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il63 [147K]
2 years ago
8

Businesses can legally employ only those workers who a. Were born in the United States b. Have immigrated to the United States b

efore 2001 c. Can show proof of eligibility to work in the United States d. Are willing to work for the accepted wages Please select the best answer from the choices provided A B C D.
Business
1 answer:
MariettaO [177]2 years ago
4 0

Only workers who can demonstrate documentation of eligibility to work in the United States (US) are allowed to work<u> legally </u>in the United States, option (C) is the correct answer.

<h3>Who can be legally employed?</h3>

A country should not employ (and it is unlawful to do so / informal company) someone who is not legally permitted to work in the United States (US), an illegal immigrant is an example).

However, if you have a Visa, <u><em>you can </em></u>work in the United States without being a US citizen.

In either situation, the only stipulation is that the company wants you and that you are willing to accept the <u>compensation</u> they are providing.

For more information about legal employment, refer below

brainly.com/question/19586370?referrer=searchResults

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D. 35.5

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6 0
3 years ago
The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested
kirill115 [55]

Answer:

For correlation 1 the standard deviation of portfolio is 0.433.

For correlation 0 the standard deviation of portfolio is 0.3191.

For correlation -1 the standard deviation of portfolio is 0.127.

Explanation:

The standard deviation of a portfolio is computed using the formula:

\sigma_{P}=\sqrt{w^{2}_{1}\sigma_{1}^{2}+w^{2}_{2}\sigma_{2}^{2}+2\times r\times w_{1}\sigma_{1}w_{2}\sigma_{2}}

(1)

For <em>r</em> = + 1 compute the standard deviation of portfolio as follows:

\sigma_{P}=\sqrt{w^{2}_{1}\sigma_{1}^{2}+w^{2}_{2}\sigma_{2}^{2}+2\times r\times w_{1}\sigma_{1}w_{2}\sigma_{2}}\\=\sqrt{(0.30^{2}\times 0.51^{2})+(0.70^{2}\times 0.40^{2})+(2\times1\times0.30\times 0.51\times0.70\times 0.40)}\\=\sqrt{0.187489}\\=0.433

Thus, for correlation 1 the standard deviation of portfolio is 0.433.

(2)

For <em>r</em> = 0 compute the standard deviation of portfolio as follows:

\sigma_{P}=\sqrt{w^{2}_{1}\sigma_{1}^{2}+w^{2}_{2}\sigma_{2}^{2}+2\times r\times w_{1}\sigma_{1}w_{2}\sigma_{2}}\\=\sqrt{(0.30^{2}\times 0.51^{2})+(0.70^{2}\times 0.40^{2})+(2\times0\times0.30\times 0.51\times0.70\times 0.40)}\\=\sqrt{0.101809}\\=0.3191

Thus, for correlation 0 the standard deviation of portfolio is 0.3191.

(3)

For <em>r</em> = -1 compute the standard deviation of portfolio as follows:

\sigma_{P}=\sqrt{w^{2}_{1}\sigma_{1}^{2}+w^{2}_{2}\sigma_{2}^{2}+2\times r\times w_{1}\sigma_{1}w_{2}\sigma_{2}}\\=\sqrt{(0.30^{2}\times 0.51^{2})+(0.70^{2}\times 0.40^{2})+(2\times-1\times0.30\times 0.51\times0.70\times 0.40)}\\=\sqrt{0.016129}\\=0.127

Thus, for correlation -1 the standard deviation of portfolio is 0.127.

3 0
3 years ago
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