The right answer for the question that is being asked and shown above is that: "c. Credit cards are canceled due to poor payment history." a sign of credit trouble is that <span>Credit cards are canceled due to poor payment history.</span>
Answer and Explanation:
For materials
Equivalent completed units = Completed units + WIP ending
= 111,700 + 20,300
= 132,000 units
Cost of materials = Beginning WIP + Cost of materials added
= 22,300 + 370,000
= $392,300
Cost of material per units = 392,300 ÷ 132,000
= $2.97197
For conversions
Equivalent completed units = Completed units + WIP ending
= 111,700 + 20,300 × 30%
= 117,790 units
Cost of Conversion = Beginning WIP + Cost of conversion added
= 19,700 + 280,000
= $299,700
Cost of conversion per units = 299,700 ÷ 117,790
= $2.54436
Total cost of units completed and transferred out
= 111,700 × (2.97197 + 2.54436)
= $616,174
Answer and Explanation:
Given that
Consumption function C = 200 + 0.9Y
Investment I = 300
Aggregate expenditure AE = C + I
Equilibrium AE = Y
Based on the above information
a. The level of equibrium income is
Y = AE = C + I
Y = 200 + 0.9Y + 300
0.1Y = 500
Y = 5000
b. The value of the investment multiplier is
= 1 ÷ (1 - MPC)
= 1 ÷ (1 - 0.9)
= 10
c. The change in the level of equilibrium income if investment increases by 10 is
Y = 200 + 0.9Y + 310
0.1Y = 510
Y = 5100
Change is
= 5,100 - 5,000
= 100
Answer:
The answer is: marginal tax rate
Explanation:
The IRS uses tax brackets to determine how much taxes you owe. As your gross income increases and you pass to the next tax bracket, your tax rate also increases.
For example, a single filer who earns $75,000 a year will have a 22% tax rate. If his income increases to $85,000, then his tax rate will be 24%.
Answer:
The portfolio return is 12.6% and the portfolio SD is 15.4%. Thus, option a is the correct answer.
Explanation:
The expected return of a portfolio is the weighted average of the individual stock returns that form up the portfolio. Thus, the expected return for a two stock portfolio is,
Return of Portfolio = wA * rA + wB * rB
Where,
- w represents the weight of each stock in the portfolio
- r represents the return of each stock
Portfolio return = 0.7 * 0.15 + 0.3 * 0.07 = 0.126 or 12.6%
The standard deviation of a two stock portfolio containing one risky and one risk free asset is the weight of risky asset in the portfolio multiplied by the standard deviation of the risky asset. The risk free asset has zero standard deviation.
Standard deviation of such a portfolio is,
Portfolio SD = w of risky asset * SD of risky asset
Portfolio SD = 0.7 * 0.22
Portfolio SD = 0.154 or 15.4%
