Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
_.
lowest cost within an industry segment
53. Lynn is going through this week's delivery schedule. She calls her team and
assigns territories for each executive. She contacts the fleet supervisor to arrange
trucks for transportation. Which activity of the
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
4. A ﬁrm faces two types of consumers7 L and H. The demand functions
for each consumer is:
PL 6—QL
PH = 12—911
The marginal cost of production C = 2. There are twice as many con—
sumers in the low demand group than in the high demand.
(a) Suppose the ﬁrm
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
i. (3 points) stages,
ii. (3 points) state variables,
iii. (3 points) decision variables,
iv. (3 points) statetransition equations,
v. (3 points) constraints on the decision variables, and
vi. (3 points) objectivecontribution functions;
of Sis problem.
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
2 Problems
1. A ﬁrm is a monopolist in a market Where aggregate demand is p =
36 — Q Suppose the monopolist has marginal cost equal to 24. The
monopolist is contemplating making an investment 16 = 50 that Wil
reduce its marginal cost to 18.
(a) Explain Wh
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
iii. (5 points) Because of the volatility smile, the true delta of an out of the
money put option is higher than its BlackScholes delta.
True: when the underlying price rises and the put gets more OTM its implied volatility rises, i.e., its market price
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
11/9/2014
Blackboard Learn
A resident of Germany buys a software program from a company in
Washington.
Answer:
Question 19
2 out of 2 points
A real estate salesperson sells a house in 2009 that was built in 1990. How does this
transaction get counted in t
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
1. Short Answer Questions (40 points total)
(a) (10 points total) Portfolio Optimization: Suppose the US and European markets
both have expected returns (for US investors) of 9%, and run at volatilities of
20%. The returns on the two markets are 62% corre
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
(c) Suppose now that ﬁrm one has a capacity limit so it cannot pro—
duce more than 40 units While the other ﬁrms have no capacity
limit. Show that a collusive agreement is possible if and only if
N36. U
11'“: on“ enemy. +9., W Wynn» o +Pu'l'
Q; pw, 9‘, .
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problemos Magnicos! (A Final Examination)
Tuesday 10 December, 2013; 2:003:45pm
Here is your nal examination. As was mentioned before, this exam is opennote and book, and you ca
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
6. (10 points total) BlackScholes pricing
(a) (5 points) A stock is currently trading at $100, and will be paying a $3 dividend
in two months. The standard deviation of its daily returns over the last month
(or year, or ve years) is 3%. Two and threemo
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
7. Firms a and b compete by setting the prices of their products that are
strategic complements. Suppose that advertising by ﬁrm a makes its
demand more inelastic. Firm a modiﬁes its price accordingly. What
effect should this have on the price of ﬁrm [9?
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
D103 Final Exam I.A
Name: _Student ID:_
29. You expose a flask of yeast to a mutagen in order to find genes that are involved
in the cell cycle. You then grow yeast on replicate plates and pick individual
colonies for screening. You find that some colonie
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
4. (10 points) Option Strategies
Suppose that threemonth Tbills are trading at $98.75 for $100 of face, and you see
the following European put prices for two different underlying stocks.
Strikes Puts on A
135
140
145
150
23.51
28.56
33.25
38.23
Puts on
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
3. CAPM and the APT (30 points total)
(a) (5 points) Suppose the CAPM holds and you have the following information:
Asset EQ
r
TBills 4%
Market 12%
A
8%
B
16%
0%
16%
50%
60%
What is the CAPM beta of the strategy that buys $1 of stock A and sells $1 of
st
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
(c) (10 points total) Following are results from regressions of some portfolio returns
(%/month) onto the FamaFrench factors and a momentum factor. Please say
something brief (13 sentences) about each of the long/short strategies.
i. (5 points) Strategy
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
Name:
ID#:
Professor Robert NovyMarx
University of Rochester
Final Exam
FIN 206
Spring 2013
You have 3 hours to complete the examination.
This exam consists of seven (7) problems. You are to answer each in the space
provided.
The maximum possible score
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
ECO 171 Industrial Organization Name:
Section 1 — Final Exam Section:
TIlStI'UCthIlSI There are 12 short questions and 4 problems. Short
questions are worth a total of 40 points and the problems a total of 60 points.
Answer in the space provided (no need
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
11/9/2014
Blackboard Learn
In contrast with unanticipated inflation, anticipated inflation implies that
Selected Answer: c. most
decision makers expected the general increase in the price level.
Question 6
2 out of 2 points
The current U.S. unemployment i
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
IMPORTANT: ONLY use with the questions for Part V Analysis Questions.
11/9/2014
Blackboard Learn
Course
201440 Fall 2014 ECON 214D05 LUO
Test
Exam 1
Started
11/3/14 9:28 PM
Submitted
11/3/14 10:20 PM
Status
Completed
Attempt Score 54 out of 60 points
Tim
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
Name _ Number_
Exam 1 (100 points)
Recitation (CIRCLE BELOW ONE TA and ONE TIME): 9/25/14
(55 minutes allowed)
Sikandar (A,B) Stephanie (C,D) Eric (E,F) Nadine (G,H) Bryce (I,J)
6:30
7:30
VIII. Circle below the species having the bigger energy difference
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
cHEM26201
Exam 1
Dr. McDaniel
Part2c Free Response StructureDeterminationwith MS,IRandlH NMR.
4. shown below are a MS,IRand 1HNMRspectrafor an unknown compound.
Proposea structure for this moleculeand write your strucfure in the box
provided on the next
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
Name _ Number_
Exam 1 (100 points)
Recitation (CIRCLE BELOW ONE TA and ONE TIME): 9/25/14
(55 minutes allowed)
Sikandar (A,B) Stephanie (C,D) Eric (E,F) Nadine (G,H) Bryce (I,J)
6:30
7:30
Please print your name on every page of the exam. Show your work on
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
Part II) Long Questions (57 points)
1) A transmitters power is at 20 dBm at d0=1 meter. What is the received power (in dBm) at distance 10
meters away from the transmitter? Then convert the answer to mW. (16 points).
Pr [dBm] = Pt [dBm] 10 log10 (d/d0) =
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
Bonus Question: (10 points)
Consider a network with two senders sending to two receivers using IEEE 802.11 DCF protocol. The two
senders always have unlimited amount of traffic to send. One of them achieves much higher throughput
than the other flow. Name
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
0HEM26201
Exam L
Dr. McDaniel
Part 2b. Free Response
NMR(cont.)
2. Draw the isomer of dimethoxybenzene the box below that givesthe
in
lH NMR data:6 3.9 (singlet,
following
6hydrogens),6 (single! 1H),66.6
6.4
(doublet,2hydrogens)and 6 7.2 (triplet t hydr
Civil and Environmental Engineering Orientation and Computer Applications
CEE 1880

Spring 2015
0HEM2620t
Exam l
Dr. McDaniel
Part 1. Continued.
Indicatewhether or not the following physicalcharacteristics(shown in
questionsL5  20J of a 1HNMR spectrum are increasing(ANSWER
CHOICE or
A)
(ANSWER
decreasing
cHoICEB) in the direction shown below [go