(1) L (abick: i, j, k≥ 0 and j = k} OS -> AK A-> aA A-> € K -> bkc S-> AK A-> aA K-> bkc K-> € OS -> AK A-> aA A-> € K-> bkc K-> € S -> AK A -> aA A -> a K-> bkc K-> bc

Show a context-free grammar for each of the following languag Example 1: {a¹bm: m > n, m-n is even} Context-free grammar for the language: S -> aSb S -> Sbb S-> € Example 2: {albi: i, j≥0 and 2i = 3j + 1} Context-free grammar for the language: S->aaaSbb S -> aab

choose: a) F(A,B,C,D)=∑(2,3,9,10,11,12,15) b) F(A,B,C,D)=∑(1,2,3,7,10,11) c) F(A,B,C,D)=∑(2,3,7,10,11,12,15) d) F(A,B,C,D)=π(2,3,7,10,11,12,15) e) Other:

*Data Structures and Algorithm (C Programming) In economics, arbitrage is the practice of taking advantage of a difference in prices in two or more markets; striking a combination of matching deals to capitalize on the difference, the profit being the difference between the market prices at which the unit is traded. Arbitrage can become a source of gain when applied to currency exchanges. Consider the fol- lowing currency exchange ratios as an example: 1 U.S. dollar buys 0.7292 euros, 1 euro buys 105.374 Japanese yen, 1 Japanese yen buys 0.3931 Russian rubles, 1 Russian ruble buys 0.0341 U.S. dollars. Then you could take 1 U.S. dollar and buy 0.7292 euros with it, with which you can buy 76.8387 yen (because 0.7292 * 105.374 = 76.8387). Then take the 76.8387 yen and buy 30.2053 rubles (because 76.8387 * 0.3931 = 30.2053), and finally take the 30.2053 rubles and buy 1.03 dollars (because 30.2053 * 0.0341 = 1.0300). Assume that you are given the pairwise trading ratios among n…