<span>a growing number of remote locations</span>
Your answer is D :)
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Answer:
The balance sheet amount for trading securities will be 12,000
Explanation:
The trading securities are valued at fair value, their diference through dates will generate Other Comprehensive Income.
For the matter of valuation, the gain/loss is not relevant. We just need to multiply market value with the number of shares to get the total for each company, then we add them to get the total for trading securities.
![\left[\begin{array}{cccc}-&shares&market \:price& subtotal\\CHARLIE&100&22&2200\\DELTA&200&34&6800\\ECHO&100&30&3000\\Total&400&-&12000\\\end{array}\right]](https://tex.z-dn.net/?f=%5Cleft%5B%5Cbegin%7Barray%7D%7Bcccc%7D-%26shares%26market%20%5C%3Aprice%26%20subtotal%5C%5CCHARLIE%26100%2622%262200%5C%5CDELTA%26200%2634%266800%5C%5CECHO%26100%2630%263000%5C%5CTotal%26400%26-%2612000%5C%5C%5Cend%7Barray%7D%5Cright%5D)
The balance sheet amount for trading securities will be 12,000
Answer:
The use of data aggregation leads to overstatement of the concentration and Herfindahl indices
while the use of National/state data leads to understatement of the degree of concentration in local markets.
Explanation:
The ratio of concentration and Herfindahl indices computed are mainly made up of foreign players while the contributions of small local unorganized players are not considered, which leads to the increase in the value of indices and ratios been used, ( i.e. The use of data aggregation ) . hence the overstatement of the actual level.
The understatement of the degree of concentration in local markets happens because of the use of national and state data while computing the concentration in the local markets like gasoline and this is mainly caused by the presence of fewer industries in the market. The state and national data does not reflect the true concentration in the local market hence the degree of concentration is understated at the local level.
Answer:
0.6
Explanation:
Correlation r = 0.9,
Standard deviation of monthly change in price of commodity A, σA = 2,
Standard deviation of monthly change in price of commodity B, σB = 3
The hedge ratio will be calculated using the formula
Hedge ratio=r×σA÷σB
Hedge ratio=0.9×2÷3
Hedge ratio = 0.6
Therefore, the hedge ratio used when hedging a one month exposure to the price of commodity A is 0.6.
