
Differential Equations with Boundary-Value Problems (MindTap Course List)
9th Edition
ISBN: 9781305965799
Author: Dennis G. Zill
Publisher: Cengage Learning
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Question
Chapter 4.7, Problem 21E
To determine
The general solution of the given differential equation using variation of parameters
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Strength of the relationship (strong/moderate/weak):
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Chapter 4 Solutions
Differential Equations with Boundary-Value Problems (MindTap Course List)
Ch. 4.1 - In Problems 14 the given family of functions is...Ch. 4.1 - In Problems 14 the given family of functions is...Ch. 4.1 - In Problems 14 the given family of functions is...Ch. 4.1 - In Problems 14 the given family of functions is...Ch. 4.1 - Given that y=c1+c2x2 is a two-parameter family of...Ch. 4.1 - Find two members of the family of solutions in...Ch. 4.1 - Prob. 7ECh. 4.1 - Use the general solution of x + 2x = 0 given in...Ch. 4.1 - In Problems 9 and 10 find an interval centered...Ch. 4.1 - In Problems 9 and 10 find an interval centered...
Ch. 4.1 - (a) Use the family in Problem 1 to find a solution...Ch. 4.1 - Prob. 12ECh. 4.1 - In Problems 13 and 14 the given two-parameter...Ch. 4.1 - In Problems 13 and 14 the given two-parameter...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - Prob. 20ECh. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 1522 determine whether the given set...Ch. 4.1 - In Problems 2330 verify that the given functions...Ch. 4.1 - Prob. 24ECh. 4.1 - In Problems 2330 verify that the given functions...Ch. 4.1 - In Problems 2330 verify that the given functions...Ch. 4.1 - In Problems 2330 verify that the given functions...Ch. 4.1 - Prob. 28ECh. 4.1 - Prob. 29ECh. 4.1 - In Problems 2330 verify that the given functions...Ch. 4.1 - In Problems 31–34 verify that the given...Ch. 4.1 - Prob. 32ECh. 4.1 - In Problems 3134 verify that the given...Ch. 4.1 - In Problems 31–34 verify that the given...Ch. 4.1 - (a) Verify that and are, respectively, particular...Ch. 4.1 - Prob. 36ECh. 4.1 - Prob. 37ECh. 4.1 - Suppose that y1 = ex and y2 = ex are two solutions...Ch. 4.1 - (a) Verify that y1 = x3 and y2 = |x|3 are linearly...Ch. 4.1 - Is the set of functions f1(x) = ex+2, f2(x) = ex3...Ch. 4.1 - Prob. 41ECh. 4.1 - Prob. 42ECh. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - Prob. 6ECh. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 116 the indicated function y1(x) is a...Ch. 4.2 - In Problems 1720 the indicated function y1(x) is a...Ch. 4.2 - In Problems 1720 the indicated function y1(x) is a...Ch. 4.2 - In Problems 1720 the indicated function y1(x) is a...Ch. 4.2 - In Problems 1720 the indicated function y1(x) is a...Ch. 4.2 - Prob. 21ECh. 4.2 - In Problems 21 and 22 the indicated function y1(x)...Ch. 4.2 - Prob. 23ECh. 4.2 - Prob. 24ECh. 4.3 - In Problems 114 find the general solution of the...Ch. 4.3 - Prob. 2ECh. 4.3 - Prob. 3ECh. 4.3 - Prob. 4ECh. 4.3 - Prob. 5ECh. 4.3 - Prob. 6ECh. 4.3 - In Problems 114 find the general solution of the...Ch. 4.3 - Prob. 8ECh. 4.3 - In Problems 114 find the general solution of the...Ch. 4.3 - Prob. 10ECh. 4.3 - Prob. 11ECh. 4.3 - Prob. 12ECh. 4.3 - Prob. 13ECh. 4.3 - In Problems 114 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - Prob. 20ECh. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - Prob. 22ECh. