The answer is taxable income. It alludes to the base whereupon a pay assess framework forces an expense. By and large, it incorporates a few or all things of salary and is lessened by costs and different derivations. The sums included as wage, costs, and different conclusions fluctuate by nation or framework.
Answer:
External funds needed = $40,000.
Explanation:
An increase in the firm's retained earnings (a component of the shareholder's equity) arises as a result of higher sales volume, thereby making the Asset = Liability + Shareholder's Equity Equation unbalanced.
Therefore, there must be an increment in the firm's assets by an equal amount in order to re balance the equation. If there is an increase in assets by a greater magnitude than retained earnings increment, the gap is filled by external financing (which is a liability and increases the liability component of the equation).
Net income = Sales * profit margin = $500000*10% = $50000
Dividend= Net income * payout ratio = $50000*20%= $10000
Increase in retained earnings = Net income - Dividend = $(50000-10000)
= $40000
Increase in assets = $80000
External funds needed = $(80000-40000) = $40,000.
Answer:
B. Augmented products.
Explanation:
An augmented product has been improved by its seller with added features or services to recognize it from a similar product offered by its rivals. Augmenting a product includes adding intangible benefits or additional items that go past the product itself.
The actual product is the core product, whereas given by the Plezion Movie Palace to its customers is the augmented product.
The proportion of the optimal risky portfolio that should be invested in stock A is 0%.
Using this formula
Stock A optimal risky portfolio=[(Wa-RFR )×SDB²]-[(Wb-RFR)×SDA×SDB×CC] ÷ [(Wa-RFR )×SDB²+(Wb-RFR)SDA²]- [(Wa-RFR +Wb-RFR )×SDA×SDB×CC]
Where:
Stock A Expected Return (Wa) =16%
Stock A Standard Deviation (SDA)= 18.0%
Stock B Expected Return (Wb)= 12%
Stock B Standard Deviation(SDB) = 3%
Correlation Coefficient for Stock A and B (CC) = 0.50
Risk Free rate of return(RFR) = 10%
Let plug in the formula
Stock A optimal risky portfolio=[(.16-.10)×.03²]-[(.12-.10)×.18×.03×0.50]÷ [(.16-.10 )×.03²+(.12-.10)×.18²]- [(.16-.10 +.12-.10 )×.18×.03×0.50]
Stock A optimal risky portfolio=(0.000054-0.000054)÷(0.000702-0.000216)
Stock A optimal risky portfolio=0÷0.000486×100%
Stock A optimal risky portfolio=0%
Inconclusion the proportion of the optimal risky portfolio that should be invested in stock A is 0%.
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