You are trying to study for a physics exam, but your kids keep distracting you. You design a game where you can both play with your kids and study physics. You take two of your children’s blocks and place them on a table. Block 2 (mass = 0.3 kg) is at the edge of the table. Block 1 (mass = 0.2 kg) is held against a spring (spring constant = 500 N/m) that is compressed a distance of 0.08 m. After you let block 1 go from rest, it slides a distance of 0.6 m from the release point and then experiences a head-on collision with block 2. After the collision, block 1 stops and block 2 moves horizontally off the table. The goal of the game is to have block 2 land in a basket on the floor. The coefficient of kinetic friction between block 1 and the table is 0.3. 

A) Where should you place the basket on the floor? 

B)What is the speed of block 2 when it lands in the basket?

C)Determine the speed of block 2 when it hits the basket using kinematics

   - What is the y component of block 2's velocity when it hits the ground?

- What is the speed of block 2 when it hits the ground?

- Does your answer to this follow up agree with you original answer?

D) Suppose you increase the initial compression distance of the spring to some value greater than 0.08 m and then released block 1. Would block 2 spend more time in the air, less time, or the same amount of time?

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 = 12.60%.) 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 = 18.36%.) Do not round intermediate calculations. Round your answer to two decimal places.
   %

3. Now calculate the coefficient of variation for Stock B. Round your answer to two decimal places.

4. 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.

EXPECTED RETURNS

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 = 21.10%.) Do not round intermediate calculations. Round your answer to two decimal places.
   %

3. Now calculate the coefficient of variation for Stock B. Round your answer to two decimal places.

4. 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.

You download two sets of posts from an online forum. Set One is a collection of posts by "pro-Hong Kong Protestors" (HKP) students. Set Two is a collection of posts by pro-Chinese Government (CG) students. (Let's say you get these two collections by searching for students who are members either of a pro-HKP group, or pro-CG group.) You compute the probabilities of different words they use, and focus on a set of six "key" words of interest, {"legal", "democracy", "violence", "legitimate", "calm", "foreign"}. You compute the "probability that, given that they use one of these five words, which word it is" (you could do this by counting up each of those words for the two sets, and dividing by the total number of those words in each set.) words: {"legal", "democracy", "violence", "legitimate", "calm", "foreign"}. pHKP = {0.2, 0.2, 0.3, 0.2, 0.05, 0.05} pCG = {0.1, 0.05, 0.3, 0.05, 0.1, 0.4}

The government tells you that they think about 10% of the posters on the mainland are pro-HKP, and they just want to have a conversation with these people about things.

You encounter a post. The poster uses the word "democracy" twice, the word "violence" once, and the word "foreign" once. Assuming that he is either pro-HKP, and follows the pHKP distribution, or pro-CG, and follows the pCG distribution...

Q: Given government priors, what is the probability that the poster is pro-HKP? (i.e., follows the pHKP distribution rather than the pCG distribution)

EXPECTED RETURNS

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 = 13.20%.) 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 = 18.62%.) Do not round intermediate calculations. Round your answer to two decimal places.
   %

3. Now calculate the coefficient of variation for Stock B. Round your answer to two decimal places.

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

   1. 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.
   2. 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.
   3. 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.
   4. 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.
   5. 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.

8.06

EXPECTED RETURNS

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 = 15.10%.) 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 = 18.51%.) Do not round intermediate calculations. Round your answer to two decimal places.
   %

3. Now calculate the coefficient of variation for Stock B. Round your answer to two decimal places.

4. 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 higher 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 a lower beta than Stock A, and hence be less risky in a portfolio sense.
   3. 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.
   4. 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.
   5. 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.

Typing errors in a text are either nonword errors (as when "the" is typed as "teh") or word errors that result in a real but incorrect word. Spell‑checking software will catch nonword errors but not word errors. Human proofreaders catch 70%70% of word errors.

You ask a fellow student to proofread an essay in which you have deliberately made 1010 word errors.

(a) If ?X is the number of word errors missed, what is the distribution of ?X ? Select an answer choice.

?X is approximately Normal with ?=3μ=3 and ?=1.45σ=1.45

?X is binomial with ?=10n=10 and ?=0.3p=0.3

?X is binomial with ?=10n=10 and ?=0.7p=0.7

?X is Normal with ?=7μ=7 and ?=1.45σ=1.45

If ?Y is the number of word errors caught, what is the distribution of ?Y ? Select an answer choice.

?Y is binomial with ?=10n=10 and ?=0.7p=0.7

?Y is binomial with ?=10n=10 and ?=0.3p=0.3

?Y is approximately Normal with ?=3μ=3 and ?=1.45σ=1.45

?Y is Normal with ?=7μ=7 and ?=1.45σ=1.45

(b) What is the mean number of errors caught? (Enter your answer as a whole number.)

mean of errors caught =

What is the mean number of errors missed? (Enter your answer as a whole number.)

mean of errors missed =

(c) What is the standard deviation of the number of errors caught? (Enter your answer rounded to four decimal places.)

standard deviation of the number of errors caught =

What is the standard deviation of the number of errors missed? (Enter your answer rounded to four decimal places.)

standard deviation of the number of errors missed =

Indicate whether the following losses are covered under Section II of the homeowners policy. Assume there are no special endorsements and no deductible. Give reasons for your answers.

1. The named insured’s dog bites a neighbor’s child

2. The named insured's dog eats a neighbor's coat.

3. A neighbor’s child falls off a swing in the named insured’s yard and breaks an arm.

4. The named insured falls on his icy sidewalk and breaks a leg.

5. While driving to the supermarket, the named insured injures another motorist with the automobile.

6. The named insured paints houses for a living. A can of paint accidentally spills onto a customer’s roof and discolors it.

7. The named insured falls asleep while smoking a cigarette in a rented hotel room, and the room is badly damaged by the fire.

2. A travel agent wanted to know whether the price (in dollars) of Marriot, Hyatt, and Sheraton Hotels differed significantly. The following data represents the room rate for each hotel in 6 randomly selected cities.

1. What test is appropriate in this situation?

2. Do you think the price of Marriot, Hyatt, and Sheraton Hotels differed significantly based on the interaction plot below? Use 4 Cs analysis to justify your answer.

3. Determine which pairs differ significantly, if the price differs.

May use MiniTab for statistical analysis

. The Green Shingle purchased a parcel of land 6 years ago for $299,500. Since the firm wasn't ready to use the site itself at that time, it decided to lease the land for $28,000 a year. The Green Shingle is now considering building a hotel on the site. The current value of the land is $347,500. The firm has a mortgage secured by the property with $12,670 annual interest expenses, and would need to spend $64,000 to improve the land for construction. Which of the following is correct?

A. The purchase price of the parcel of land 6 years ago is a sunk cost for the project.
B. The current value of the land is an opportunity cost for the project.
C. The $12,670 annual interest expenses are a relevant cash flow for the project.
D. The $64,000 expense to improve the land is an irrelevant cash flow for the project.
E. A and B only.

F. A and C only.