Given the following information:
![\begin{tabular} {|p{1.5cm}|p{1.5cm}|p{1.2cm}|p{1.2cm}|p{1.2cm}|} \multicolumn{1}{|p{1.5cm}|}{State of economy}\multicolumn{1}{|p{2.6cm}|}{Probability of State of economy}\multicolumn{3}{|p{4.8cm}|}{Rate of Return if State Occurs}\\[1ex] \multicolumn{1}{|p{1.5cm}|}{}\multicolumn{1}{|p{2.6cm}|}{}\multicolumn{1}{|c|}{Stock A}&StockB&Stock C\\[2ex] \multicolumn{1}{|p{1.5cm}|}{Boom}\multicolumn{1}{|p{2.6cm}|}{0.66}\multicolumn{1}{|p{1.27cm}|}{0.09}&0.03&0.34\\ \end{tabular}](https://tex.z-dn.net/?f=%5Cbegin%7Btabular%7D%0A%7B%7Cp%7B1.5cm%7D%7Cp%7B1.5cm%7D%7Cp%7B1.2cm%7D%7Cp%7B1.2cm%7D%7Cp%7B1.2cm%7D%7C%7D%0A%5Cmulticolumn%7B1%7D%7B%7Cp%7B1.5cm%7D%7C%7D%7BState%20of%20economy%7D%5Cmulticolumn%7B1%7D%7B%7Cp%7B2.6cm%7D%7C%7D%7BProbability%20of%20State%20of%20economy%7D%5Cmulticolumn%7B3%7D%7B%7Cp%7B4.8cm%7D%7C%7D%7BRate%20of%20Return%20if%20State%20Occurs%7D%5C%5C%5B1ex%5D%20%0A%5Cmulticolumn%7B1%7D%7B%7Cp%7B1.5cm%7D%7C%7D%7B%7D%5Cmulticolumn%7B1%7D%7B%7Cp%7B2.6cm%7D%7C%7D%7B%7D%5Cmulticolumn%7B1%7D%7B%7Cc%7C%7D%7BStock%20A%7D%26StockB%26Stock%20C%5C%5C%5B2ex%5D%0A%5Cmulticolumn%7B1%7D%7B%7Cp%7B1.5cm%7D%7C%7D%7BBoom%7D%5Cmulticolumn%7B1%7D%7B%7Cp%7B2.6cm%7D%7C%7D%7B0.66%7D%5Cmulticolumn%7B1%7D%7B%7Cp%7B1.27cm%7D%7C%7D%7B0.09%7D%260.03%260.34%5C%5C%0A%5Cend%7Btabular%7D)

Part A:
The expected return on an equally
weighted portfolio of these three stocks is given by:
![0.66[0.33 (0.09) + 0.33 (0.03) + 0.33(0.34)] \\ +0.34[0.33 (0.23) + 0.33(0.29) +0.33(-0.14)] \\ \\ =0.66(0.0297 + 0.0099 + 0.1122)+0.34(0.0759+0.0957-0.0462) \\ \\ =0.66(0.1518)+0.34(0.1254)=0.1002+0.0426=0.1428=\bold{14.28\%}](https://tex.z-dn.net/?f=0.66%5B0.33%20%280.09%29%20%2B%200.33%20%280.03%29%20%2B%200.33%280.34%29%5D%20%5C%5C%20%2B0.34%5B0.33%20%280.23%29%20%2B%200.33%280.29%29%20%2B0.33%28-0.14%29%5D%20%5C%5C%20%20%5C%5C%20%3D0.66%280.0297%20%2B%200.0099%20%2B%200.1122%29%2B0.34%280.0759%2B0.0957-0.0462%29%20%5C%5C%20%20%5C%5C%20%3D0.66%280.1518%29%2B0.34%280.1254%29%3D0.1002%2B0.0426%3D0.1428%3D%5Cbold%7B14.28%5C%25%7D)
Part B:
Value of a portfolio invested 21
percent each in A and B and 58 percent in C is given by
For boom: 0.21(0.09) + 0.21(0.03) + 0.58(0.34) = 0.0189 + 0.0063 + 0.1972 = 0.2224 or 22.24%.
For bust: = 0.21(0.23) + 0.21(0.29) + 0.58(-0.14) = 0.0483 + 0.0609 - 0.0812 = 0.028 or 2.8%
Expected return = 0.66(0.2224) + 0.34(0.028) = 0.1468 + 0.00952 = 0.1563 or 15.63%
The variance is given by
Start out by combining LIKE TERMS
5h-2+9h
in this case 9h and 5h are like terms so you would add both of those together.
9h+5h=14h
-2 has no like terms so we can't do anything with it our final answer would be:
14h-2
Answer:
Step-by-step explanation:
1. First, put together the information we have. Total = 121. Emily has 40% more than Carl, and Carl has 60% more than Antony.
2. Next, set each person as a variable. Antony = x. Carl = 1.6x. Emily = 1.4 times 1.6x.
3. Next, form an equation using these variables.
x + 1.6x + (1.4 x 1.6x) = 121
x + 1.6x + 2.24x = 121
4.84x = 121
x = 25
4. Finally, plug in x to our previous variables in step #2 to find the number of stamps Emily and Carl have.
<u>Antony</u>: x = 25 stamps
<u>Carl:</u> 1.6x = 40 stamps
<u>Emily</u>: 1.4 times 1.6x = 56 stamps
By the way, is this for RSM? If so, I am working on that problem right now and I searched up the solution but couldn't find it, so I stumbled upon this. I hope this helped!
Answer:
Step-by-step explanation:
y=(x+5)2−1
Use the vertex form,
y=a(x−h)2+k, to determine the values of a, h, and .a=1h=−5k=−1Find the vertex(h,k(−5,−1)
Answer:
multiply the chances
1/2 (every other number is even right)
1/2 x 1/6 (if it is a normal dice) = 1/12
1/12 chance
Step-by-step explanation: