Answer:
YES.
Explanation:
Watergate was clearly a coverup by Richard Nixon. the evidence provided and the information that was being hidden proved that while he may and probably did not directly erase information he was the man who gave the order to have it done. The real question is was he wrong? many believe that those in that power must commit these kinds of acts to effectively do their jobs.
The left hemisphere predominates in language skills for right-handers and most neutrals (left-handers), but neutrals are more variable.
The two hemispheres are connected by a thick band of nerve fibers known as the corpus callosum, which consists of about 200 million axons. The corpus callosum allows the two hemispheres to communicate with each other, allowing information processed on one side of the brain to be shared with the other side.
[Geology] Relating to a strike-slip or left-hand fault where the block above the fault shifts to the left. Also called left heart spondylolisthesis. If it moves to the right, the relative movement is said to be clockwise. A counterclockwise rotation or spiral
[Geology] A strike-slip or right-hand fault in which the blocks on the fault move to the right. If it moves to the left, the relative motion is said to be sinusoidal. Clockwise or helical rotation is also called right-hand rotation.
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Other things held constant, if the expected inflation rate DECREASES, and investors also become MORE risk averse, the Security Market Line would shift in<u> have a steeper slope </u>manner.
<h3>What is the Security Market Line (SML)?</h3>
The security market line (SML) is the Capital Asset Pricing Model (CAPM). It gives the market’s expected return at different levels of systematic or market risk. It is also called the ‘characteristic line’ where the x-axis represents the asset’s beta or risk, and the y-axis represents the expected return.
<u>Security Market Line Equation</u>
The Equation is as follows:
SML: E(Ri) = Rf + βi [E(RM) – Rf]
In the above security market line formula:
- E(Ri) is the expected return on the security.
- Rf is the risk-free rate and represents the y-intercept of the SML.
- βi is a non-diversifiable or systematic risk. It is the most crucial factor in SML. We will discuss this in detail in this article.
- E(RM) is expected to return on market portfolio M.
- E(RM) – Rf is known as Market Risk Premium.
<u>Characteristics of the Security Market Line (SML) are as below:</u>
- SML is a good representation of investment opportunity cost, which combines the risk-free asset and the market portfolio.
- Zero-beta security or zero-beta portfolio has an expected return on the portfolio, which is equal to the risk-free rate.
- The slope of the Security Market Line is determined by the market risk premium, which is: (E(RM) – Rf). Higher the market risk premium steeper the slope and vice-versa
- All the assets which are correctly priced are represented on SML.
- The assets above the SML are undervalued as they give a higher expected return for a given amount of risk.
- The assets below the SML are overvalued as they have lower expected returns for the same amount of risk.
Therefore, we can conclude that the correct option is A.
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Third party unsuccessful at gaining elected office because of lack of funding and media attention. Voters think that third parties are unable to win then they vote for one or two parties.
The third party candidates has lack the political support of party organisations and they cant take the advantages of media and labeled party. Third party also shows the american political system is made to support only two major parties.
These parties can take the attention which prevent them from getting elected. But this also help voters turnout by people bringing more people to the polls. This also elect by drawing voters away from the main party.
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Nowhere was that diversity more evident in pre-Revolutionary America than in the middle colonies
