Numerade

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Outline an algorithm for checking whether an array H [1..n] is a heap and determine its time efﬁciency.

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A fixed inductance 1.5 µH is used in series with a variable capacitor in the tuning section of a radio. What capacitance tunes the circuit into the signal from a station broadcasting at 8.09 MHz? Answer in units of pF.

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Cleansing the blood by removing aged cells and debris is mainly a function of Group of answer choices thymus bone marrow lymph node spleen tonsils

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THE ERADICATION OF AFRICAN RIVER BLINDNESS ONCHOCERCIASIS ILLUSTRATES THE CONNECTION BETWEEN

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When a character struggles against another character or a particular problem that another character has caused.

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Brute-force Algorithm for the decision version of Maximum Acyclic Subgraph Problem. [20points] In the decision version of Maximum Acyclic Subgraph Problem we are given a simple directed graph $G = (V, E)$ and a number $k$ and we are asked to determine if there is a subset $E' \subset E$ such that $G' = (V, E')$ is cycle free and $|E'| = |E| - k$. The decision version of the problem is known to be NP-complete. Give brute force algorithm for this problem a. (5 pts) What is a certificate for the decision version of the problem? b. (5 pts) What is a verifier for the problem? c. (5 pts) How do we generate all certificates for the problem? d. (5 pts) What is the run-time of your algorithm?

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American Gas Products manufactures a device called a can-emitor that empties the contents of old aerosol cans in 2 to 3 seconds. This eliminates the need to dispose of the cans as hazardous waste. If a paint manufacturing company can save $90,000 per year.

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Evaluate the derivative of the following function. h(x) = 14^{x^{14}} h'(x) = \ln(14) \times 14^{x^{14}} \times x^{13}

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Can I ask that do I answer this question correctly? Do my explaination clear enough? Because I have to present this question in class this week but I don't know whether I do it correctly or not. :( Problem 5.14. The two-month interest rates in Switzerland and the United States are 2% and 5% per annum, respectively, with continuous compounding. The spot price of the Swiss franc is $0.8000. The futures price for a contract deliverable in two months is $0.8100. What arbitrage opportunities does this create? Summary: 2-month interest rate of Switzerland: 2% per annum 2-month interest rate of United States: 5% per annum Spot price of Swiss Franc is $0.8000 The spot exchange rate is 1 Swiss Franc = 0.8000 USD Actual future price for a contract for two months: $0.8100 Explain: The two-year future contract price for exchange rate should be: However, the actual two year future price for a contract is 0.8100. Hence, the arbitrageur can: 1. Borrow 1,000 USD at 5% per annum for 2 months, convert it to (1000/ 0.8000)= 1250 Swiss Franc. Then, the arbitrageur can invest 1250 Swiss Franc at 2% 2. Enter into a forward contract to sell 1254.17 1254.170.8100=1015.8777USD Swiss franc for The 1250 Swiss Franc that was invested at 2% has grown to 1250 e 1254.17 Swiss Francs in two months. Then, the forward contract has the effect of converting this to 1003.34 USD. The amount needed to payoff the USD borrowing is The strategy therefore give rise to a riskless profit of 1015.8777 USD - 1008.3682 USD = 7.5095 USD per Swiss Franc

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4 Write the structural formula for a surfactant type in current use that fits the general description in each case: - An edible nonionic surfactant - An anionic surfactant suitable for using in a detergent bar or washing hand - A zwitterionic surfactant whose structure does not change with change in pH (6 marks)

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elisa s.