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School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 9 ANSWERS TO END-OF-CHAPTER QUESTIONS 1. If you had a 7 percent, $100,000 30-year fixed-rate mortgage, how long would it take before you had repaid half the loan balance due? If you paid an extra $100 per month to reduce the principal due on the m
School: Central Connecticut State University
Course: Linear Algebra
April_2010 Gold Fut ures Cont ract 5/30/2008 940.4 6/2/2008 944.9 6/3/2008 933.1 6/4/2008 930.6 6/5/2008 923.3 6/6/2008 947.1 6/9/2008 950.8 6/10/2008 925.8 6/11/2008 937.3 6/12/2008 927.5 6/13/2008 928.5 6/16/2008 943.2 6/17/2008 942.9 6/18/2008 948.6 6/
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 4 Interest Rates Practice Questions Problem 4.1. A bank quotes you an interest rate of 14% per annum with quarterly compounding. What is the equivalent rate with (a) continuous compounding and (b) annual compounding? (a) The rate with continuous c
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 10 EQUITY MARKETS ANSWERS TO END-OF-CHAPTER QUESTIONS 3. Rowell Inc. has 100 million shares of common stock outstanding and the company is electing seven directors by means of cumulative voting. If a group of minority shareholders controls 31 mill
School: Central Connecticut State University
Course: Linear Algebra
Chapter 1 Problems Problem 1.22. Describe the profit from the following portfolio: a long forward contract on an asset and a long European put option on the asset with the same maturity as the forward contract and a strike price that is equal to the forwa
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 8 BOND MARKETS ANSWERS TO END-OF-CHAPTER QUESTIONS 1. Calculate the gross profit that an underwriter would make if it sold $10 million worth of bonds at par (face value) and paid the firm that sold the bonds 99.25% of par. The gross profit would b
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
April_2010 Gold Fut ures Cont ract 5/30/2008 940.4 6/2/2008 944.9 6/3/2008 933.1 6/4/2008 930.6 6/5/2008 923.3 6/6/2008 947.1 6/9/2008 950.8 6/10/2008 925.8 6/11/2008 937.3 6/12/2008 927.5 6/13/2008 928.5 6/16/2008 943.2 6/17/2008 942.9 6/18/2008 948.6 6/
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 4 Interest Rates Practice Questions Problem 4.1. A bank quotes you an interest rate of 14% per annum with quarterly compounding. What is the equivalent rate with (a) continuous compounding and (b) annual compounding? (a) The rate with continuous c
School: Central Connecticut State University
Course: Linear Algebra
Chapter 1 Problems Problem 1.22. Describe the profit from the following portfolio: a long forward contract on an asset and a long European put option on the asset with the same maturity as the forward contract and a strike price that is equal to the forwa
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 5 Determination of Forward and Futures Prices Practice Questions Problem 5.1. Explain what happens when an investor shorts a certain share. The investors broker borrows the shares from another clients account and sells them in the usual way. To cl
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 3 Hedging Strategies Using Futures Practice Questions Problem 3.1. Under what circumstances are (a) a short hedge and (b) a long hedge appropriate? A short hedge is appropriate when a company owns an asset and expects to sell that asset in the fut
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 6 Interest Rate Futures Practice Questions Problem 6.1. A U.S. Treasury bond pays a 7% coupon on January 7 and July 7. How much interest accrues per $100 of principal to the bond holder between July 7, 2011 and August 9, 2011? How would your answe
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 9 ANSWERS TO END-OF-CHAPTER QUESTIONS 1. If you had a 7 percent, $100,000 30-year fixed-rate mortgage, how long would it take before you had repaid half the loan balance due? If you paid an extra $100 per month to reduce the principal due on the m
School: Central Connecticut State University
Course: Linear Algebra
April_2010 Gold Fut ures Cont ract 5/30/2008 940.4 6/2/2008 944.9 6/3/2008 933.1 6/4/2008 930.6 6/5/2008 923.3 6/6/2008 947.1 6/9/2008 950.8 6/10/2008 925.8 6/11/2008 937.3 6/12/2008 927.5 6/13/2008 928.5 6/16/2008 943.2 6/17/2008 942.9 6/18/2008 948.6 6/
