Give your own examples of Heating Curve for water. Below I have kay questions.
1. Understand the different segments in the heating curve for H2O that ranges from below the melting point to above the boiling point.
2. Calculate the energy changes associated with heating a substance (like H2O) through a series of temperature changes and phase changes. Please give your own examples of Phase Diagrams. Below I have key questions
3. Know that a phase diagram relates the states of matter for a substance to temperature and pressure.
4. Identify the main regions and significant points in a phase diagram. 5. Understand the effect of changes in temperature and changes in pressure on the phase of a substance as shown by its phase diagram.
In: Other
Give your own examples of Heating Curve for water. Below I have kay questions.
1. Understand the different segments in the heating curve for H2O that ranges from below the melting point to above the boiling point.
2. Calculate the energy changes associated with heating a substance (like H2O) through a series of temperature changes and phase changes.
Please give your own examples of Phase Diagrams. Below I have key questions
3. Know that a phase diagram relates the states of matter for a substance to temperature and pressure.
4. Identify the main regions and significant points in a phase diagram.
5. Understand the effect of changes in temperature and changes in pressure on the phase of a substance as shown by its phase diagram.
In: Other
The Security Market Line defines the required rate of return for a security to be worth buying or holding. The line, depicted in blue in the graph, is the sum of the risk-free return (rf in the slider) and a risk premium determined by the market-risk premium (RPM) multiplied by the security's beta coefficient for risk. Drag the rf slider below the graph to change the amount of the risk-free return. These changes reflect changes in inflation. Drag the RPM slider below the graph to change the relationship between a security's beta coefficient and the amount of the market risk premium. Drag left or right on the graph to move the cursor line to evaluate securities with different beta coefficients.
r=rRF+RPM∗beta=6%+5%∗1=6%+5.00%=11.00%r = r_{RF} + RP_M * beta = 6\% + 5\% * 1 = 6\% + 5.00\% = 11.00\%r=rRF+RPM∗beta=6%+5%∗1=6%+5.00%=11.00%
1. For a risk-free return rate of 5%, a market risk premium of 6%, what is the required rate of return for a security with a beta coefficient of 1.5?
2. Changing the risk-free return (inflation)
3. Changing the market risk premium
4. True or False: If a company's beta doubles, its required return doubles.
In: Finance
The following selected transactions were completed by Capers Company during October of the current year:
Oct.
1 Purchased merchandise from UK Imports Co., $13,031, terms FOB destination, n/30.
3 Purchased merchandise from Hoagie Co., $9,150, terms FOB shipping point, 2/10, n/eom. Prepaid freight of $205 was added to the invoice.
4 Purchased merchandise from Taco Co., $14,800, terms FOB destination, 2/10, n/30.
6 Issued debit memo to Taco Co. for $4,600 of merchandise returned from purchase on October 4.
13 Paid Hoagie Co. for invoice of October 3.
14 Paid Taco Co. for invoice of October 4, less debit memo of October 6.
19 Purchased merchandise from Veggie Co., $26,320, terms FOB shipping point, n/eom.
19 Paid freight of $410 on October 19 purchase from Veggie Co.
20 Purchased merchandise from Caesar Salad Co., $20,100, terms FOB destination, 1/10, n/30.
30 Paid Caesar Salad Co. for invoice of October 20.
31 Paid UK Imports Co. for invoice of October 1.
31 Paid Veggie Co. for invoice of October 19.
Journalize the entries to record the transactions of Capers Company for October. Refer to the Chart of Accounts for exact wording of account titles.
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Journalize these transactions from the buyer's perspective. Discounts are taken on the amount owed to the seller, except for any freight costs. Oct. 1, 3, 4, 19 & 20: Using the perpetual inventory system, purchases of inventory on account are recorded by debiting the merchandise inventory account and crediting the accounts payable account. Under FOB shipping point, freight is paid by the buyer, while FOB destination freight is the seller's expense. Often freight must be prepaid for the carrier to deliver. Oct. 6: Any discounts or returns are recorded directly by the buyer who debits Accounts Payable and credits Merchandise Inventory, basically reversing what was done in recording the purchase. Oct. 13: Since the invoice is paid within the discount period, the cash paid on account is the difference between the invoice and the discount. Oct. 14: Returns are not eligible for discounts. Since the invoice is paid within the discount period, Accounts Payable is debited for the balance in the account. The cash paid on account is the difference between the invoice and the discount, less the returns. Oct. 19: Freight expense increases the cost of the merchandise. However, freight is typically prepaid in cash. Oct. 30: Since the invoice is paid within the discount period, the cash paid on account is the difference between the invoice and the discount. Oct. 31 (UK Imports & Veggie): Since no discounts are allowed, no discounts are recorded. The cash paid on account in each case is equal to the invoice.
