Answer fast! All transition metals have _______ valence electrons.

Chemistry

1 answer:

kupik [55]3 years ago

4 0

Answer:

2 Answers. Most transition metals have 2 valence electrons. Valence electrons are the sum total of all the electrons in the highest energy level (principal quantum number n). Most transition metals have an electron configuration that is ns2(n−1)d , so those ns2 electrons are the valence electrons.

Explanation:

You might be interested in

6. Which statement is true about all metals?

timofeeve [1]

Answer:

A They are attracted to a magnet

6 0

3 years ago

Read 2 more answers

7th grade science lol help

Luden [163]

Answer:

C) Organic Weathering

Explanation:

Heat and Cold

And if some people start reporting and making fun of me in this answer don't listen to them.

They are hunting me down.

8 0

3 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