A series RL circuit is built with 190 Ω resistor and a 5.0-cm-long, 1.0-cm-diameter solenoid with 800 turns of wire.

A) What is the peak magnetic flux through the solenoid if the circuit is driven by a 12 V, 5.0 kHz source?

B) What capacitance, in μF, has its potential difference increasing at 1.5×10⁶ V/s when the displacement current in the capacitor is 0.60 A ?

(a) The solubility product, K_sp, of Sn(OH)₄(s) is 1.0 x 10^-57. What is its solubility (in g/L) in an aqueous solution of NaOH with a pH of 12.80 ? The temperature is 25^oC.

(b) For the reaction 2 A(g) ⇋ 3 B(g) + 2 C(g), we start off with just pure A(g) (there is no B(g) or C(g)). When we reach equilibrium, the partial pressure of C(g) is 4.19 atm. The equilibrium constant for this reaction is 8.39 . What is the partial pressure of A(g) at equilibrium? What was the initial pressure of A(g)?

Consider the titration of 100.0 mL of 1.00 M HA (Ka=1.0*10^-6) with 2.00 M NaOH.

A. Determine the pH before the titration begins

B. Determine the volume of 2.00 M NaOH required to reach the equivalence point

C. Determine the pH after a total of 25.0 mL of 2.00 M NaOH has been added

D. Determine the pH at the equivalence point of the titration.

Thank you in advance!

Air (cp = 1.0 kJ/kgK) enters an air conditioning system at 40C with a mass flow rate of 1.5 kg/s. The air is cooled by exchanging heat with a stream of R-134a refrigerant that enters the heat exchanger at -8C and 20% quality, and exits with 100% quality. If 25 kW of heat is transferred out of the air, determine: (40 pts) i) Mass flowrate of R-134a (kg/hr) ii) Exit temperature of air (C) iii) Exit pressure of R-134a (kPa)

Better Health, Inc. is evaluating two investment projects, which require up-front expenditures of $1.0 and 1.2 million, respectively. The projects are expected to produce the following net cash inflows.

a. What is each project's IRR?

b. What is each project's NPV if the cost of capital is 10 percent?

c. Which project is more beneficial to Better Health?

Please show your work.

Suppose today two-year US treasury bill is 2.15% and the two-year UK treasury bill is 1.0%. Further suppose today spot exchange rate is USD 1.25 per Euro and you know you will receive one million euro exactly two years from now and you will have to exchange those Euros in USD at that time. Can you engineer a guaranteed exchange rate at which you will be able to exchange the Euros for USD two years from now? Explain the arrangements.

Consider the following information: Portfolio Expected Return Beta Risk-free 8 % 0 Market 10.2 1.0 A 8.2 0.7 a. Calculate the expected return of portfolio A with a beta of 0.7. (Round your answer to 2 decimal places.) Expected return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha % c. If the simple CAPM is valid, is the above situation possible? Yes No

Rainfall rates for successive 20-min periods of a 140-min storm are 1.5, 1.5, 6.0, 4.0, 1.0, 0.8, and 3.2 in/hr, totaling 6.0 in. Determine the rainfall excesses for successive periods by the Green-Ampt model and then report the cumulative storm runoff [in] below. Assume a saturate hydraulic conductivity of 0.8 in/hr, a porosity of 0.62, an initial moisture content of 0.28, and an average capillary suction of 7.2 in. The depression storage is 0.5 in.

Consider the following three bonds:

Assume that coupons are paid every 6 months and the face values of all the bonds are $1,000.

(a) Determine the spot rate curve. (That is, determine s_0.5, s₁, and s_1.5 in yearly terms.) (Keep 4 decimal places, e.g. 0.1234)

     s_0.5:         s₁:           s_1.5 :

(b) Suppose that the 0.5- and 1.5-year zero-coupon bonds are available. Determine their respective prices. (Keep 2 decimal places, e.g. xxx.12)

     P_Z0.5:              P_Z1.5:

(c) Determine the forward rate f _0.5,1 (in yearly term) on a 6-month Treasury bill 6 months from now. (Keep 4 decimal places, e.g. 0.1234)

(d) Determine the forward rate f_0.5,1.5 (in yearly term) on a 12-month Treasury bill 6 months from now. (Keep 4 decimal places, e.g. 0.1234)

(e) Price the 1.5-year coupon bond 6 months from now. (Keep 2 decimal places, e.g. xxx.12)?

Consider the following three bonds:

Assume that coupons are paid every 6 months and the face values of all the bonds are $1,000.

(a) Determine the spot rate curve. (That is, determine s_0.5, s₁, and s_1.5 in yearly terms.) (Keep 4 decimal places, e.g. 0.1234)

     s_0.5:          s₁:            s_1.5 :

(b) Suppose that the 0.5- and 1.5-year zero-coupon bonds are available. Determine their respective prices. (Keep 2 decimal places, e.g. xxx.12)

     P_Z0.5:               P_Z1.5:

(c) Determine the forward rate f _0.5,1 (in yearly term) on a 6-month Treasury bill 6 months from now. (Keep 4 decimal places, e.g. 0.1234)

(d) Determine the forward rate f_0.5,1.5 (in yearly term) on a 12-month Treasury bill 6 months from now. (Keep 4 decimal places, e.g. 0.1234)

(e) Price the 1.5-year coupon bond 6 months from now. (Keep 2 decimal places, e.g. xxx.12)?