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - In Problems 1528 find the general solution of the...Ch. 4.3 - Prob. 28ECh. 4.3 - In Problems 2936 solve the given initial-value...Ch. 4.3 - In Problems 2936 solve the given initial-value...Ch. 4.3 - In Problems 2936 solve the given initial-value...Ch. 4.3 - Prob. 32ECh. 4.3 - Prob. 33ECh. 4.3 - Prob. 34ECh. 4.3 - Prob. 35ECh. 4.3 - Prob. 36ECh. 4.3 - Prob. 37ECh. 4.3 - Prob. 38ECh. 4.3 - Prob. 39ECh. 4.3 - In Problems 3740 solve the given boundary-value...Ch. 4.3 - In Problems 41 and 42 solve the given problem...Ch. 4.3 - In Problems 41 and 42 solve the given problem...Ch. 4.3 - Prob. 43ECh. 4.3 - Prob. 44ECh. 4.3 - Prob. 45ECh. 4.3 - Prob. 46ECh. 4.3 - Prob. 47ECh. 4.3 - Prob. 48ECh. 4.3 - In Problems 4958 find a homogeneous linear...Ch. 4.3 - Prob. 50ECh. 4.3 - Prob. 51ECh. 4.3 - Prob. 52ECh. 4.3 - Prob. 53ECh. 4.3 - Prob. 54ECh. 4.3 - Prob. 55ECh. 4.3 - Prob. 56ECh. 4.3 - Prob. 57ECh. 4.3 - Prob. 58ECh. 4.3 - Two roots of a cubic auxiliary equation with real...Ch. 4.3 - Find the general solution of 2 + 7y + 4y 4y 0 if...Ch. 4.3 - Find the general solution of y + 6y + y 34y = 0...Ch. 4.3 - To solve y(4) + y = 0, we must find the roots of...Ch. 4.3 - Prob. 63ECh. 4.3 - Prob. 64ECh. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - Prob. 9ECh. 4.4 - In Problems 1–26 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - Prob. 12ECh. 4.4 - In Problems 1–26 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - Prob. 20ECh. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - In Problems 126 solve the given differential...Ch. 4.4 - Prob. 27ECh. 4.4 - Prob. 28ECh. 4.4 - Prob. 29ECh. 4.4 - In Problems 2736 solve the given initial-value...Ch. 4.4 - In Problems 2736 solve the given initial-value...Ch. 4.4 - Prob. 32ECh. 4.4 - In Problems 2736 solve the given initial-value...Ch. 4.4 - In Problems 2736 solve the given initial-value...Ch. 4.4 - In Problems 2736 solve the given initial-value...Ch. 4.4 - Prob. 36ECh. 4.4 - Prob. 37ECh. 4.4 - In Problems 3740 solve the given boundary-value...Ch. 4.4 - Prob. 39ECh. 4.4 - In Problems 3740 solve the given boundary-value...Ch. 4.4 - In Problems 41 and 42 solve the given...Ch. 4.4 - In Problems 41 and 42 solve the given...Ch. 4.4 - Consider the differential equation ay + by + cy =...Ch. 4.4 - Prob. 44ECh. 4.4 - In Problems 4548 without solving, match a solution...Ch. 4.4 - In Problems 4548 without solving, match a solution...Ch. 4.4 - In Problems 4548 without solving, match a solution...Ch. 4.4 - Prob. 48ECh. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - Prob. 4ECh. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - Prob. 6ECh. 4.5 - Prob. 7ECh. 4.5 - Prob. 8ECh. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - In Problems 110 write the given differential...Ch. 4.5 - In Problems 1114 verify that the given...Ch. 4.5 - In Problems 1114 verify that the given...Ch. 4.5 - In Problems 11-14 verify that the given...Ch. 4.5 - In Problems 11-14 verify that the given...Ch. 4.5 - In Problems 15-26 find a linear differential...Ch. 4.5 - Prob. 16ECh. 4.5 - Prob. 17ECh. 4.5 - Prob. 18ECh. 4.5 - Prob. 19ECh. 4.5 - Prob. 20ECh. 4.5 - In Problems 15-26 find a linear differential...Ch. 4.5 - In Problems 1526 find a linear differential...Ch. 4.5 - Prob. 23ECh. 4.5 - In Problems 1526 find a linear differential...Ch. 4.5 - In Problems 1526 find a linear differential...Ch. 4.5 - In Problems 1526 find a linear differential...Ch. 4.5 - In Problems 27-34 find linearly independent...Ch. 4.5 - In Problems 27-34 find linearly independent...Ch. 4.5 - In Problems 27-34 find linearly independent...Ch. 4.5 - Prob. 30ECh. 4.5 - Prob. 31ECh. 4.5 - Prob. 32ECh. 4.5 - In Problems 2734 find linearly independent...Ch. 4.5 - Prob. 34ECh. 4.5 - In Problems 35-64 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - Prob. 39ECh. 4.5 - Prob. 40ECh. 4.5 - Prob. 41ECh. 4.5 - Prob. 42ECh. 4.5 - Prob. 43ECh. 4.5 - Prob. 44ECh. 4.5 - Prob. 45ECh. 4.5 - Prob. 46ECh. 4.5 - Prob. 47ECh. 4.5 - In Problems 35-64 solve the given differential...Ch. 4.5 - Prob. 49ECh. 4.5 - Prob. 50ECh. