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otez555 [7]
3 years ago
13

Which of the following terms refers to a practice of allowing the addition of new employees and jobs to existing bargaining unit

s provided their work satisfies the same criteria of the original unit? a logrolling b moonlighting c attrition d accretion
Business
1 answer:
Serjik [45]3 years ago
5 0

Answer:

d. accretion

Explanation:

Accretion is the process by which new employees are added to a bargaining unit where they have common interest. It involves the gradual growth of business units. For example when unions transfer workers to a new employer.

Accretion occurs without election and is usually an operation of the law.

It helps preserve industrial stability by filling new jobs without going through an adversarial election process.

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Presented below are three transactions. Mark each transaction as affecting common stock, dividends, revenue, expense, or not aff
Julli [10]

Answer:

a)Received cash for services performed.

+ Assets  (cash)

+ revenues (fees earned)

This has impact on stockholders equity as the revenues increase the earnings of the business. The company receives an asset (cash increasease of their services, that asset received is what icnrease the value of the company)

b)Paid cash to purchase equipment.

+ Assets (equipment)

- Assets (cash)

This transaction doesn't involve Equity It is just a change in the Assets compositions. It has no impact on the income neither.

Explanation:

6 0
3 years ago
How often do bondholders generally receive interest payments on their bond investment?
AURORKA [14]
Bondholders earn income in two primary ways. First, most bonds return regular interest—coupon rate—payments that are usually paid semi-annually. However, depending on the structure of the bond it may pay yearly, quarterly, or even monthly coupons.
6 0
3 years ago
A property management group is interested in diversifying its company to operate properties for low-income housing, but the grou
Sloan [31]

Options:a. Unrelated diversification b. Related diversification c. Internal new venture d. Joint.

Answer:b. Related diversification

Explanation:Related diversification is a system of diversification where a business Organisation diversifies its operations into product lines or brands that are similar to what it is already Manufacturing or marketing.

The property management company has already been involved in property management,but in this case it is for High income earners,since it is now interested and wants to diversify to property management for low income earners,this approach to diversify is called RELATED DIVERSIFICATION.

3 0
3 years ago
In my last job, I led complex negotiations that dealt with the cost, size, and/or scope of the deal. True or false
kherson [118]

Probably seems true....

8 0
3 years ago
A bank has written a call option on one stock and a put option on another stock. For the first option the stock price is 50, the
iris [78.8K]

Answer:

10-Day 99% VaR = 3.61

Explanation:

Data Given:

For First Option:

Stock Price = 50

Strike Price = 51

Volatility = 28% per annum

Time to maturity = 9 months

For Second Option:

Stock Price = 20

Strike Price = 19

Volatility = 25% per annum

Time to maturity = 12 months or 1 year

Risk Free Rate = 6% per annum

Correlation = 0.4

Find 10-day 99% VaR.

Solution:

First of all we need to refer the DerivaGem Model to dig out the change in price equation for both the options.

So, according to DerivaGem Model, We have following data:

For First Option:

Value  = -5.413

Delta Value = -0.589

For Second Option:

Value = -1.014

Delta = -0.284

Change in Price = (Delta value of First Option x Stock Price)Y1 + (Delta value of the second option x Stock Price)Y2

Change in Price = (-0.589 x 50)Y1 + (-0.284 x 20)Y2

So, We will get the Change in Price Linear Equation for both the options.

Change in Price = -29.45Y1 -5.68Y2

Now, we have to calculate the Daily Volatility Percentage.

Formula:

Daily Volatility Percentage = Volatility/ Square root of number of days active in annum

Number of Days Active = 252

Volatility for First Option = 28%

Volatility for Second Option = 25%

Daily Volatility Percentage for First Option = 28%/\sqrt{252}

Daily Volatility Percentage for First Option = 0.0176

Similarly,

Daily Volatility Percentage for Second Option = 25%/\sqrt{252}

Daily Volatility Percentage for Second Option = 0.0157

Now, utilizing the above calculated data, we can find the one-day variance of change in price.

1-Day Variance =(29.45^{2} *0.0176^{2}) + (5.68^{2} * 0.0157^{2}) - (2 * 29.45 * 0.0176 * 5.68 * 0.0157 * 0.4)

Solving the above equation:

We get:

1-Day Variance = 0.2396

Now, we have to find the standard deviation of 1-Day Variance:

SD of 1-Day Variance = \sqrt{0.2396}

SD of 1-Day Variance = 0.4895

So,

Now, in order to find the value of one day 99% VaR from the table, we have all the prerequisites.

So,

Value of One day 99% VaR from table = 2.33

But we need 10-Day 99% VaR.

So, number of days = 10

Hence,

10-Day 99% VaR = 0.4895 * 2.33 * \sqrt{10}

10-Day 99% VaR = 3.61

8 0
2 years ago
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