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In: Accounting
Question is at the bottom of the blurb..
You have been assigned to construct a portfolio comprising two risky assets (Portfolios A & B) while considering your client’s risk tolerance. The attached spread sheet shows historical monthly returns of the two portfolios; the market portfolio as represented by the S&P 500 index; and the risk free rate as represented by 90-day Treasury Bills. Also shown are the annualized returns for each investment during the period. The first risky asset (Portfolio A) is a US equity strategy that uses publically available valuation, technical and sentiment factors to assess which stocks are over-priced and which are under-priced. Fundamental factors indicate the magnitude and quality of a company’s earnings and the strength of its balance sheet. Examples of such factors include: cash flow growth, cash flow return on invested capital, price to cash flow, and accruals which assess earnings quality (low quality earnings indicate that management may be manipulating earnings by adjusting accruals). Companies with favorable fundamental factors tend to outperform those with less favorable factors. Technical and sentiment factors seek to identify mis-pricings resulting from investor behavior. Examples include: momentum and price reversals where investors tend to over-react to good news by bidding up prices ABOVE fair value and bad news by bidding down prices BELOW fair value; short interest on a stock which can indicate the investor sentiment about the company’s prospects; share buybacks which can indicate a positive signal from management’s optimism regarding a firm’s future prospects; and earnings / revenue surprise. Firms with favorable technical and sentiment factors also tend to outperform. For example, firms whose earnings and revenue exceed analysts’ expectations tend to continue to outperform vs. those firms that experience earnings surprise due to cost cutting. Starting with the market portfolio, the US equity strategy over-weights those stocks with more favorable fundamental, technical and sentiment factors and under-weights or avoids those stocks with less-favorable or un-favorable factors. The strategy seeks to out-perform the market portfolio as represented by the S&P 500. The monthly returns of the US equity strategy are shown in the attached spreadsheet (Portfolio A). The second risky asset (Portfolio B) is a global macro hedge fund. This strategy seeks to benefit from mis-pricings within and across broad asset classes by taking long and short positions in equity markets, bond markets and currencies. For example, if the manager believes that US equities will out-perform Japanese equities, the portfolio will go long S&P 500 futures and short TOPIX futures (TOPIX is an index that serves as a proxy for Japanese equities). This long/short trade is not impacted by the overall direction of global equities, but rather the relative movement between US and Japanese equities. Similarly for bonds, if the manager believes that interest rates in the United Kingdom (UK) will decline more so than interest rates in Australia, then the manager will buy UK gilt futures (gilt is the 10-year UK bond) and short Australian 10-year bond futures. Again, this trade is not impacted by the overall direction of global interest rates, but rather the relative movement between UK and Australian rates. Recall that bond prices rise as interest rates decline. The global macro hedge fund is mostly market neutral meaning that long positions equal short positions thereby dramatically reducing systematic exposures (low beta). Portfolios A & B are much more volatile than the risk free rate. You will find that their correlation is small indicating that there is a diversification benefit to be had from holding both in a portfolio (you will need to calculate this using the excel function “=correl(range 1, range2)”. You will be meeting with a client that is looking for investment advice from you based on the two strategies A & B. In preparation for your upcoming meeting with the client, your boss asks that you respond to the questions below and be ready to discuss. Hint: You will need to determine the correlations and volatilities for each risk premium.
Your client believes in the weak form of market efficiency as it relates to security selection. Is Portfolio A’s performance sufficient justification to prove this belief? Why or why not
In: Finance
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Write a 2 page paper about the changes in we have had to make due to the changes from COVID 19
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Are there recent changes to the Healthy Hunger Free Kids Act of 2010? If so what changes are currently being done and why?
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outline the major changes that occur in the heart after birth. Include the location of these changes and the significance of each for both the fetus and the newborn
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In: Accounting