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Suppose that the daily volatility of the FT-SE 100 stock index (measured in pounds sterling) is 1.8% and the daily volatility of the dollar/sterling exchange rate is 0.9%. Suppose further that the correlation between the FT-SE 100 and the dollar/sterling exchange rate is 0.4. What is the volatility of the FT-SE 100 when it is translated to U.S. dollars? Assume that the dollar/sterling exchange rate is expressed as the number of U.S. dollars per pound sterling. (Hint: When Z = XY, the percentage daily change in T. is approximately equal to the percentage daily change in X plus the percentage daily change in Y.)
find the pressure required to fill the container when the height of the fluid is h = 0.75m at both point 1 (intake 1) and 2 (intake 2). Assume the air is at atmospheric pressure until the water level passes intake 2 (at h = 0.5m) and the air follo..
Q1. Determine all of the forces acting on member ABE of the frame shown below.
A sample with a measured background level (Bi) of 22 mg/l was spiked with the equivalent of 30 mg/l without appreciably changing the sample volume. The result for the spiked sample (Ai) was 49.2 mg/l. Calculate Pi and determine if it falls with th..
A centrifugal pump is used to pump water from ariver. The absolute velocity V2 = 82ft/s is at an angle of 25 degrees to theradial direction. The impeller's thickness is of 1.2 in and r2= 0.86 ft and rotates at a speed of 1250 rpm.
Describe (in English) a general procedure for deriving an NFSM recognizer from a regular expression. Your procedure description will doubtless be recursive and should be based on the regular-expression syntax given in section 6.5,
A lagoon with volume 1,200 m^3 has been receiving a steady flow of a conservative waste at a rate of 100 m^3/day for a long enough time to assume that steady-state conditions apply. the waste entering the lagoon has a concentration of 10 mg/L. Assumi..
An interesting application of the relative motion equations is the experimental determination of the speed at which rain falls. Say you perform an experiment in your car in which you park your car in the rain and measure the angle the falling rain..
The allowable stress in a steel shaft with an outside diameter of 1.5in and an inside diameter of 1.1in is 12,000psi. What hp can the shaft deliver at 1750rpm?
The students strikes the sign at a speed of 35mi/h. If the student was travelling at 55mi/h when the sign was first spotted, what was the student's associated reaction time( use practical stopping distance)
Also determine the bending moment atthe bottom of its pole whose height from the graound to the bottomof the sign is 1.5 m. Disregard the drag on the pole.
Primary treatment removes ~25 percent of the BOD. Calculate the volume (m3) and approximate hydraulic retention time (h) of the aeration basin required to run the plant as a "high rate" facility (F/M = 2 kg BOD/kg MLSS-day).
The acceleration of a particle traveling along a straight line is a=(1/4)s^1/2 m/s^2, where s is in meters. If v=0, s=1 m when t=0, determine the particle's velocity at s=2m
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