Finding Ap Lit 2016 Essay Samples Online

Finding Ap Lit 2016 Essay Samples Online The Fight Against Ap Lit 2016 Essay Samples However, like most AP writing, in addition, it can be somewhat overwhelming. Doing this will enhance your AP writing. The AP English argument FRQ is easily the most straightforward of the AP English FRQs as it's the most like essays you're already utilised to writing. Be aware, however, that a few of the prose and poetry excerpts can't be reprinted as a result of copyright concerns. Additionally, I learned that in college I possess the freedom to decide on the topic of my writing and I shouldn't just settle for what's comfortable. The very first is that your essay readers might not have read your pick. Bridget's essay is quite strong, but there continue to be a couple little things that could be made better. It should encompass your whole essay in only a single sentence. The Ap Lit 2016 Essay Samples Stories If people ask me why I started Kibin, I regularly have exactly the same answer. In terms of the questions, here is what to anticipate. It is a larger question than students are accustomed to encountering on an AP test. Nevertheless, it is ultimately about how well you can set forth an argument. Attempt to choose the best devices to strengthen your argument that you're able to. If you cannot determine what the question is, return and reread the prompt. On the other hand, the questions are rather hard and pretty well-written AP imitations, or so the annoyance is well worth it. Knowing the question you're answering is the main portion of AP writing. Ap Lit 2016 Essay Samples and Ap Lit 2016 Essay Samples - The Perfect Combination Someone learns the value of punctuality each night. Our next assignment was supposed to profile a person who is regarded as a Hero, and it has overcome some obstacle. Unique things to various men and women, since the situation demanded. It asks you to select a work with an illuminating incident. And therein lies the issue. I will be totally honest. This calendar year, I'm part of a committee to deal with these problems, together with other race-related concerns in the school at large. If you feel as if you need more help or you aren't certain that you can do it all on your own, look no more. There are a couple explanations for why this is recommended. Clearly, understanding how to clean burning oil isn't high on the list of things every 9-year-old should know. Instead, you wish to analyze the essay and make certain your claim is supported. Following that, you must construct your own claim, and compose an essay around that. Tie every claim you make to a bit of evidence to make sure the very best essay possible. The evidence is a significant portion of your essay. Attempt to make symmetry between your essay topic and the person who you are quoting. This is a great shorthand for most textual analysis. Replace a number of the cliched language. In general, I don't recommend this website. The author starts with a rather in depth story of an event or description of an individual or place. Imagine this individual disagrees with everything which you say. Explain the vehicle connection better. Keep in mind that you're writing beneath a time limit. This step is essential to finding your own claim. For those who have time, repeat every one of the steps above to incrementally raise your score. Without a bit of additional fuel, your brain might need to shut down early. The One Thing to Do for Ap Lit 2016 Essay Samples I advise that you comply with this format too. Format is dependent on what format is necessary by your teacher or professor. In this portion of the Exam, it's your duty to make certain you give 40 minutes to every essay. As you continue to get prepared for the AP English Literature free-response part of the exam, benefit from the many resources cited herein. Writing is an essential part of the course and exam. Before entering any AP class, it's ideal to read over the program overview and become familiarized with the exam. It is possible to pay twenty dollars to receive two English Lit practice tests from using this website. The early test can help you determine what you have to work on, and the later test will reveal to you how you've improved! Allow it to sit for a couple days untouched. If You Read Nothing Else Today, Read This Report on Ap Lit 2016 Essay Samples At times it's helpful to observe how others were able to get over the difficult first-line hump. From here on, you've got to come up with a distinctive interpretation of the way the structure contributes to the meaning. The second point, that making connections is a sort of thinking which can be taught, can't be proven until the very first point has been sufficiently supported. Only that you ought to remember that both sides are arguable, pick one, and stick with it.