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 4 Interest Rates Practice Questions Problem 4.1. A bank quotes you an interest rate of 14% per annum with quarterly compounding. What is the equivalent rate with (a) continuous compounding and (b) annual compounding? (a) The rate with continuous c
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 10 EQUITY MARKETS ANSWERS TO END-OF-CHAPTER QUESTIONS 3. Rowell Inc. has 100 million shares of common stock outstanding and the company is electing seven directors by means of cumulative voting. If a group of minority shareholders controls 31 mill
School: Central Connecticut State University
Course: Linear Algebra
Chapter 1 Problems Problem 1.22. Describe the profit from the following portfolio: a long forward contract on an asset and a long European put option on the asset with the same maturity as the forward contract and a strike price that is equal to the forwa
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 8 BOND MARKETS ANSWERS TO END-OF-CHAPTER QUESTIONS 1. Calculate the gross profit that an underwriter would make if it sold $10 million worth of bonds at par (face value) and paid the firm that sold the bonds 99.25% of par. The gross profit would b
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 5 Determination of Forward and Futures Prices Practice Questions Problem 5.1. Explain what happens when an investor shorts a certain share. The investors broker borrows the shares from another clients account and sells them in the usual way. To cl
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 3 Hedging Strategies Using Futures Practice Questions Problem 3.1. Under what circumstances are (a) a short hedge and (b) a long hedge appropriate? A short hedge is appropriate when a company owns an asset and expects to sell that asset in the fut
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 6 Interest Rate Futures Practice Questions Problem 6.1. A U.S. Treasury bond pays a 7% coupon on January 7 and July 7. How much interest accrues per $100 of principal to the bond holder between July 7, 2011 and August 9, 2011? How would your answe
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 7 Swaps Practice Questions Problem 7.1. Companies A and B have been offered the following rates per annum on a $20 million fiveyear loan: Company A Company B Fixed Rate 5.0% 6.4% Floating Rate LIBOR+0.1% LIBOR+0.6% Company A requires a floating-ra
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Linear Algebra Additional Subspace problems. On Nov. 17 there will be an in-class quiz in which you will be required to prove one of the following completely and accurately. In each problem the letters a, b and c represent real numbers 1) Prove th
School: Central Connecticut State University
Course: Linear Algebra
month 1 2 3 4 5 6 LIBOR 2.60% 2.90% 3.10% 3.20% 3.25% 3.30% forward 3.20% 3.50% 3.50% 3.45% 3.55%
School: Central Connecticut State University
Course: Linear Algebra
Test yield 4.07% Time 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 rate annualized continuous 2.05% 4.15% 4.07% Cash Flow PV 2.5 2.449697 2.5 2.400406 2.5 2.352106 2.5 2.304779 2.5 2.258404 2.5 2.212962 2.5 2.168434 2.5 2.124802 2.5 2.082049 102.5 83.64636 104
School: Central Connecticut State University
Course: Linear Algebra
Beta 0.87 Number of Contracts Rounded Index now Index Level in Two Months Return on Index in Two Months Return on Index incl divs Excess Return on Index Excess Return on Portfolio Return on Portfolio Portfolio Gain Futures Now Futures in Two Months Gain o
School: Central Connecticut State University
Course: Linear Algebra
Spot Change Futures Change 0.5 0.56 SD spot changes SD futures changes correlation 0.493333 0.51156 0.980573 Min Var Hedge Ratio 0.945636 0.61 0.63 -0.22 -0.12 -0.35 -0.44 0.79 0.6 0.04 -0.06 0.15 0.01 0.7 0.8 -0.51 -0.56 -0.41 -0.46
School: Central Connecticut State University
Course: Linear Algebra
20 22.5 25 27.5 30 30.5 31 31.25 32.5 35 37.5 40 Long Call Short Call Total -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.25 1.5 -0.75 -1.75 1.5 -0.25 -1.5 1.5 0 -0.25 1.5 1.25 2.25 -1 1.25 4.75 -3.5 1.25 7.25 -6 1.25
School: Central Connecticut State University
Course: Linear Algebra
700 800 900 1000 1100 1200 1300 Trader A Trader B -300 -100 -200 -100 -100 -100 0 -100 100 0 200 100 300 200 300 Profit per ounce 200 100 0 700 -100 -200 -300 Trader A 800 900 1000 1100 1200 1300 Gold Price Trader B
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y V with coordinates relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. b. Are your coordinates uniqu
