Answer:
This question requires us to calculate cash flows from operations and net income. Each of them is calculated as follow.
Cash flows from operations
Cash flow from operation comprises of cash generated or spend on core business related purchase and sale. It will be calculated as follow.
Cash from operations = 25,000 - 100,000 =($ 75,000).
Net income
Net income will be calculated using simple cashflow equation given below.
Closing cash balance = opening cashflow + net income + depreciation + cash flow from operations + cash flow investment + cash flow finance
25,000 = 55,000 + net income + 10,000 - 75,000 - 250,000 + 170,000
Net income = 115,000
Independent Regulatory Boards and Commissions, Government organizations that direct different businesses, businesses or financial segments. They are shaped and concurred by power by Congress to control a particular industry, and there are 38 of these offices some of which includes the FCC and the FAA
A.limited supply hope that helps
Answer:
A. elastic.
Explanation:
Elasticity of demand measures the responsiveness of quantity demanded to changes in price.
Demand is elastic when a change in price leads to a change in quantity demanded. The coefficient of elasticity for elastic demand is usually greater than one.
Demand is inelastic when a change in price has no effect on quantity demanded.
The absolute value of the coefficient of elasticity for inelastic demand is usually less than 1.
Demand is unitary when a change in price leads to an equal proportional change in quantity demanded.
The absolute value of the coefficient of elasticity for unitary demand is usually equal to one .
I hope my answer helps you.
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:
![\sigma =\sqrt{w_1^2\sigma _1^2+w_2^2\sigma _2^2+2w_1w_2p_{1,2}\sigma_1\sigma_2}](https://tex.z-dn.net/?f=%5Csigma%20%3D%5Csqrt%7Bw_1%5E2%5Csigma%20_1%5E2%2Bw_2%5E2%5Csigma%20_2%5E2%2B2w_1w_2p_%7B1%2C2%7D%5Csigma_1%5Csigma_2%7D)
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
![\sigma =\sqrt{ (0.65 * 0.30)^2 + (0.35 * 0)^2 + (2 * 0.65 * 0.30*0.35 *0*0)} \\\\= \sqrt{0.038025 +0+0} \\\\ = 0.195](https://tex.z-dn.net/?f=%5Csigma%20%20%3D%5Csqrt%7B%20%280.65%20%2A%200.30%29%5E2%20%2B%20%280.35%20%2A%200%29%5E2%20%2B%20%282%20%2A%200.65%20%2A%200.30%2A0.35%20%2A0%2A0%29%7D%20%5C%5C%5C%5C%3D%20%5Csqrt%7B0.038025%20%2B0%2B0%7D%20%5C%5C%5C%5C%20%3D%200.195)
Standard deviation = 19.50%