In this problem, we need to use the ideal gas law. The following is the formula used in ideal gas law: PV = nRT, where n refers to the moles and R is the gas constant.

Given
P = 10130.0 kPa
V = 50 L
T = 300 degree celcius + 273.15 = 573.15 K
R = 8.314 L. kPa/K.mol

Solution
To get the moles which represent the "n" in the formula, we need to rearrange the equation.

PV = nRT PV
---- ------ ---> n = --------
RT RT RT

10130.0 kPa x 50 L
n= ---------------------------------------------
8.314 L. kPa/K.mol x 573.15 K
506,500
= ----------------------------
4,765.17 mol K

=106.29 mol Ar

So the moles of argon gas is 106.29 moles

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3 years ago

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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