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 - solutions Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. and V with coordinates so and Simila
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 - solutiuons Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y V with coordinates relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. and so and Simil
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. 3) Show that the set of polynomials of the form is a vect
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. Let i) ii) iii) iv) v) vi) vii) viii) ix) x) 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. i) ii) iii)
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. Let i) ii) iii) iv) v) vi) vii) viii) ix) x) 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. i) ii) iii)
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = and k = -2. Verify that det(kA) = k3det(A). 3) Let A = . Verify that det(A) = det(AT). 4) Given that . Calculate
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = (-2)A = and k = -2. Verify that det(kA) = k3det(A). det(-2A) = -448 (-2)3det(A) = (-8)det(A) = -448. 3) Let A =
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = and k = -2. Verify that det(kA) = k3det(A). (-2)A = det(-2A) = -448 (-2)3det(A) = (-8)det(A) = -448. 3) Let A =
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= b. A
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= Refl
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= Refl
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is also a solu
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 - Solutions Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 - Solutions Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
Working Management 67 49 45 21 73 65 54 47 61 33 Management 70 60 50 f(x) = 1.3x - 35 40 Axis T it le 30 20 10 0 40 45 50 55 T it le60 Axis 65 70 75 Company Advertising Market Share Chrysler 1590 14.9 Ford 1568 18.6 GM 3004 26.2 Honda 854 8.6 Nissan 1023
School: Central Connecticut State University
Course: Linear Algebra
Sample Size Sample Mean 120 8.4 PopulationSD HypothesizedValue 3.2 8 StandardError TestStatz 0.29 1.369 pvalue(LowerTail) pvalue(UpperTail) pvalue(TwoTail) 0.9145 0.0855 0.17090 significancelevel() pvalue 0.05 0.17090 Decision Donotreject zstat lower uppe
School: Central Connecticut State University
Course: Linear Algebra
Hours 6 4 9 8 19 7 6 13 10 12 5 6 9 0 6 7 4 13 5 14 8 9 9 6 8 12 6 7 5 7 9 16 8 9 10 11 4 10 5 9 6 9 9 7 5 11 8 12 4 11 12 9 10 5 12 3 13 10 12 8 13 8 9 9 11 4 4 10 7 9 14 13 6 5 6 7 9 9 10 12 8 4 10 12 10 7 5 4 7 9 12 7 12 14 6 7 2 9 9 16 11 9 5 9 10 7 9
School: Central Connecticut State University
Course: Linear Algebra
Month Units sold x-mean x-mean squared st 1 94 2 100 3 85 4 94 5 92 93 1 1 7 49 -8 64 1 1 -1 1 0 116 5.39 M an ag er 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49
School: Central Connecticut State University
Course: Linear Algebra
Minutes Lower Upper 120 140 flight time 125 Expected flight time Variance 130 33.3 P(<=130) P(>=140) 0.5 0.25 Distance Lower Upper Interval Expected distance Variance 284.7 310.6 25.9 297.65 55.9 P(<=290) 0.2046 P(>=300) 0.4093 P(290 < x < 305) 0.5792 1 f
School: Central Connecticut State University
Course: Linear Algebra
x 20 25 30 35 f(x) 0.2 0.15 0.25 0.4 1 f(30) f(20) +f(25) f(35) 0.25 0.35 0.4 Job IS Senior IS Middle Satisfaction Executive Managers Score (%) (%) 1 5 4 2 9 10 3 3 12 4 42 46 5 41 28 x 1 2 3 4 5 P(4 or 5) f(x) 0.05 0.09 0.03 0.42 0.41 1 x 1 2 3 4 5 f(x)
School: Central Connecticut State University
Course: Linear Algebra
Number of Number of Family Times Outcome Meals Occurred Frequency Cumulative Frequency 0 11 2.22% 2.22% 1 11 2.22% 4.44% 2 30 6.05% 10.48% 3 36 7.26% 17.74% 4 36 7.26% 25.00% 5 119 23.99% 48.99% 6 114 22.98% 71.98% 7+ 139 28.02% 100.00% Total 496 100.00%
School: Central Connecticut State University
Course: Linear Algebra
120 123 125 126 134 139 144 145 146 160 162 163 166 167 167 173 177 192 207 245 3rd Quartile Quartile 136.5 5 136.5 170 mean mode median 159.05 167 161 City 16.2 16.7 15.9 14.4 13.2 15.3 16.8 16 16.1 15.3 15.2 15.3 16.2 Highway 19.4 20.6 18.3 18.6 19.2 17
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 2 Mechanics of Futures Markets Practice Questions Problem 2.1. Distinguish between the terms open interest and trading volume. The open interest of a futures contract at a particular time is the total number of long positions outstanding. (Equival
