Debbie has been diagnosed with major depressive disorder, recurrent. She wants to know what to expect in the future regarding her condition. the median lifetime number of major depressive episodes is Four. This is further explained below.
<h3>What is median?</h3>
Generally, median is simply defined as referring to, or indicating, a value or quantity that is located in the middle of a frequency distribution of observed values or quantities, with an equal chance of being either above or below it.
In conclusion, Debbie suffers from recurring major depressive illness. She wants to know what to anticipate in the future about her illness. The average number of major depressive episodes someone has in their lifetime is four.
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Answer:
They are;
1) Animal sacrificing
2) Superstition
2) Dowry Custom
4) Untouchability
5) Gender discrimination etc
Answer:
If your going at least 55mph it's true.
Explanation:
Other things held constant, if the expected inflation rate DECREASES, and investors also become MORE risk averse, the Security Market Line would shift in<u> have a steeper slope </u>manner.
<h3>What is the Security Market Line (SML)?</h3>
The security market line (SML) is the Capital Asset Pricing Model (CAPM). It gives the market’s expected return at different levels of systematic or market risk. It is also called the ‘characteristic line’ where the x-axis represents the asset’s beta or risk, and the y-axis represents the expected return.
<u>Security Market Line Equation</u>
The Equation is as follows:
SML: E(Ri) = Rf + βi [E(RM) – Rf]
In the above security market line formula:
- E(Ri) is the expected return on the security.
- Rf is the risk-free rate and represents the y-intercept of the SML.
- βi is a non-diversifiable or systematic risk. It is the most crucial factor in SML. We will discuss this in detail in this article.
- E(RM) is expected to return on market portfolio M.
- E(RM) – Rf is known as Market Risk Premium.
<u>Characteristics of the Security Market Line (SML) are as below:</u>
- SML is a good representation of investment opportunity cost, which combines the risk-free asset and the market portfolio.
- Zero-beta security or zero-beta portfolio has an expected return on the portfolio, which is equal to the risk-free rate.
- The slope of the Security Market Line is determined by the market risk premium, which is: (E(RM) – Rf). Higher the market risk premium steeper the slope and vice-versa
- All the assets which are correctly priced are represented on SML.
- The assets above the SML are undervalued as they give a higher expected return for a given amount of risk.
- The assets below the SML are overvalued as they have lower expected returns for the same amount of risk.
Therefore, we can conclude that the correct option is A.
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Answer:
In vivo desensitization.
Explanation:
The name that is given to a form of counterconditioning that trains the client to maintain a state of relaxation in the presence of anxiety-inducing stimuli is <em>in vivo desensitization</em>. In vivo desensitization is usually used to treat phobias in behavioral therapy. Desensitization is achieved through gradual exposure to anxiety-inducing stimuli.