The 7 Deadly Sins and 7 Cardinal Virtues - 2779 Words

The 7 Deadly Sins and 7 Cardinal Virtues ======================================== Overview -------- The Seven Deadly Sins, also known as the Capital Vices or Cardinal Sins, are a classification of vices that were originally used in early Christian teachings to educate and instruct followers concerning (immoral) fallen mans tendency to sin. The Roman Catholic Church divided sin into two principal categories: venial, which are relatively minor, and could be forgiven through any sacrament of the Church, and the more severe capital or mortal sins, which, when committed, destroyed the life of grace, and created the threat of eternal damnation unless either absolved through the sacrament of confession, or otherwise forgiven†¦show more content†¦Substance abuse or binge drinking can be seen as examples of gluttony therefore. The penitents in the Purgatorio were forced to stand between two trees, unable to reach or eat the fruit hanging from either, and were thus described as having a starved appearance. == Greed (Latin: avaritia) Synonyms: Greed (treachery, covetousness) Greed is, like Lust and Gluttony, a sin of excess. However, Greed (as seen by the Church) applied to the acquisition of wealth in particular. Thomas Aquinas wrote that Greed was a sin against God, just as all mortal sins, in as much as man condemns things eternal for the sake of temporal things. In Dantes Purgatory, the penitents were bound and laid face down on the ground for having concentrated too much on earthly thoughts. Avarice is more of a blanket term that can describe many other examples of sinful behavior. These include disloyalty, deliberate betrayal, or treason, especially for personal gain, for example through bribery. Scavenging and hoarding of materials or objects, theft and robbery, especially by means of violence, trickery, or manipulation of authority are all actions that may be inspired by greed. Such misdeeds can include Simony, where one profits from soliciting goods within the actual confines of a church. == Sloth (Latin: acedia) Synonyms: Sloth (laziness, sadness, apathy) More than other sins, the definition of Sloth has changed considerably since its original inclusion among The Seven Deadly Sins. ItShow MoreRelatedThe Vocation of the Business Leader: A Reflection15551 Words   |  63 Pagesencyclical Caritas in Veritate. Underlying both meetings is the Church’s ï ¬ rm conviction that every Christian is called to practice charity in a manner corresponding to his vocation and according to the degree of inï ¬â€šuence he wields in the polis (CIV 7). , Business men and women, university professors, and experts on the subject contributed to â€Å"Caritas in Veritate: The Logic of Gift and the Meaning of Business† in an innovative way. Their discussions centered on a volume of texts, previously preparedRead MoreMarketing Mistakes and Successes175322 Words   |  702 Pages—11th ed. p. cm. Includes index. ISBN 978-0-470-16981-0 (pbk.) 1. Marketing—United States—Case studies. I. Title. HF5415.1.H37 2009 658.800973—dc22 2008040282 ISBN-13 978-0-470-16981-0 Printed in the United States of America 10 9 8 7 6 5 4 3 2 1 PREFACE Welcome to the 30th anniversary of Marketing Mistakes and Successes with this 11th edition. Who would have thought that interest in mistakes would be so enduring? Many of you are past users, a few even forRead MoreLogical Reasoning189930 Words   |  760 Pagesbook that is sold to students). (3) No Derivative Works You may not alter, transform, or build upon this work. An earlier version of the book was published by Wadsworth Publishing Company, Belmont, California USA in 1993 with ISBN number 0-534-17688-7. When Wadsworth decided no longer to print the book, they returned their publishing rights to the original author, Bradley Dowden. The current version has been significantly revised. If you would like to suggest changes to the text, the author would

Resolving an ethical dilemma In Workplace - Myassignmenthelp.Com

Question: Discuss about the Resolving an ethical dilemma In Workplace. Answer: Ethical dilemma, can be defined, as the decision-making problem among two possible sets of moral imperatives, wherein both the decisions are unambiguously preferable as well as acceptable (White 2013). It, is also called, by the name of ethical paradox. The person in such a dilemma faces a situation, where in, the obeying of one will result in the transgression of the other one. There are two approaches in the process of resolving an ethical dilemma-firstly, by focusing on the practical consequences of the action and secondly, by focusing on the actions themselves (White 2013). The ethical dilemma that Hardeep faces is between the services offered by Company A and Company B. The Company B, is managed by his friend and he feels that it is his moral obligation to help his friend and offer him the contract. However, if he does this, he will be making an unethical decision as the services offered by Company B will prove to be costlier in the longer run. He is obviously in a dilemma, as whether to follow the rules of professional ethics like honesty, professionalism and the primacy of the public interest or to offer the contract to his friend (Acs.org.au 2018). If he takes the services offered by his friend, he will be fulfilling his duties as a friend, but he will not be honest to his organization, as it will prove to be a loss to the organization in the longer run. He will also not be completely professional if he offers the contract to his friend as his offer is completely depended on the friendship, which he shares with the manager of the company and not on the professional aspects of the company. Also, if he offers the contract to his friend he will not be putting the interests of the public as well as the people related to the organization on the highest priority. The decision, which, Hardeep needs to make should be based completely on the precepts of the moral code of conduct. The commonly followed moral code of professional conduct are honesty, competence, primacy of the public interest, professionalism, professional development and others (Acs.org.au 2018). The action taken by him will affect not only his personal relationship with his friend who is the manager of the Company B but his company itself, as the services offered by his friend would prove to be a loss in the longer run compared to the one offered by the other company. If he is going to help his friend then he will have to betray the interests of his organization and if he decides to be professional and offer the contract to other company then he will hurt his friend. According to Klaus Schwab (2008), corporate social responsibility helps in the overall growth as well as development of the organization. Therefore, the best decision that Hardeep can make is to follow the path of corporate social responsibility and give the offer to the Company A, which is expected to offer better services to the company in the longer run. This decision will help him to be honest to his work, be professional as well as serve the needs of the people related to the organization in which he is working in the best possible manner. Therefore, from the above discussion it becomes clear that the concept of ethical dilemma is an important one faced by most of the people in their work as well as personal life. However, the important thing is that the person faced with such ethical dilemma should not make the decision based on his or her personal preferences but on the basis of moral as well as ethical context. References Acs.org.au. 2018.Code-of-Professional-Conduct. [online] Available at: https://www.acs.org.au/content/dam/acs/rules-and-regulations/Code-of-Professional-Conduct_v2.1.pdf [Accessed 10 Jan. 2018]. Schwab, K., 2008. Global corporate citizenship: working with governments and civil society.Foreign Affairs, pp.107-118. White, T.I., 2013. Resolving an ethical dilemma.Retrieved from: bourbon. usc. edu7engr102-p09/ethics. pdf, Accessed,18. www.acs.org.au. 2018.Code-of-Ethics. [online] Available at: https://www.acs.org.au/content/dam/acs/acs-documents/Code-of-Ethics.pdf [Accessed 10 Jan. 2018].