School: Central Connecticut State University
Course: Linear Algebra
TV Show DH Trace CSI L&O CSI DH DH L&O L&O CSI CSI CSI DH L&O DH Trace CSI CSI CSI DH DH L&O Trace L&O DH CSI CSI Trace CSI Trace CSI Trace CSI CSI L&O Trace L&O Trace CSI Trace L&O CSI DH DH CSI DH CSI DH DH L&O L&O CSI Trace DH TV Show Law & Order CSI W
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 10 Properties of Stock Options Practice Questions Problem 10.1. List the six factors affecting stock option prices. The six factors affecting stock option prices are the stock price, strike price, risk-free interest rate, volatility, time to matur
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 9 Mechanics of Options Markets Practice Questions Problem 9.1. An investor buys a European put on a share for $3. The stock price is $42 and the strike price is $40. Under what circumstances does the investor make a profit? Under what circumstance
School: Central Connecticut State University
Course: Linear Algebra
Chapter 14 Statistical Methods for Quality Control Learning Objectives 1. Learn about the importance of quality control and how statistical methods can assist in the quality control process. 2. Learn about acceptance sampling procedures. 3. Know the diffe
School: Central Connecticut State University
Course: Linear Algebra
Chapter 12 Simple Linear Regression Learning Objectives 1. Understand how regression analysis can be used to develop an equation that estimates mathematically how two variables are related. 2. Understand the differences between the regression model, the r
School: Central Connecticut State University
Course: Linear Algebra
Chapter 9 Hypothesis Tests Learning Objectives 1. Learn how to formulate and test hypotheses about a population mean and/or a population proportion. 2. Understand the types of errors possible when conducting a hypothesis test. 3. Be able to determine the
School: Central Connecticut State University
Course: Linear Algebra
Chapter 8 Interval Estimation Learning Objectives 1. Know how to construct and interpret an interval estimate of a population mean and / or a population proportion. 2. Understand and be able to compute the margin of error. 3. Learn about the t distributio
School: Central Connecticut State University
Course: Linear Algebra
Chapter 7 Sampling and Sampling Distributions Learning Objectives 1. Understand the importance of sampling and how results from samples can be used to provide estimates of population characteristics such as the population mean, the population standard dev
School: Central Connecticut State University
Course: Linear Algebra
Chapter 6 Continuous Probability Distributions Learning Objectives 1. Understand the difference between how probabilities are computed for discrete and continuous random variables. 2. Know how to compute probability values for a continuous uniform probabi
School: Central Connecticut State University
Course: Linear Algebra
Chapter 5 Discrete Probability Distributions Learning Objectives 1. Understand the concepts of a random variable and a probability distribution. 2. Be able to distinguish between discrete and continuous random variables. 3. Be able to compute and interpre
School: Central Connecticut State University
Course: Linear Algebra
Chapter 4 Introduction to Probability Learning Objectives 1. Obtain an appreciation of the role probability information plays in the decision making process. 2. Understand probability as a numerical measure of the likelihood of occurrence. 3. Know the thr
School: Central Connecticut State University
Course: Linear Algebra
Chapter 3 Descriptive Statistics: Numerical Measures Learning Objectives 1. Understand the purpose of measures of location. 2. Be able to compute the mean, median, mode, quartiles, and various percentiles. 3. Understand the purpose of measures of variabil
School: Central Connecticut State University
Course: Linear Algebra
Chapter 2 Descriptive Statistics: Tabular and Graphical Presentations Learning Objectives 1. Learn how to construct and interpret summarization procedures for categorical data such as: frequency and relative frequency distributions, bar charts and pie cha
School: Central Connecticut State University
Course: Linear Algebra
Chapter 1 Data and Statistics Learning Objectives 1. Obtain an appreciation for the breadth of statistical applications in business and economics. 2. Understand the meaning of the terms elements, variables, and observations as they are used in statistics.
