I need full answer pls i will give 5 upvotes Q.1 An undamped single degree of freedom system is under harmonic excitation givenby F 100 cos wt, with m = 10 kg, k = 25 kN/m. Assuming zero initial conditionsfind and plot the total response over the interval 0 ≤t ≤ 1 s, for:a) w 10 rad/s, andb) w 100 rad/sc) Find the peak-to-peak amplitude of vibration in each case.Ans. (c) 0.0158 m, 0.0044 m

Answered: Image /qna-images/answer/707ff956-9ed3-4c5f-bf3c-f424a05d477d.jpg

Answered: Q.1 An undamped single degree of…

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

See similar textbooks

Similar questions

A particle moves along line segments from the origin to the points (2, 0, 0), (2, 5, 1), (0, 5, 1), and back to the origin under the influence of the force field F(x, y, z) = z2i+ 3xyj + 3y2k. Use Stokes' Theorem to find the work done.
The standard deviation of a standard normal distribution _____. a. can be any value b. is always equal to 1 c. is always equal to 0 d. can be any positive value
Example 3 Inns oont alafrA Following Example 2, consider a porfolio with three assets S1, S2 and S3 which have expected rates of return 0.1,0.15 and 0.2 respectively, and variance-covariance matrix odni tanoma bszt a aitevi ot botoly 0.1 0.1 -0.1 0.1 0.2 0.1 ololles V = -0.1 0.1 0.6 vo ) isaas sod slais a at gaiteoo ottg ndi oda vodT (aldanoitesup als ot-lais wod ibuadala abnod on a) What is the optimal portfolio when up = worod of sidad = 0.2. adt yhalinie ini ba moe ja SOLUTION lo ano ot b) Use this piece of information and the earlier optimal portfolios from la aao e. Example 2 to find the quadratic equation relating of and up. ni bstni sd SOLUTION tar oad o bo s e) Hence draw a plot of the solutions, and identify the frontier port- Ldon to slar folios. it SOLUTION ods Btvni gatela dt
Suppose two asset returns are described by a two factor model, n = 0% + 11 + 1.82 + e1 2 = -1% + 2/1 + 0.52 + e2 where the volatility of first factor is 30%, the volatility of the second factor is 10%, and the correlation between the two factors is 0.5. Suppose also that the volatilities of the error terms ej and ez are both 10%. What is the covariance of n and r2 ? (Nearest 0.0001).
Question 3 The Black-Scholes model is a time series (X₂) that follows the dynamics X₁ = X₁-1*exp(μ+0€) where μ, >0 and () is a time series of independent and identically distributed standard Gaussian random variables. Note that E(exp(μ+σt)) = "¹+0² (i) Show that the log-returns of this process X, form a white noise process (ii) Suppose E(X) = 0. Compute E(X₂). Determine if the variance of X, is falling, remains constant or is growing in t.
What would be the expected value, variance and standard deviation of an event that always took the value one as its outcome? O 1, 0,0 О 1, 1,0 O 1, 0, 1 О 1, 1, 1
1. Imagine a triple-slit "grating", where the distance to the screen is much larger than the distance between the slits. By using phasors, show that the intensity of the interference pattern is given by I = I(1 + 4 cos & + 4 cos² ø). (Hint: Recall the intensity of fringe pattern in Young's two-slit interference experiment.)
If someone computes for the MARR using AW Method and AW becomes positive at a certain fixed interest i ≥ 0and same n ≠ 0 periods, then A. PW is always larger than FW and AWB. PW is always larger than FWC. AW is always smaller than PW and FWD. AW is always larger than PW
3 Charged Closed Wire Consider a thin closed wire with the radius R localized at the origin on the xy-plane, which is charged uniformly with the total charge Q. (i) What is the charge density p in this problem? (ii) Calculate the electric field along the z axis? (Hint: First, consider an infinitessimal piece of the charge.)
Demand curve: Q=60-4P. Calculate the point elasticity at P=5.
Assuming that the rates of return associated with a given asset investment are normally distributed; that the expected return, r, is 18.7%; and that the coefficient of variation, CV, is 1.88, answer the following questions: a. Find the standard deviation of returns, sigma Subscript rσr. b. Calculate the range of expected return outcomes associated with the following probabilities of occurrence: (1) 68%, (2) 95%, (3) 99%.
EXAMPLE• Consider the following information:State Probability ABC, Inc. ReturnBoom .25 0.15Normal .50 0.08Slowdown .15 0.04Recession .10 -0.03• What is the expected return?• What is the variance?• What is the standard deviation?

SEE MORE QUESTIONS

Recommended textbooks for you

FINANCIAL ACCOUNTING

Accounting

ISBN:

9781259964947

Author:

Libby

Publisher:

MCG

Accounting

ISBN:

9781337272094

Author:

WARREN, Carl S., Reeve, James M., Duchac, Jonathan E.

Publisher:

Cengage Learning,

Accounting Information Systems

Accounting

ISBN:

9781337619202

Author:

Hall, James A.

Publisher:

Cengage Learning,

FINANCIAL ACCOUNTING

Accounting

ISBN:

9781259964947

Author:

Libby

Publisher:

MCG

Accounting

ISBN:

9781337272094

Author:

WARREN, Carl S., Reeve, James M., Duchac, Jonathan E.

Publisher:

Cengage Learning,

Accounting Information Systems

Accounting

ISBN:

9781337619202

Author:

Hall, James A.

Publisher:

Cengage Learning,

Horngren's Cost Accounting: A Managerial Emphasis…

Accounting

ISBN:

9780134475585

Author:

Srikant M. Datar, Madhav V. Rajan

Publisher:

PEARSON

Intermediate Accounting

Accounting

ISBN:

9781259722660

Author:

J. David Spiceland, Mark W. Nelson, Wayne M Thomas

Publisher:

McGraw-Hill Education

Financial and Managerial Accounting

Accounting

ISBN:

9781259726705

Author:

John J Wild, Ken W. Shaw, Barbara Chiappetta Fundamental Accounting Principles

Publisher:

McGraw-Hill Education

SEE MORE TEXTBOOKS