During World War I, 116,516 US soldiers were killed and 204,002 were wounded. If you add those two numbers together, the total number of US soldiers killed or wounded was 320,518.
You can represent that as a fraction of the current population of Chicago like this:
For simplicity's sake (since I assume the Chicago population number is an estimate), let's round the number of soldiers killed or wounded down to 300,000. That would look like this:
We can simplify that down a lot by dividing the number of soldiers and the number of Chicagoans by the least common denominator of 300,000. That would give us this fraction:
So for every 1 US soldier killed or wounded in World War I, there are 10 Chicagoans living in the city today.
False it can be but it doesn't absolutely have to be
Hey there! Question: What is the capital of Jamaica ? Finding our answer!
is a city in
(the capital of the country at that!)
is a city in
(capital of that country
is a city in
( this is the capital of that country)
is a city in
(this
the capital of Jamaica)
So, your answers aren't:
Your answer is: 
Good luck on your assignment and enjoy your day!~
Answer:
Extended self
Explanation:
When certain objects and people are seen to be a part of us, this is considered to be our extended self. They extend our identify beyond our mind and body alone. Therefore, when something breaks or when someone dies, we feel their loss deeply. What Bart observed was a class difference in how people manifest their relationship between external objects and the external self.
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.
Learn more about Security Market Line (SML) on:
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