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
D. Burns Math 272 - Exam I 11/8/11 Answer all questions completely. All questions have equal weight. Use your own paper or the scratch paper provided. Show all necessary work. 1) Determine if the following system is consistent or inconsistent. Explain why
School: Central Connecticut State University
Course: Linear Algebra
April_2010 Gold Fut ures Cont ract 5/30/2008 940.4 6/2/2008 944.9 6/3/2008 933.1 6/4/2008 930.6 6/5/2008 923.3 6/6/2008 947.1 6/9/2008 950.8 6/10/2008 925.8 6/11/2008 937.3 6/12/2008 927.5 6/13/2008 928.5 6/16/2008 943.2 6/17/2008 942.9 6/18/2008 948.6 6/
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 4 Interest Rates Practice Questions Problem 4.1. A bank quotes you an interest rate of 14% per annum with quarterly compounding. What is the equivalent rate with (a) continuous compounding and (b) annual compounding? (a) The rate with continuous c
School: Central Connecticut State University
Course: Linear Algebra
Chapter 1 Problems Problem 1.22. Describe the profit from the following portfolio: a long forward contract on an asset and a long European put option on the asset with the same maturity as the forward contract and a strike price that is equal to the forwa
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 5 Determination of Forward and Futures Prices Practice Questions Problem 5.1. Explain what happens when an investor shorts a certain share. The investors broker borrows the shares from another clients account and sells them in the usual way. To cl
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 3 Hedging Strategies Using Futures Practice Questions Problem 3.1. Under what circumstances are (a) a short hedge and (b) a long hedge appropriate? A short hedge is appropriate when a company owns an asset and expects to sell that asset in the fut
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 6 Interest Rate Futures Practice Questions Problem 6.1. A U.S. Treasury bond pays a 7% coupon on January 7 and July 7. How much interest accrues per $100 of principal to the bond holder between July 7, 2011 and August 9, 2011? How would your answe
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 7 Swaps Practice Questions Problem 7.1. Companies A and B have been offered the following rates per annum on a $20 million fiveyear loan: Company A Company B Fixed Rate 5.0% 6.4% Floating Rate LIBOR+0.1% LIBOR+0.6% Company A requires a floating-ra
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Linear Algebra Additional Subspace problems. On Nov. 17 there will be an in-class quiz in which you will be required to prove one of the following completely and accurately. In each problem the letters a, b and c represent real numbers 1) Prove th
School: Central Connecticut State University
Course: Linear Algebra
month 1 2 3 4 5 6 LIBOR 2.60% 2.90% 3.10% 3.20% 3.25% 3.30% forward 3.20% 3.50% 3.50% 3.45% 3.55%
School: Central Connecticut State University
Course: Linear Algebra
Test yield 4.07% Time 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 rate annualized continuous 2.05% 4.15% 4.07% Cash Flow PV 2.5 2.449697 2.5 2.400406 2.5 2.352106 2.5 2.304779 2.5 2.258404 2.5 2.212962 2.5 2.168434 2.5 2.124802 2.5 2.082049 102.5 83.64636 104
School: Central Connecticut State University
Course: Linear Algebra
Beta 0.87 Number of Contracts Rounded Index now Index Level in Two Months Return on Index in Two Months Return on Index incl divs Excess Return on Index Excess Return on Portfolio Return on Portfolio Portfolio Gain Futures Now Futures in Two Months Gain o
School: Central Connecticut State University
Course: Linear Algebra
