FBE 506 Quantitative Methods in Finance

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FBE 506 Quantitative Methods in Finance

Assignment # 3

All the calculations for this assignment should be done manually.

1. Find the extreme points of the following functions and test for maximum, minimum, or inflection points.

a) y = x2 - 6x + 5

b) y = -x2 + 6x - 5

c) y = 2x3 - 15x2 + 36x + 10    

d) y = x3 - 3x2 + 3x

e) y = (x - 1)3

f) y = (x2 - 1)2

2. Find the linear approximations of the functions (a) and (d) of question 1 at xo = 1. Find the linear and the quadratic approximations of the functions (d) and (e) at xo = 1.

3. Find price elasticity of demand for the following demand functions. (Hint: Price elasticity of demand, εp, is defined as dpq/bqp).

a) q = 100 - 1.6P when price is P = $45.00

b) q = P3/100, when price is P = $20.00

c) q = 10P-1.8Y.6, when price is P = $20.30 and income Y = $5800.00.

4. For the total cost function, TC = 10 + 26q - 3.5q2 + 3/1 q3,

a.  Graph the function.

b.  Find average total cost function (ATC) and graph it.

c.  Find average variable cost function (AVC) and graph it.

d.  Find Marginal cost function (MC) and graph it.

e.  Graph ATC, AVC, and MC in one coordinate system and comment about their relations.

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