Answer:
Asset U
Explanation:
Reward-to-volatility ratio for Asset Q = Expected return / standard deviation
Reward-to-volatility ratio for Asset Q = 6.5% / 5.5%
Reward-to-volatility ratio for Asset Q = 1.1818
Reward-to-volatility ratio for Asset U = Expected return / standard deviation
Reward-to-volatility ratio for Asset U = 8.8% / 5.5%
Reward-to-volatility ratio for Asset U = 1.6
Reward-to-volatility ratio for Asset B = Expected return / standard deviation
Reward-to-volatility ratio for Asset B = 8.8% / 6.5%
Reward-to-volatility ratio for Asset B = 1.3538
The investor should prefer Asset U because its has the highest reward to volatility ratio among the three options.
Answer:
7 pounds
Explanation:
To solve this we need to use simultaneous algebraic equations.
Assume
x = 1 pound of bluegrass seed
y = 1 pound of drought resistant seed
Our first equation considers the number of pounds
x + y = 25
y = 25 - x
For the combined bluegrass seeds and thought resistant seeds bought
For the second equation we consider the price
2x + 3y = 68
Substitute value of y in equation 2
2x + 3(25 - x) = 68
2x + 75 - 3x = 68
x= 7
So the amount of bluegrass seed is 7
We can also get the amount of drought resistant seed from equation
7 + y = 25
y = 18
In classical conditioning, the Neutral Stimulus (NS) becomes a Conditioned Stimulus (CS) after it reliably signals the impending occurrence of the Unconditioned Stimulus (US).
The conditioned stimulus (CS) is a neutral stimulus (NS) that - after being repeatedly presented before the unconditioned stimulus - evokes a similar response as the unconditioned stimulus (US).
For example, a cat staring at a can of food (unconditioned stimulus) reacts differently to the sound of a can opener being struck on any surface (neutral stimulus). But if you condition a cat to believe that striking a can opener on any surface signals it will eat a can of food, the neutral stimulus becomes the conditioned stimulus.
Learn the difference between classical and operant conditioning here: brainly.com/question/17583598
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Answer:
12.71%
Explanation:
In this question, we apply the Capital Asset Pricing Model (CAPM) formula which is shown below
Expected rate of return = Risk-free rate of return + Beta × (Market rate of return - Risk-free rate of return)
= 4% + 1.34 × 6.5%
= 4% + 8.71%
= 12.71%
The (Market rate of return - Risk-free rate of return) is also called market risk premium and the same is used in the computation part. We ignored the bets of Delta