Spot Change Futures Change 0.5 0.56 SD spot changes SD futures changes correlation 0.493333 0.51156 0.980573 Min Var Hedge Ratio 0.945636 0.61 0.63 -0.22 -0.12 -0.35 -0.44 0.79 0.6 0.04 -0.06 0.15 0.01 0.7 0.8 -0.51 -0.56 -0.41 -0.46
School: Central Connecticut State University
Course: Linear Algebra
20 22.5 25 27.5 30 30.5 31 31.25 32.5 35 37.5 40 Long Call Short Call Total -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.75 1.5 -1.25 -2.25 1.5 -0.75 -1.75 1.5 -0.25 -1.5 1.5 0 -0.25 1.5 1.25 2.25 -1 1.25 4.75 -3.5 1.25 7.25 -6 1.25
School: Central Connecticut State University
Course: Linear Algebra
700 800 900 1000 1100 1200 1300 Trader A Trader B -300 -100 -200 -100 -100 -100 0 -100 100 0 200 100 300 200 300 Profit per ounce 200 100 0 700 -100 -200 -300 Trader A 800 900 1000 1100 1200 1300 Gold Price Trader B
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y V with coordinates relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. b. Are your coordinates uniqu
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 - solutions Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. and V with coordinates so and Simila
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #6 - solutiuons Due: Dec. 10, 2009 1) Let V be a vector space with basis . Let x,y V with coordinates relative to B of cfw_c1,c2, , cn and cfw_d1, d2, dn respectively. a. Find coordinates for x + y and kx relative to B. and so and Simil
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. 3) Show that the set of polynomials of the form is a vect
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. Let i) ii) iii) iv) v) vi) vii) viii) ix) x) 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. i) ii) iii)
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #5 Due: October 27, 2009 1) Show that the set V of all 23 matrices is a vector space. Let i) ii) iii) iv) v) vi) vii) viii) ix) x) 2) Show that the set H of 23 matrices of the form is a subspace of the vector space V in #1. i) ii) iii)
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = and k = -2. Verify that det(kA) = k3det(A). 3) Let A = . Verify that det(A) = det(AT). 4) Given that . Calculate
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = (-2)A = and k = -2. Verify that det(kA) = k3det(A). det(-2A) = -448 (-2)3det(A) = (-8)det(A) = -448. 3) Let A =
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #4 Due: October 15, 2009 1) Calculate the following determinants using cofactor expansion. Show your work. a. b. 2) Let A = and k = -2. Verify that det(kA) = k3det(A). (-2)A = det(-2A) = -448 (-2)3det(A) = (-8)det(A) = -448. 3) Let A =
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= b. A
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= Refl
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #3 Due: October 6, 2009 1) Plot the four vertices of the unit square (0,0), (1,0), (0,1), (1,1) and also plot the images of the four vertices using the following transformations T(x) = Ax on . Describe the effect of each one. a. A= Refl
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is also a solu
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 - Solutions Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #2 - Solutions Due: September 22, 2009 1) Solve the following linear systems. Write solutions in parametric form. a. b. c. d. 2) Let u and v both be solutions to the matrix equation Ax = 0. Show that any linear combination of u and v is
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
MAT 272 Assignment #1 Due: September 15, 2009 1) Write the following system of equations as an augmented matrix. 2) Write the system of equations described by this augmented matrix. 3) Convert to reduced row echelon form using row operations. 4) Solve the
School: Central Connecticut State University
Course: Linear Algebra