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - Prob. 52ECh. 4.5 - Prob. 53ECh. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - In Problems 3564 solve the given differential...Ch. 4.5 - Prob. 60ECh. 4.5 - Prob. 61ECh. 4.5 - Prob. 62ECh. 4.5 - Prob. 63ECh. 4.5 - Prob. 64ECh. 4.5 - Prob. 65ECh. 4.5 - Prob. 66ECh. 4.5 - Prob. 67ECh. 4.5 - Prob. 68ECh. 4.5 - Prob. 69ECh. 4.5 - In Problems 6572 solve the given initial-value...Ch. 4.5 - Prob. 71ECh. 4.5 - Prob. 72ECh. 4.5 - Prob. 73ECh. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - Prob. 4ECh. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - Prob. 6ECh. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - In Problems 118 solve each differential equation...Ch. 4.6 - Prob. 11ECh. 4.6 - Prob. 12ECh. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - Prob. 16ECh. 4.6 - In Problems 1-18 solve each differential equation...Ch. 4.6 - Prob. 18ECh. 4.6 - In Problems 19-22 solve each differential equation...Ch. 4.6 - In Problems 19-22 solve each differential equation...Ch. 4.6 - In Problems 19-22 solve each differential equation...Ch. 4.6 - In Problems 19-22 solve each differential equation...Ch. 4.6 - Prob. 23ECh. 4.6 - In Problems 23-26 proceed as in Example 3 and...Ch. 4.6 - In Problems 23-26 proceed as in Example 3 and...Ch. 4.6 - In Problems 23-26 proceed as in Example 3 and...Ch. 4.6 - In Problems 27 and 28 the indicated functions are...Ch. 4.6 - In Problems 27 and 28 the indicated functions are...Ch. 4.6 - Prob. 29ECh. 4.6 - In Problems 2932 solve the given third-order...Ch. 4.6 - Prob. 31ECh. 4.6 - Prob. 32ECh. 4.6 - In Problems 33 and 34 discuss how the methods of...Ch. 4.6 - Prob. 34ECh. 4.6 - Prob. 35ECh. 4.6 - Find the general solution of x4y+x3y4x2y=1 given...Ch. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 3ECh. 4.7 - Prob. 4ECh. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 6ECh. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 8ECh. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 10ECh. 4.7 - Prob. 11ECh. 4.7 - Prob. 12ECh. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 15ECh. 4.7 - Prob. 16ECh. 4.7 - In Problems 118 solve the given differential...Ch. 4.7 - Prob. 18ECh. 4.7 - In Problems 19-24 solve the given partial equation...Ch. 4.7 - Prob. 20ECh. 4.7 - Prob. 21ECh. 4.7 - Prob. 22ECh. 4.7 - In Problems 19-24 solve the given partial equation...Ch. 4.7 - In Problems 1924 solve the given differential...Ch. 4.7 - In Problems 2530 solve the given initial-value...Ch. 4.7 - Prob. 26ECh. 4.7 - Prob. 27ECh. 4.7 - In Problems 25-30 solve the given initial-value...Ch. 4.7 - Prob. 29ECh. 4.7 - In Problems 25-30 solve the given initial-value...Ch. 4.7 - In Problems 3136 use the substitution x = et to...Ch. 4.7 - Prob. 32ECh. 4.7 - In Problems 3136 use the substitution x = et to...Ch. 4.7 - In Problems 3136 use the substitution x = et to...Ch. 4.7 - Prob. 35ECh. 4.7 - In Problems 3136 use the substitution x = et to...Ch. 4.7 - Prob. 37ECh. 4.7 - In Problems 37 and 38 use the substitution t = x...Ch. 4.7 - Prob. 39ECh. 4.7 - Prob. 40ECh. 4.7 - Prob. 41ECh. 4.7 - Prob. 42ECh. 4.7 - Prob. 43ECh. 4.7 - Prob. 44ECh. 4.7 - Prob. 45ECh. 4.7 - Prob. 46ECh. 4.7 - Bending of a Circular Plate In the analysis of the...Ch. 4.7 - Prob. 48ECh. 4.8 - In Problems 16 proceed as in Example 1 to find a...Ch. 4.8 - In Problems 16 proceed as in Example 1 to find a...Ch. 4.8 - Prob. 3ECh. 4.8 - Prob. 4ECh. 4.8 - Prob. 5ECh. 4.8 - Prob. 6ECh. 4.8 - Prob. 7ECh. 4.8 - In Problems 712 proceed as in Example 2 to find...Ch. 