Risk and Return Past and Prologue Essay Example

Risk and Return: Past and Prologue Essay CHAPTER 05 RISK AND RETURN: PAST AND PROLOGUE 1. The 1% VaR will be less than -30%. As percentile or probability ofa return declines so does the magnitude of that return. Thus, a 1 percentile probability will produce a smaller VaR than a 5 percentile probability. 2. The geometric return represents a compounding growth number and will artificially inflate the annual performance of the portfolio. 3. No. Since all items are presented in nominal figures, the input should also use nominal data. 4. Decrease. Typically, standard deviation exceeds return. Thus, an underestimation f 4% in each will artificially decrease the return per unit of risk. To return to the proper risk return relationship the portfolio will need to decrease the amount of risk free investments. 5. Using Equation 5. 6, we can calculate the mean of the HPR as: E(r) = = (0. 3 C] 0. 44) + (0. 4 0 0. 14) + [0. 3 (-0. 16)] = 0. 14 or using Equation 5. 7, we can calculate the variance as: var(r) = 02 = [0. 3 + [0. 4 + [0. 3 (-0. 16-0. 14)2] -0. 054 Taking the square root of the variance, we get SD(r) = 0 = 23. 24% = 0. 2324 or 6. We use the below equation to calculate the holding period return of each cenario: HPR = a. The holding period returns for the three scenarios are: Boom: = Normal: (43-40+ Recession: (34-40+0. 0)/40 = -0. 1375 = -13. 75% E(HPR) = = [(1/3) 0. 30] + [(1/3) 0. 10] + [(1/3) (-0. 1375)] -0. 0875 or 8. 75% var(HPR) = [(1/3) (0. 30 0. 0875)2] + [(1/3) (0. 10 0. 0875)2] + [(1/3) (-0. 1375 0. 0875)2] = 0. 031979 SD(r) = = = 0. 1788 or 17. 88% = 0. 5 017. 88% = 8. 94% 7. a. Time-weighted average returns are based on year-by-year rates of retu rn. Year Return = [(Capital gains + Dividend)/Price] 2010-2011 (110- 100 + or 14. 00% 2011-2012 (90- 110 + -0. 1455 or -14. 5% 2012-2013 (95-90+4)/90- 0. 10 or 10. 00% Arithmetic mean: [0. 14 + (-0. 1455) + 0. 10]/3 = 0. 0315 or 3. 5% Geometnc mean: = 0. 0233 or 2. 33% b. Date 111/20101/1/2011 1/1/20121/112013 Net cash Flow -300 -208 110 396 Time Net Cash flow Explanation O -300 Purchase of three shares at $100 per share 1 -208 Purchase of two shares at $110, plus dividend income on three shares held 2 110 Dividends on five shares, plus sale of one share at $90 3 396 Dividends on four shares, plus sale of four shares at $95 per share The dollar-weighted return is the internal rate of return that sets the sum of the resent value of each net cash flow to zero: 0=-$300 ++ + Dollar-weighted return = Internal rate of return = 8. . Given that A = 4 and the projected standard deviation of the market return = 20%, we can use the below equation to solve for the expected market risk premium: A = 4 † E(rM) AOM2 = 4 (0. 20)0 = 0. 16 or b. solve E(rM) 0. 09 = AOM2 = A (0. 20)0 , we can get A = 0. 09/0. 04 = 2. 25 c. Increased risk tolerance means decreased risk aversion (A), which results in a decline in risk premiums. 9. From Table 5. 4, we find that for the period 1926 2010, the mean excess return for 00 over T-bills 7. 98%. 10. We will write a custom essay sample on Risk and Return: Past and Prologue specifically for you for only $16.38 $13.9/page Order now We will write a custom essay sample on Risk and Return: Past and Prologue specifically for you FOR ONLY $16.38 $13.9/page Hire Writer We will write a custom essay sample on Risk and Return: Past and Prologue specifically for you FOR ONLY $16.38 $13.9/page Hire Writer To answer this question with the data provided in the textbook, we look up the real returns of the large stocks, small stocks, and Treasury Bonds for 1926-2010 from Table 5. 