Working Management 67 49 45 21 73 65 54 47 61 33 Management 70 60 50 f(x) = 1.3x - 35 40 Axis T it le 30 20 10 0 40 45 50 55 T it le60 Axis 65 70 75 Company Advertising Market Share Chrysler 1590 14.9 Ford 1568 18.6 GM 3004 26.2 Honda 854 8.6 Nissan 1023
School: Central Connecticut State University
Course: Linear Algebra
Sample Size Sample Mean 120 8.4 PopulationSD HypothesizedValue 3.2 8 StandardError TestStatz 0.29 1.369 pvalue(LowerTail) pvalue(UpperTail) pvalue(TwoTail) 0.9145 0.0855 0.17090 significancelevel() pvalue 0.05 0.17090 Decision Donotreject zstat lower uppe
School: Central Connecticut State University
Course: Linear Algebra
Hours 6 4 9 8 19 7 6 13 10 12 5 6 9 0 6 7 4 13 5 14 8 9 9 6 8 12 6 7 5 7 9 16 8 9 10 11 4 10 5 9 6 9 9 7 5 11 8 12 4 11 12 9 10 5 12 3 13 10 12 8 13 8 9 9 11 4 4 10 7 9 14 13 6 5 6 7 9 9 10 12 8 4 10 12 10 7 5 4 7 9 12 7 12 14 6 7 2 9 9 16 11 9 5 9 10 7 9
School: Central Connecticut State University
Course: Linear Algebra
Month Units sold x-mean x-mean squared st 1 94 2 100 3 85 4 94 5 92 93 1 1 7 49 -8 64 1 1 -1 1 0 116 5.39 M an ag er 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49
School: Central Connecticut State University
Course: Linear Algebra
Minutes Lower Upper 120 140 flight time 125 Expected flight time Variance 130 33.3 P(<=130) P(>=140) 0.5 0.25 Distance Lower Upper Interval Expected distance Variance 284.7 310.6 25.9 297.65 55.9 P(<=290) 0.2046 P(>=300) 0.4093 P(290 < x < 305) 0.5792 1 f
School: Central Connecticut State University
Course: Linear Algebra
x 20 25 30 35 f(x) 0.2 0.15 0.25 0.4 1 f(30) f(20) +f(25) f(35) 0.25 0.35 0.4 Job IS Senior IS Middle Satisfaction Executive Managers Score (%) (%) 1 5 4 2 9 10 3 3 12 4 42 46 5 41 28 x 1 2 3 4 5 P(4 or 5) f(x) 0.05 0.09 0.03 0.42 0.41 1 x 1 2 3 4 5 f(x)
School: Central Connecticut State University
Course: Linear Algebra
Number of Number of Family Times Outcome Meals Occurred Frequency Cumulative Frequency 0 11 2.22% 2.22% 1 11 2.22% 4.44% 2 30 6.05% 10.48% 3 36 7.26% 17.74% 4 36 7.26% 25.00% 5 119 23.99% 48.99% 6 114 22.98% 71.98% 7+ 139 28.02% 100.00% Total 496 100.00%
School: Central Connecticut State University
Course: Linear Algebra
120 123 125 126 134 139 144 145 146 160 162 163 166 167 167 173 177 192 207 245 3rd Quartile Quartile 136.5 5 136.5 170 mean mode median 159.05 167 161 City 16.2 16.7 15.9 14.4 13.2 15.3 16.8 16 16.1 15.3 15.2 15.3 16.2 Highway 19.4 20.6 18.3 18.6 19.2 17
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 2 Mechanics of Futures Markets Practice Questions Problem 2.1. Distinguish between the terms open interest and trading volume. The open interest of a futures contract at a particular time is the total number of long positions outstanding. (Equival
School: Central Connecticut State University
Course: Linear Algebra
TV Show DH Trace CSI L&O CSI DH DH L&O L&O CSI CSI CSI DH L&O DH Trace CSI CSI CSI DH DH L&O Trace L&O DH CSI CSI Trace CSI Trace CSI Trace CSI CSI L&O Trace L&O Trace CSI Trace L&O CSI DH DH CSI DH CSI DH DH L&O L&O CSI Trace DH TV Show Law & Order CSI W
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 10 Properties of Stock Options Practice Questions Problem 10.1. List the six factors affecting stock option prices. The six factors affecting stock option prices are the stock price, strike price, risk-free interest rate, volatility, time to matur
School: Central Connecticut State University
Course: Linear Algebra
CHAPTER 9 Mechanics of Options Markets Practice Questions Problem 9.1. An investor buys a European put on a share for $3. The stock price is $42 and the strike price is $40. Under what circumstances does the investor make a profit? Under what circumstance
School: Central Connecticut State University
Course: Linear Algebra