4.8 - Prob. 9ECh. 4.8 - Prob. 10ECh. 4.8 - Prob. 11ECh. 4.8 - Prob. 12ECh. 4.8 - Prob. 13ECh. 4.8 - Prob. 14ECh. 4.8 - Prob. 15ECh. 4.8 - Prob. 16ECh. 4.8 - Prob. 17ECh. 4.8 - In Problems 13-18 proceed as in Example 3 to find...Ch. 4.8 - Prob. 19ECh. 4.8 - Prob. 20ECh. 4.8 - Prob. 21ECh. 4.8 - Prob. 22ECh. 4.8 - In Problems 19-30 proceed as in Example 5 to find...Ch. 4.8 - Prob. 24ECh. 4.8 - Prob. 25ECh. 4.8 - Prob. 26ECh. 4.8 - Prob. 27ECh. 4.8 - Prob. 28ECh. 4.8 - Prob. 29ECh. 4.8 - Prob. 30ECh. 4.8 - Prob. 31ECh. 4.8 - In Problems 31-34 proceed as in Example 6 to find...Ch. 4.8 - Prob. 33ECh. 4.8 - Prob. 34ECh. 4.8 - Prob. 35ECh. 4.8 - Prob. 36ECh. 4.8 - Prob. 37ECh. 4.8 - Prob. 38ECh. 4.8 - Prob. 39ECh. 4.8 - Prob. 40ECh. 4.8 - Prob. 41ECh. 4.8 - In Problems 39-44 proceed as in Examples 7 and 8...Ch. 4.8 - Prob. 43ECh. 4.8 - Prob. 44ECh. 4.9 - In Problems 120 solve the given system of...Ch. 4.9 - Prob. 2ECh. 4.9 - Prob. 3ECh. 4.9 - Prob. 4ECh. 4.9 - Prob. 5ECh. 4.9 - Prob. 6ECh. 4.9 - Prob. 7ECh. 4.9 - In Problems 120 solve the given system of...Ch. 4.9 - Prob. 9ECh. 4.9 - Prob. 10ECh. 4.9 - Prob. 11ECh. 4.9 - Prob. 12ECh. 4.9 - Prob. 13ECh. 4.9 - Prob. 14ECh. 4.9 - Prob. 15ECh. 4.9 - Prob. 16ECh. 4.9 - Prob. 17ECh. 4.9 - In Problems 120 solve the given system of...Ch. 4.9 - Prob. 19ECh. 4.9 - Prob. 20ECh. 4.9 - Prob. 21ECh. 4.9 - Prob. 22ECh. 4.9 - Projectile Motion A projectile shot from a gun has...Ch. 4.9 - Prob. 24ECh. 4.9 - Prob. 25ECh. 4.10 - Prob. 1ECh. 4.10 - Prob. 2ECh. 4.10 - In Problems 3-6 the dependent variable y is...Ch. 4.10 - Prob. 4ECh. 4.10 - In Problems 3-6 the dependent variable y is...Ch. 4.10 - Prob. 6ECh. 4.10 - In Problems 710 the independent variable x is...Ch. 4.10 - Prob. 8ECh. 4.10 - Prob. 9ECh. 4.10 - Prob. 10ECh. 4.10 - Prob. 11ECh. 4.10 - In Problems 11 and 12 solve the given...Ch. 4.10 - Prob. 13ECh. 4.10 - Prob. 14ECh. 4.10 - Prob. 15ECh. 4.10 - In Problems 15 and 16 show that the substitution u...Ch. 4.10 - In Problems 17–20 proceed as in Example 3 and...Ch. 4.10 - Prob. 18ECh. 4.10 - Prob. 19ECh. 4.10 - Prob. 20ECh. 4.10 - In calculus the curvature of a curve that is...Ch. 4.10 - Prob. 22ECh. 4.10 - Discuss how the method of reduction of order...Ch. 4.10 - Prob. 24ECh. 4.10 - Prob. 25ECh. 4 - Answer Problems 110 without referring back to the...Ch. 4 - Answer Problems 110 without referring back to the...Ch. 4 - Answer Problems 110 without referring back to the...Ch. 4 - Prob. 4RECh. 4 - Prob. 5RECh. 4 - Prob. 6RECh. 4 - Prob. 7RECh. 4 - Prob. 8RECh. 4 - Prob. 9RECh. 4 - If y1 = ex and y2 = ex are solutions of...Ch. 4 - Prob. 11RECh. 4 - Without the aid of the Wronskian, determine...Ch. 4 - Suppose m1 = 3, m2 = 5, and m3 = 1 are roots of...Ch. 4 - Prob. 14RECh. 4 - In Problems 15 and 16 find a homogeneous...Ch. 4 - Prob. 16RECh. 4 - In Problems 1732 use the procedures developed in...Ch. 4 - Prob. 18RECh. 4 - Prob. 19RECh. 4 - Prob. 20RECh. 4 - In Problems 1732 use the procedures developed in...Ch. 4 - Prob. 22RECh. 4 - Prob. 23RECh. 4 - Prob. 24RECh. 4 - Prob. 25RECh. 4 - Prob. 26RECh. 4 - Prob. 27RECh. 4 - Prob. 28RECh. 4 - Prob. 29RECh. 4 - Prob. 30RECh. 4 - Prob. 31RECh. 4 - Prob. 32RECh. 4 - In Problems 33 and 34 write down the form of the...Ch. 4 - Prob. 34RECh. 4 - Prob. 35RECh. 4 - Prob. 36RECh. 4 - Prob. 37RECh. 4 - Prob. 38RECh. 4 - Prob. 39RECh. 4 - Prob. 40RECh. 4 - Prob. 41RECh. 4 - Prob. 42RECh. 4 - Prob. 43RECh. 4 - Prob. 44RECh. 4 - Prob. 46RECh. 4 - Prob. 47RECh. 4 - In Problems 47-50 use systematic elimination to...Ch. 4 - Prob. 49RECh. 4 - Prob. 50RE
