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3 years ago

Young workers are vulnerable to injuries due to lack of (Blank) . A.) Enthusiasm B.)Obedience C.)Experience D.)Commitment

Business

2 answers:

Pani-rosa [81]3 years ago

6 0

I believe its C because it may there first job

mixas84 [53]3 years ago

5 0

The answer is experience.

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Describe at least two advantages a large company has over a smaller company. (1-4 sentences.

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A larger company can benefit from economies of scale, meaning they can get discounts by purchasing and producing in bulk which a smaller company wouldn't have the ability to do. A larger store also has the potential for higher revenue because they have more goods and services to sell.

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3 years ago

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For each item, state how it should be shown in the statement of cash flows for 2022. (a) Issued bonds for $200,000 cash. Choose

Anna35 [415]

Answer:

a) cash inflows from financing activity

b)Cash outflows from investing activity

c)Cash inflow from investing activity

d) Cash outflows from financing activity

Explanation:

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3 years ago

What is the maximum dollar limit per money order purchase?

Fed [463]

It differs from store to store. Usually it's around $500-$600 per money order slip. So if you want a $800 money order, you would have to get two seperate slips, but usually the maximum you can take out in two slips is around $1,000.

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3 years ago

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Assume that all balance sheet amounts represent both average and ending balance figures. Assume that all sales were on credit. A

STatiana [176]

Answer:

Hie, the question you have provided is missing the Sales figures.

However steps to calculate the accounts receivable turnover are explained below:

Accounts receivable turnover is an activity ratio that shows how effective is the company managing credit extended to debtors.

Accounts receivable turnover = Net Credit Sales / Accounts Receivable

From Our Scenario we have the following

Net Credit Sales = Missing

Accounts Receivable = $25,000

The Ratio is measured in times.

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4 years ago

We observe the following annualized yields on four Treasury securities: (75%)

Anon25 [30]

Answer:

Explanation:

From the given information;

The spot rate for maturity at 0.5 year $(X_1) = 4\%/2 = 2\%$

The spot rate for maturity at 1 year is:

= $\dfrac{22.5}{(1+X_1)}+ \dfrac{1000 + 22.5}{(1+X_2)^2}=1000$

= $\dfrac{22.5}{(1+0.02)}+ \dfrac{1000 + 22.5}{(1+X_2)^2}=1000$

= $\dfrac{22.5}{(1+0.02)}+ \dfrac{1022.5}{(1+X_2)^2}=1000$

By solving for $X_2$ ;

$X_2$ = 2.253%

The spot rate for maturity at 1.5 years is:

$= \dfrac{25}{(1+X_1)}+ \dfrac{25}{(1+X_2)^2}+ \dfrac{1000 + 25}{(1+X_3)^3}=1000$

Solving for $X_3$

$X_3$ = 2.510%

The spot rate for maturity at 2 years is:

$= \dfrac{27.5}{(1+X_1)}+ \dfrac{27.5}{(1+X_2)^2}+ \dfrac{27.5}{(1+X_3)^3} +\dfrac{1000+27.5}{(1+X_4)^4} =1000$

By solving for $X_4$ ;

$X_4$ = 2.770%

Recall that:

Coupon rate = yield to maturity for par bond.

Thus, the annual coupon rates are 4%, 4.5%, 5%, and 5.5% for 0.5, 1, 1.5, 2 years respectively.

For n years, the price of n-bond is:

$= \dfrac{cash \ flow \ at \ year \ 1}{1+X_1}+ \dfrac{cash \ flow \ at \ year \ 2}{(1+X_2)^2}+... + \dfrac{cash \ flow \ at \ year \ b}{(1+X_n)^n}$

Thus, for 2 years bond implies 4 periods;

∴

$= \dfrac{40}{1+0.02}+ \dfrac{40}{(1+0.02253)^2} + \dfrac{40}{(1+0.0252)^3}+ \dfrac{40}{(1+0.0277)^4}$

= $1047.024

Suppose there exist no-arbitrage, then the price is:

$= \dfrac{0}{(1+0.02)}+\dfrac{1000}{(1+0.02253)^2}$

= 956.4183

Since the market price < arbitrage price.

We then consider 0.5, 1-year bonds from the portfolio

Now;

weight 2 × 1000 + weight 2 × 22.5 = 1000

weight 2 × 1022.5 = 1000

weight 2 = 1022.5/1000

weight 2 = 0.976

weight 1 + weight 2 = 1

weight 1 = 1 - weight 2

weight 1 = 1 - 0.976

weight 1 = 0.022

The price of a 0.5-year bond will be:

$= \dfrac{1000}{(1+0.02\%)} \\ \\ =\mathbf{980.39}$

The price of a 1-year bond will be = 1000

Market value on the bond portfolio = 0.022 × price of 0.5 bond + 0.978 × price 1-year bond = 956.42

= 0.022 × 980.39 + 0.978 × 1000

= 956.42

So, to have arbitrage profit, the investor needs to purchase 1 unit of the 1-year zero-coupon bond as well as 0.022 units of the 0.5-year bond. Then sell 0.978 unit of the 1-year bond.

Then will he be able to have an arbitrage profit of $56.42

The one-period ahead forward rates can be computed as follows:

Foward rate from 0 to 0.5 $X_1$ = 2%