Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.1 (11 %) (37 %) 0.2 5 0 0.5 12 24 0.1 24 28 0.1 33 35 Calculate the expected rate of return, , for Stock B ( = 11.60%.) Do not round intermediate calculations. Round your answer to two decimal places. % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 20.31%.) Do not round intermediate calculations. Round your answer to two decimal places. % Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places. Is it possible that most investors might regard Stock B as being less risky than Stock A? If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. If Stock B is more highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfolio sense. If Stock B is more highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. Assume the risk-free rate is 2.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: Stock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. In a stand-alone risk sense A is less risky than B. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense.

Stocks A and B have the following probability distributions of expected future returns:

1. Calculate the expected rate of return, r B, for Stock B (r A = 11.80%.) Do not round intermediate calculations. Round your answer to two decimal places.

     %

2. Calculate the standard deviation of expected returns, σ_A, for Stock A (σ_B = 18.66%.) Do not round intermediate calculations. Round your answer to two decimal places.

     %

   Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places.

   ________

   Is it possible that most investors might regard Stock B as being less risky than Stock A?

   1. If Stock B is more highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense.
   2. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense.
   3. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense.
   4. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense.
   5. If Stock B is more highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfolio sense.

   -Select-IIIIIIIVVItem 4

3. Assume the risk-free rate is 4.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places.

   Stock A:

   Stock B:

   Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b?

   1. In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense.
   2. In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense.
   3. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense.
   4. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense.
   5. In a stand-alone risk sense A is less risky than B. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense.

   -Select-IIIIIIIVV

Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.1 (14 %) (39 %) 0.2 3 0 0.4 10 19 0.2 20 27 0.1 40 48 Calculate the expected rate of return, , for Stock B ( = 11.20%.) Do not round intermediate calculations. Round your answer to two decimal places. % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 21.90%.) Do not round intermediate calculations. Round your answer to two decimal places. % Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places. Is it possible that most investors might regard Stock B as being less risky than Stock A? If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. If Stock B is more highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfolio sense. If Stock B is more highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. Assume the risk-free rate is 3.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: Stock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. In a stand-alone risk sense A is less risky than B. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense.

Consider a process that occurs at constant volume.

The initial volume of gas is   1.50 L , the initial temperature of the gas is   30.0 °C , and the system is in equilibrium with an external pressure of 1.2 bar (given by the sum of a 1 bar atmospheric pressure and a 0.2 bar pressure due to a brick that rests on top of the piston). The gas is heated slowly until the temperature reaches  55.2 °C . Assume the gas behaves ideally, and its heat capacity at constant volume is:  CV,m=14.2J/(K.mol)

What is the value of w?  (think about the sign first)

Part B

What is the value of q? (think about the sign first)

Part C

Calculate  ΔU

Part D

Calculate  Δ H . Remember the definition of enthalpy: H=U+pV, which applied to a process becomes  ΔH=ΔU+Δ(pV).

Air within a piston-cylinder assembly execute an ideal Carnot power cycle within maximum and minimum temperatures of 600 K and 300 k, respectively. The heat added at the high temperature is 250 kJ/kg. The lowest pressure in the cycle is 75 kPa. Assuming the ideal gas model for the air (constant cv, cp, k, with the following properties: kair = 1.4, cv,air = 0.717 J/g.K, Mair = 28.97 g/mol, Universal Gas Constant 8.314 /( . ) _ R = J mol K ),

(a) Sketch the cycle on a p-V diagram;

(b) Determine the thermal efficiency of the cycle;

(c) Determine the specific volume and pressure after the heat rejection process;

(d) Determine the net work per unit mass of the cycle;

(e) Determine the work per unit mass in each of the adiabatic processes.

Consider a Carnot heat engine cycyle executed in a closed system (piston-cylinder device) using 0.01848695 kg of stem as the working fluid. It is known that the maximum absolute temperature in the cycle is three times the minimum absolute temperature, and the net-work output of the cycle is 90 KJ assuming no kinetic and potential energy changes. If the steam changes from saturated vapor (state 3=h_g) to saturated liquid(state 4=h_f) during heat rejection (process3-4) determine

a) the thermal efficiency of this Carnot Cycle

b) the head addition during the process 1-2 (isothermal expansion)

c) the heat rejection during process 3-4 (isothermal compression)

d) the temperature of the steam during the heat rejection process.

(a hint: use energy balance equation, H=U+PV, and h_g -h_f = h_fg

Part A) Two identical pieces of machinery are lifted from the sidewalk to the roof of a 100.0 m tall building. One is lifted directly to the building's roof and has a change in internal energy of 1059 kJ. The other is lifted to twice the height of the building and then lowered to the roof. What is the change in internal energy of the second piece of machinery once it has reached the roof?

Part B) As a reaction occurs, the system loses 1150 J of heat to the surroundings. A piston moves downward as the gases react to form a solid. As the volume of the gas decreases under the constant pressure of the atmosphere, the surroundings do 480 J of work on the system. What is the change in the internal energy of the system?​

Part C) Calculate the change in the internal energy of the system for a process in which the system absorbs 140 J of heat from the surroundings and does 85 J of work on the surroundings.​

Sketch and label the following thermodynamic processes on enthalpy-temperature or internal energy-temperature diagrams (as appropriate). Use a separate diagram for each case. Clearly label reactant and product conditions on each diagram as well as the direction of the process path. For each process, specify (a) what initial conditions/inputs must be provided, (b) what resulting reaction quantity of interest can be calculated, (c) what thermodynamic constraints/assumptions apply, and (d) why you chose each diagram as well as why you drew each process path.

CASE 1: reaction occurring within a bomb calorimeter

CASE 2: reaction occurring in a highly conductive, non-insulated piston/cylinder

CASE 3: reaction associated with ideal combustion event in an Otto engine

CASE 4: reaction associated with ideal combustion event in a Diesel engine

5. A sample of N2 gas at 298 K and 1 atm. The diameter of N2 molecule is d = 3.6 × 10-10 m. (1) Calculate the collisions per second that one molecule of N2 make. (II) Calculate the mean free path 2 in meter. 6. An ideal gas has absorbed 900 J as a heat energy and the volume of the gas was decreased from 20 L to 10 L at constant external pressure of 5 atm. (1) The work done on the system (in J) in this process is: (II) The internal energy change (AU) of the system (in J) in this process is: 7. A cylinder with a piston contained 5 mole of helium (He). The system allowed to expand at constant pressure after adsorbing 25 kJ energy as a heat. (Knowing that Cy =12.47 J/mol.K) (1) Calculate AH (in J) for the process? (II) Calculate AU (in kJ) for the process?

What is the highest quantity allocation (in dollars) that a non-competitive bidder can get when bidding for Treasury bills? (NOT BOND & NOTE)