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- Use the method of undetermined coefficients to solve the given nonhomogeneous system. dx dt = 2x + 3y − 8 dy dt = −x − 2y + 6 X(t) =arrow_forwardAs discussed in Section 8.3, the Markowitz model uses the variance of the portfolio as the measure of risk. However, variance includes deviations both below and above the mean return. Semivariance includes only deviations below the mean and is considered by many to be a better measure of risk. (a) Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of 10%. Assume that the five planning scenarios in the Hauck Financial Services model are equally likely to occur. Hint: Modify model (8.10)–(8.19). Define a variable ds for each scenario and let ds ≥ R − Rs with ds ≥ 0. Then make the objective function: Min 1 5 5 s = 1 ds2. Let FS = proportion of portfolio invested in the foreign stock mutual fund IB = proportion of portfolio invested in the intermediate-term bond fund LG = proportion of portfolio invested in the large-cap growth fund LV = proportion of portfolio invested in the large-cap value fund…arrow_forwardCalculus lll May I please have the blank lines completed, and final statement defined as a result? Thank you for the support!arrow_forward
- For each month of the year, Taylor collected the average high temperatures in Jackson, Mississippi. He used the data to create the histogram shown. Which set of data did he use to create the histogram? A 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92\ 55,\ 60,\ 64,\ 72,\ 73,\ 75,\ 77,\ 81,\ 83,\ 91,\ 91,\ 92 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92 B 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91\ 55,\ 57,\ 60,\ 65,\ 70,\ 71,\ 78,\ 79,\ 85,\ 86,\ 88,\ 91 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91 C 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93\ 55,\ 60,\ 63,\ 64,\ 65,\ 71,\ 83,\ 87,\ 88,\ 88,\ 89,\ 93 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93 D 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91\ 55,\ 58,\ 60,\ 66,\ 68,\ 75,\ 77,\ 82,\ 86,\ 89,\ 91,\ 91 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91arrow_forwardIn this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0 given (under the measure P) by d.St 0.03 St dt + 0.2 St dwt, with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to price an option on this stock (which we name cubic put). This option is European-type, with maturity 3 months (i.e. T = 0.25 years), and payoff given by F = (8-5)+ (a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure Q. (You don't need to prove it, simply give the answer.) (b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2. (c) Let X = S. Find the Stochastic Differential Equation satisfied by the process (Xt) under the measure Q. (d) Find an explicit expression for X₁ = S3 under measure Q. (e) Using the results above, find the price of the cubic put option mentioned above. (f) Is the price in (e) the same as in question (b)? (Explain why.)arrow_forwardProblem 4. Margrabe formula and the Greeks (20 pts) In the homework, we determined the Margrabe formula for the price of an option allowing you to swap an x-stock for a y-stock at time T. For stocks with initial values xo, yo, common volatility σ and correlation p, the formula was given by Fo=yo (d+)-x0Þ(d_), where In (±² Ꭲ d+ õ√T and σ = σ√√√2(1 - p). дго (a) We want to determine a "Greek" for ỡ on the option: find a formula for θα (b) Is дго θα positive or negative? (c) We consider a situation in which the correlation p between the two stocks increases: what can you say about the price Fo? (d) Assume that yo< xo and p = 1. What is the price of the option?arrow_forward
