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meriva
3 years ago
15

What is the dilation ?

Mathematics
1 answer:
sammy [17]3 years ago
6 0
I would personally have to say d it's not a or b though that's for sure
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9514 1404 393

Answer:

  a.

Step-by-step explanation:

For an even-index radical, ...

  \sqrt[n]{x^n}=|x|\qquad\text{n even}

This lets us simplify the given expression as follows:

  \sqrt[4]{81x^6y^4}-|y|\sqrt[4]{x^6}-\sqrt[4]{16x^2}=\sqrt[4]{(3xy)^4x^2}-|y|\sqrt[4]{x^4x^2}-\sqrt[4]{2^4x^2}\\\\=3|xy|\sqrt[4]{x^2}-|xy|\sqrt[4]{x^2}-2\sqrt[4]{x^2}=\boxed{2|xy|\sqrt[4]{x^2}-2\sqrt[4]{x^2}}

4 0
2 years ago
Stock A ‘s returns have a standard deviation of 0.5, and stock B’s returns have standard deviation of 0.6.The correlation coeffi
galben [10]

Answer:

The variance of the profile is 0.2179.

Step-by-step explanation:

We are given the following in the question:

\sigma_A = 0.5\\\sigma_B = 0.6\\\rho_{A,B} = 0.5\\w_A = 70\% = 0.7\\w_B = 30\% = 0.3

Variance of portfolio is given by:

w_A^2\sigma_A^2 +w_B^2\sigma_B^2 + 2w_Aw_BCov_{A,B}

Cov_{A,B} = \rho_{A,B} \times \sigma_A \times \sigma_B \\=0.5\times 0.5 \times 0.6\\=0.15

Putting values, we get,

w_A^2\sigma_A^2 +w_B^2\sigma_B^2 + 2w_Aw_BCov_{A,B}\\=(0.7)^2(0.5)^2 + (.3)^2(0.6)^2 + 2(0.7)(0.3)(0.15)\\=0.2179

Thus, the variance of the profile is 0.2179.

4 0
3 years ago
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