughter element is produced from the beta decay of 89/36 kr

Vesnalui [34]

Answer:

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Explanation:

just the facts

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4 years ago

PLEASE HELP!!!

poizon [28]

The net ionic equation of the reaction is:

Pb²⁺ (aq) +2 I⁻ (aq) → PbI2(s)

<h3>What are net ionic equations?</h3>

Net ionic equations are equations where ions which remain in solution known as spectator ions are not shown in the equation. Only ions involved in formation of product are shown.

In the given equation, sodium and nitrate ions are spectator ions.

The net ionic equation of the given reaction is as follows:

Pb²⁺ (aq) +2 I⁻ (aq) → PbI2(s)

In conclusion, spectator ions are not shown in net ionic equation.

Learn more about net ionic equations at: brainly.com/question/19705645
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2 years ago

The "break-even" interest rate for year n that equates the return on an n-period zero-coupon bond to that of an n - 1 - period z

kozerog [31]

The "break-even" interest rate for year n that equates the return on an n-period zero-coupon bond to that of an n - 1 - period zero-coupon bond rolled over into a one-year bond in year n is defined as the forward rate.

A forward rate is a specified price agreed by all parties involved for the delivery of a good at a specific date in the future. The use of forward rates can be speculative if a buyer believes the future price of a good will be greater than the current forward rate. Alternatively, sellers use forward rates to mitigate the risk that the future price of a good materially decreases.

Regardless of the prevailing spot rate at the time the forward rate meets maturity, the agreed-upon contract is executed at the forward rate. For example, on January 1st, the spot rate of a case of iceberg lettuce is $50. The restaurant and the farmer agree to the delivery of 100 cases of iceberg lettuce on July 1st at a forward rate of $55 per case. On July 1st, even if the price per case has decreased to $45/case or increased to $65/case, the contract will proceed at $55/case.

To extract the forward rate, we need the zero-coupon yield curve.

We are trying to find the future interest rate $r_{1,2}}{\displaystyle r_{1,2}$ for time period

$(t_{1},t_{2})}(t_1, t_2), {\displaystyle t_{1}}t_{1$ and $t_{2}}t_{2$ expressed in years, given the rate $r_{1}}r_{1$ for

time period ${\displaystyle (0,t_{1})}(0, t_1)$ and rate $r_{2}}r_{2$ for time period ${\displaystyle (0,t_{2})}(0, t_2)$ . To do this, we use the property that the proceeds from investing at rate $r_{1}}r_{1$ for

time period ${\displaystyle (0,t_{1})}(0, t_1)$ and then reinvesting those proceeds at rate

$r_{1,2}}{\displaystyle r_{1,2}$ for time period ${\displaystyle (t_{1},t_{2})}(t_1, t_2)$ is equal to the proceeds from

investing at rate $r_{2}}r_{2$ for time period ${\displaystyle (0,t_{2})}(0, t_2)$ .

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2 years ago

HELP! 100 points if you give a valid answer and brainliest if it's detailed!

Anni [7]

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3 years ago

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Artyom0805 [142]

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