- The Course Name Real Analysis please Solve questions by Real Analysisarrow_forwardWe consider a 4-dimensional stock price model given (under P) by dẴ₁ = µ· Xt dt + йt · ΣdŴt where (W) is an n-dimensional Brownian motion, π = (0.02, 0.01, -0.02, 0.05), 0.2 0 0 0 0.3 0.4 0 0 Σ= -0.1 -4a За 0 0.2 0.4 -0.1 0.2) and a E R. We assume that ☑0 = (1, 1, 1, 1) and that the interest rate on the market is r = 0.02. (a) Give a condition on a that would make stock #3 be the one with largest volatility. (b) Find the diversification coefficient for this portfolio as a function of a. (c) Determine the maximum diversification coefficient d that you could reach by varying the value of a? 2arrow_forwardQuestion 1. Your manager asks you to explain why the Black-Scholes model may be inappro- priate for pricing options in practice. Give one reason that would substantiate this claim? Question 2. We consider stock #1 and stock #2 in the model of Problem 2. Your manager asks you to pick only one of them to invest in based on the model provided. Which one do you choose and why ? Question 3. Let (St) to be an asset modeled by the Black-Scholes SDE. Let Ft be the price at time t of a European put with maturity T and strike price K. Then, the discounted option price process (ert Ft) t20 is a martingale. True or False? (Explain your answer.) Question 4. You are considering pricing an American put option using a Black-Scholes model for the underlying stock. An explicit formula for the price doesn't exist. In just a few words (no more than 2 sentences), explain how you would proceed to price it. Question 5. We model a short rate with a Ho-Lee model drt = ln(1+t) dt +2dWt. Then the interest rate…arrow_forward
- In this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0 given (under the measure P) by d.St 0.03 St dt + 0.2 St dwt, with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to price an option on this stock (which we name cubic put). This option is European-type, with maturity 3 months (i.e. T = 0.25 years), and payoff given by F = (8-5)+ (a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure Q. (You don't need to prove it, simply give the answer.) (b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2. (c) Let X = S. Find the Stochastic Differential Equation satisfied by the process (Xt) under the measure Q. (d) Find an explicit expression for X₁ = S3 under measure Q. (e) Using the results above, find the price of the cubic put option mentioned above. (f) Is the price in (e) the same as in question (b)? (Explain why.)arrow_forward3. Consider the polynomial equation 6-iz+7z² - iz³ +z = 0 for which the roots are 3i, -2i, -i, and i. (a) Verify the relations between this roots and the coefficients of the polynomial. (b) Find the annulus region in which the roots lie.arrow_forwardThe managing director of a consulting group has the accompanying monthly data on total overhead costs and professional labor hours to bill to clients. Complete parts a through c. Question content area bottom Part 1 a. Develop a simple linear regression model between billable hours and overhead costs. Overhead Costsequals=212495.2212495.2plus+left parenthesis 42.4857 right parenthesis42.485742.4857times×Billable Hours (Round the constant to one decimal place as needed. Round the coefficient to four decimal places as needed. Do not include the $ symbol in your answers.) Part 2 b. Interpret the coefficients of your regression model. Specifically, what does the fixed component of the model mean to the consulting firm? Interpret the fixed term, b 0b0, if appropriate. Choose the correct answer below. A. The value of b 0b0 is the predicted billable hours for an overhead cost of 0 dollars. B. It is not appropriate to interpret b 0b0, because its value…arrow_forward
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