Answer:
Shifts right
Explanation:
A rightward shift in the money supply curve indicates its increase. When the FOMC purchases Treasury bills, they purchase these securities with money, thus injecting more money into the economy and increasing the money supply.
Answer:
The answer is: D) He is the leader of the informal organization in this business.
Explanation:
Informal organization refers to the interlocking social structure that governs how people work within an organization. It is made up of all the personal connections, social networks, and common interests inside the organization.
Gehrig is the manager of the company, but Wayne is the leader of the group of people that work there.
Answer:
b.a specific account receivable is decreased for the actual amount of bad debt at the time of write-off.
Explanation:
The journal entry to record the bad debt expense using the write - off method is shown below:
Bad debt expense XXXXX
To Account receivable XXXXX
(Being the bad debt expense is recorded)
So by passing this journal entry we get to know that the bad debt expense should be debited which reflects the actual amount as it increases the expenses while at the same time it reduces the asset account i.e account receivable
Hence, the correct option is b.
Answer:
Informational appeals
Explanation:
Informational appeals are an effective way to show and explain your product or service to your potential customers. A company usually uses three types of informational appeal, or a mixture of the three:
- highlight your product's benefits or attributes
- make a product demonstration or comparison against its competitors
- use celebrity testimonials, or regular people testimonials (depends on the budget)
Answer:
The optimal hedge is 0.642 and it means that the size of the future positions should be 64.2% of the exposure of the company in a 3 month-hedge.
Explanation:
optimal hedge ratio
= coefficient of correlation*(standard deviation of quarterly changes in the prices of a commodity/standard deviation of quarterly changes in a futures price on the commodity)
= 0..8*(0.65/0.81)
= 0.642
Therefore, The optimal hedge is 0.642 and it means that the size of the future positions should be 64.2% of the exposure of the company in a 3 month-hedge.