Chapter19 MultinationalFinancialManagement AnswerstoEndofChapterQuestions 191 Takingintoaccountdifferentiallaborcostsabroad,transportation,taxadvantages,andsoforth, U.S.corporationscanmaximizelongrunprofits.Therearealsononprofitbehavioralandstrategic co
School: Central Connecticut State University
Course: Linear Algebra
Chapter18 DerivativesandRiskManagement AnswerstoEndofChapterQuestions 181 Riskmanagementmayincreasethevalueofafirmbecauseitallowscorporationsto(1)increase theiruseofdebt;(2)maintaintheiroptimalcapitalbudgetovertime;(3)avoidcostsassociatedwith financialdi
School: Central Connecticut State University
Course: Linear Algebra
Chapter17 FinancialPlanningandForecasting LearningObjectives Afterreadingthischapter,studentsshouldbeableto: Discusstheimportanceofstrategicplanningandthecentralrolethatfinancialforecastingplaysinthe overallplanningprocess. Explainhowfirmsforecastsales
School: Central Connecticut State University
Course: Linear Algebra
Chapter16 WorkingCapitalManagement AnswerstoEndofChapterQuestions 161 TheextendedDuPontequationis:ROE=ProfitmarginonsalesxTotalassetsturnoverx Leveragefactor.Arelaxedcurrentassetsinvestmentpolicymeansthatrelativelylargeamounts ofcash,marketablesecuritie
School: Central Connecticut State University
Course: Linear Algebra
Chapter9 StocksandTheirValuation AnswerstoEndofChapterQuestions 91 a. TheaverageinvestorofafirmtradedontheNYSEisnotreallyinterestedinmaintaininghis orherproportionateshareofownershipandcontrol.Iftheinvestorwantedtoincreasehisor herownership,theinvestorc
School: Central Connecticut State University
Course: Linear Algebra
Chapter8 RiskandRatesofReturn AnswerstoEndofChapterQuestions 81 a. No,itisnotriskless.Theportfoliowouldbefreeofdefaultriskandliquidityrisk,butinflation coulderodetheportfoliospurchasingpower.Iftheactualinflationrateisgreaterthanthat expected,interestrat
School: Central Connecticut State University
Course: Linear Algebra
Chapter7 BondsandTheirValuation AnswerstoEndofChapterQuestions 71 Fromthecorporationsviewpoint,oneimportantfactorinestablishingasinkingfundisthatits ownbondsgenerallyhaveahigheryieldthandogovernmentbonds;hence,thecompanysaves moreinterestbyretiringitsow
School: Central Connecticut State University
Course: Linear Algebra
Chapter6 InterestRates AnswerstoEndofChapterQuestions 61 Regionalmortgageratedifferentialsdoexist,dependingonsupply/demandconditionsinthe differentregions.However,relativelyhighratesinoneregionwouldattractcapitalfromother regions,andtheendresultwouldbeadi
School: Central Connecticut State University
Course: Linear Algebra
Chapter5 TimeValueofMoney AnswerstoEndofChapterQuestions 51 Theopportunitycostistherateofinterestonecouldearnonanalternativeinvestmentwitharisk equaltotheriskoftheinvestmentinquestion.ThisisthevalueofIintheTVMequations,anditis shownonthetopofatimeline,bet
School: Central Connecticut State University
Course: Linear Algebra
Chapter4 AnalysisofFinancialStatements LearningObjectives Afterreadingthischapter,studentsshouldbeableto: Explainwhatratioanalysisis. Listthefivegroupsofratiosandidentify,calculate,andinterpretthekeyratiosineachgroup.In addition,discusseachratiosrelati
School: Central Connecticut State University
Course: Linear Algebra
LearningObjectives Chapter3 FinancialStatements,CashFlow,and Taxes Afterreadingthischapter,studentsshouldbeableto: Understandeachofthekeyfinancialstatementsandrecognizethekindsofinformationtheyprovide tocorporatemanagersandinvestors. Estimateafirmsfree
School: Central Connecticut State University
Course: Linear Algebra
Chapter2 FinancialMarketsandInstitutions LearningObjectives Afterreadingthischapter,studentsshouldbeableto: Identifythedifferenttypesoffinancialmarketsandfinancialinstitutionsandrealizehowthesemarkets andinstitutionsenhancecapitalallocation. Explainhowt