jfairlife

Find the derivative of the fuction:

41. y=x^3 e^x

42. y= x^2 e^-x

43.g(t) = (e^-t + e^t)^3

44. g(t)= e^-3/t^2

45. y= In (1 + e^2x)

49. y= e^x +1/ e^x - 1

50. y= e^2x/ e^2x +1)

y = e ^x- e^-1/ e^x+e^-x

Models of atom and subatomic particles

All the information I was given is in the picture please look at them thanks and make your work is not copied off of google

Consider the following information about the various states of economy and the returns of various investment alternatives for each scenario. Answer the questions that follow.
   % Return on T-Bills, Stocks and Market Index
       State of the Economy
Recession Below Average Average Above Average Boom
Probability T- B ills
0.2 7 0.1 7 0.3 7 0.3 7 0.1 7
Phillips
-22 -2
Pay- Rubber- up made
28 10 14.7 -10
Market Inde x
-13 1
                     20 0 7 15 35 -10 45 29 50 -20 30 43
                Mean
                   Standard Deviation
           Coefficient of Variation
      Covariance with MP
                Correlation with Market Index
             Beta
                CAPM Req. Return
          Valuation (Overvalued/Undervalued/Fairly Valued)
       Nature of stock (Aggressive/Defensive)
                Question 1 (18 marks)
Fill the parts in the above table that are shaded in yellow. You will notice that there are nine line items. Each line item is worth 2 marks

Question 2 (8 marks)
Using the data generated in the previous question (Question 1);
RELEASED BY THE CC, MGMT2023, SEMESTER 1, 2022 2

a) Plot the Security Market Line (SML)
b) Superimpose the CAPM’s required return on the SML
c) Indicate which investments will plot on, above and below the SML?
d) If an investment’s expected return (mean return) does not plot on the SML, what does
it show? Identify undervalued/overvalued investments from the graph (2 marks)

Question 3 (4 marks)
From the information generated in the previous two questions;
a) Identify two investment alternatives that can be combined in a portfolio. Assume a 50-
50 investment allocation in each investment alternative
b) Compute the expected return of the portfolio thus formed
c) Compute the portfolio’s beta. Is the portfolio aggressive or defensive?
(1 mark) (1 mark) (2 marks)

Q1. Evaluate the financial performance (from Equity shareholders perspective) and short-term & long-term financial position of Britannia limited (from Long and short term creditors perspective) by performing a trend analysis on the following financial parameters:

Determine E 0 , E,  G 0 ,  G and K for each of the following electrochemical cells at 298 K. a. Cr ( s ) | Cr 3+ ( aq , 0.50 M) || Fe 2+ ( aq , 0.20 M) | Fe( s )