what does a primary key and foreign key relates to?

Which drive does a magnet damage the most

what the Raid differences ?

what a NIC does

what is NAS and what's it used for and how it can be used in a network setting

which device has a built in antenna

what RF is used for (Radio Frequency )

In the discussion preparation, you were asked to analyze the major connections between liability of professionals, insurance policy coverage, and settlement of claims due to health care liability issues. Consider the concept of insurance coverage denial. Ascertain the manner in which such denial is built on the limitation clauses and conditions set forth by the insurance provider.

the great wall of china what did how learn about this structure that was a surprise to you or resonated with you about building relationships in the workplace did the people who built this wall have to work together are there any lessons to be learned about building relationships across philosophical divides(differing world views) in the workplace?

A merry go round (a disk I=(1/2) MR2, M=200 kg, R=2.0 m) rotates initially at 0.3 rad/s. A child of mass 40 kg is dropped onto the merry go round at a distance of 1.5 m from the axis of rotation. How fast is the child moving after it comes to turn with the merry go round?

(1 point) For each probability expression, find the unknown ?z-value(s). Unless directed otherwise, use three decimals in your answers.

(a) ?(?≤?0)=0.87 Find ?0

?0=

(b) ?(?≤?0)=0.17 Find ?0

?0=

(c) ?(?≥?0)=0.3 Find ?0

?0=

(c) ?(?0≤?≤0.11)=0.4717P Find ?0

?0

(use two decimals)

Consider the following information about 2 shares P and Q

Share                  Expected return (yearly)                         Risk (standard deviation)

P                              8%                                                      7%

Q                             20%                                                     16%

The correlation coefficient between shares P and Q is 0.3

Required: Estimate the risk and expected return of a portfolio comprising 30% of share P and 70% of share Q and show your workings

     i

What values would be stored in the given variables in each case?

a.          int n = 12 % 5;

b.          double x = 15 % 11 + 5.3 - 5 / (2.5 - 0.3);

c.   float y = 2 / (3.5 + static_cast<int>(3.5));

d.   bool z = (6 – 7 <= 2 * 1) && (5 + 4 >= 3) || (6 + 2 != 17 – 3 * 10);

Consider the standard Solow model with saving rate is 30%, and depreciation rate is 5%, Cobb-douglas production function with A = 1, α = 0.3.

Suppose initially the economy is at the steady state. If we increase the saving rate from 30% to 50% once for all.

Plot the first 20 periods of the following after the change:
• capital sequence • output sequence • consumption sequence

Convert the following decimal numbers into their 32-bit floating point representation (IEEE single precision). You may use a calculator to do the required multiplications, but you must show your work, not just the solution.

1. -59.75 (ANSW: 11000010011011110000000000000000)

2. 0.3 (ANSW: 00111110100110011001100110011010 (rounded)
00111110100110011001100110011001 (truncated; either answer is fine))

Please show all work

Greta, an elderly investor, has a degree of risk aversion of A = 3 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the S&P 500 and a hedge fund, as well as a number of one-year strategies. (All rates are annual and continuously compounded.) The S&P 500 risk premium is estimated at 5% per year, with a SD of 20%. The hedge fund risk premium is estimated at 10% with a SD of 35%. The returns on both of these portfolios in any particular year are uncorrelated with its own returns in other years. They are also uncorrelated with the returns of the other portfolio in other years. The hedge fund claims the correlation coefficient between the annual returns on the S&P 500 and the hedge fund in the same year is zero, but Greta is not fully convinced by this claim.

a-1. Assuming the correlation between the annual returns on the two portfolios is 0.3, what would be the optimal asset allocation?  

a-2. What is the expected return on the portfolio?

a-3 Calculate Greta’s capital allocation using an annual correlation of 0.3?