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mestny [16]
3 years ago
12

How would you graph this correctly onto a graph?

Mathematics
1 answer:
saw5 [17]3 years ago
8 0

Answer:

Here is how you graph your equations correctly :D

Step-by-step explanation:

Graph y > x − 2.

Use the slope-intercept form to find the slope and y-intercept.

Slope: 1

y-intercept: (0, -2)

Graph a dashed line, then shade the area above the boundary line since y is greater than x − 2 .

y > x - 2

Graphy < −4x + 2.

Use the slope-intercept form to find the slope and y-intercept.

Slope: -4

y-intercept: (0, 2)

Graph a dashed line, then shade the area below the boundary line since y is less than − 4 x + 2 .

y < -4x + 2

Plot each graph on the same coordinate system.

y > x - 2

Y < -4x + 2

I hope this helps.

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Salma invests the following sums of money in common stocks having expected returns as follows: a. what is the expected return (p
Contact [7]

Calculate the total amount invested by summing up all the values of the investment.

Total = 50,000

Calculate the weight of each investment. For WOOPS, weight = 5000 / 50000 = 10% and so on.

Now, Expected Return = sum of weight x Returns = 10% x 0.14 + 20% x 0.16 + ... + 18%x 0.18 = 16.01%

b) Similarly,

Beta of the portfolio = sum of weight x beta = 10% x 0.6 + 20% x 0.8 + ... + 18% x 0.18 = 0.7605

c) Portfolio has less systematic risk as the beta for the average market is 1, which is above the portfolio

d) Using CAPM, Return = Rf + beta x (Rm - Rf) = 4% + 0.7605 x (14% - 4%) = 11.605%

To calculate the expected return of a portfolio, the investor needs to know the expected return of each security in the portfolio and the total weight of each security in the portfolio. This means that investors need to sum the weighted averages of the expected returns (RoRs) of each security.

Investors are based on estimates of the expected rate of return on securities, assuming that what has proven to be true in the past will be true in the future. Investors do not use the structural view of the market to calculate the expected return. Instead, it determines the weight of each security in the portfolio by dividing the value of each security by the total value of the security.

Learn more about Percentage here: brainly.com/question/843074

#SPJ4

7 0
2 years ago
Calculate the variance and the standard deviation of the data below 23. 19, 22, 30, 28
Alina [70]

To get the variance, start with finding the mean of your data points:

(23 + 19 + 22 + 30 + 28) / 5 = 24.4

Now take each data point and subtract the mean from it, then square that value:

23 - 24.4 = -1.4 * -1.4 = 1.96

19 - 24.4 = -5.4 * -5.4 = 29.16

22 - 24.4 = -2.4 * -2.4 = 5.76

30 - 24.4 = 5.6 * 5.6 = 31.36

28 - 24.4 = 3.6 * 3.6 = 12.96

Now get the average of those new numbers. That is your variance:

(1.96 + 29.16 + 5.76 + 31.36 + 12.96) / 5 = 16.24

The standard deviation will be the square root of the variance:

√(16.24) = 4.0299 (rounded to 4DP)

7 0
3 years ago
What is 5/8 + 1/4 help
kotegsom [21]

5/8 + 1/4 = 7/8


Hope this helps you

Brainliest would be appreciated!

-AaronWiseIsBae

3 0
3 years ago
Read 2 more answers
A politician claims that 20% of the millions of votes cast for his opponent are fraudulent. To test this claim, an investigator
Elis [28]

Answer:

"0.0125" is the right solution.

Step-by-step explanation:

The given values are:

Random sample,

n = 90

Claims,

p = 20%

or,

  = 0.20

By using normal approximation, we get

⇒  \mu = np

On substituting the values, we get

⇒      =90\times 0.20

⇒      =18

Now,

The standard deviation will be:

⇒  \sigma=\sqrt{np(1-p)}

On putting the above given values, we get

⇒      =\sqrt{90\times 0.20\times (1-0.20)}

⇒      =\sqrt{18\times 0.8}

⇒      =\sqrt{14.4}

⇒      =3.7947

hence,

By using the continuity correction or the z-table, we get

⇒  P(x < 10) = P(x < 9.5)

⇒  P(x < 10) = P(\frac{x-\mu}{\sigma} -\frac{9.5-18}{3.7947} )

⇒  P(x < 10) = P(Z < -2.24)

From table,

⇒  P(x < 10) = 0.0125

7 0
3 years ago
CAN SOMEONE PLEASE HELP ME
oee [108]

Answer:

what are the answers

Step-by-step explanation:

7 0
3 years ago
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