2, and the real rate of return of T-Bills in the same period from Table 5. 3: Total Real Return Geometric Average Large Stocks: 6. 43% small stocks: 8. 54% Long-Term T-Bonds: 2. 06% Total Real Return Arithmetic Average Large Stocks: 8. 00% small stocks: 13. 91% Long-Term T-Bonds: 1 . 76% T-Bills: 0. 68% (Table 5. 3) 11. a. The expected cash flow is: (0. 5 $50,000) + (0. $100,000 With a nsk remium of 10%, the required rate of return is 15%. Therefore, if the value of the portfolio is X, then, in order to earn a 15% expected return: solving x 00(1 + 0. 15) = $100,000, we get x = $86,957 b. If the portfolio is purchased at $86,957, and the expected payoff is $100,000, then the expected rate of return, E(r), is: The portfolio price is set to equate the expected return with the required rate of return. c. If the ris k premium over T-bills is now 15%, then the required return is: The value of the portfolio (X) must satisfy:x 00(1 + 0. 20) = $100, OOO X = $83333 d. For a given expected cash flow, portfolios that command greater risk premiums must sell at lower prices. The extra discount in the purchase price from the expected value is to compensate the investor for bearing additional risk. 12. a. Allocating 70% of the capital in the risky portfolio P, and 30% in risk-free asset, the client has an expected return on the complete portfolio calculated by adding up the expected return of the risky proportion (y) and the expected return of the proportion (1 y) of the risk-free investment: E(rC) = y 0 E(rP) + (1 -y) 0 rf = (0. 7 0. 17) + (0. 3 0. 07) = 0. or per year The standard deviation of the portfolio equals the standard deviation of the risky fund times the fraction of the complete portfolio invested in the risky fund: DC = y OOP = 0. 7 0 0. 27 = 0. 189 or 18. 9% per year b. The investment proportions of the clients overall portfolio can be calculated by the proportion of risky portfolio in the complete portfolio times the proportion Security Investment Proportions T-Bills 30. 0% stock A stock B stockC 0. 7040% = 28. 0% c. We calculate the reward-to-variability ratio (Sharpe ratio) using Equation 5. 14. For the risky portfolio: s For the clients overall portfolio: 3. = 0. 704 a. -Y)orf 0. 17+(1 -Y) 0 0. 07 = 0. 15 or per year Solving for y, we get y = = 0. 8 Therefore, in order to achieve an expected rate of return of 1 5%, the client must invest 80% of total funds in the risky portfolio and 20% in T-bills. the proportion of risky asset in the whole portfolio times the proportion allocated in each stock. Security Stock A stock C Investment Proportions 20. 0% 0. 8 21 0. 8 0 = 26. 4% 0. 8 = 32. 0% d. The standard deviation of the complete portfolio is the standard deviation of the risky portfolio times the fraction of the portfolio invested in the risky asset: DC = y 0. 8 0. 27 = 0. 216 or 21. % per year 14. a. Standard deviation of the complete portfolio= DC = y 0 0. 27 If the client wants the standard deviation to be equ al or less than 20%, then: y = (0. 20/0. 27) = 0. 7407 = 74. 07% b. +0. 7407 0. 10 15. a. Slope of the CML = = 0. 24 See the diagram below: = 0. 1441 or 14. 41% b. Your fund allows an investor to achieve a higher expected rate of return for any given standard deviation than would a passive strategy, i. e. , a higher expected return for any given level of risk. 16. a. With 70% of his money in your funds portfolio, the client has an expected rate of eturn of 14% per year and a standard deviation of 18. % per year. If he shifts that money to the passive portfolio (which has an expected rate of return of 13% and standard deviation of 25%), his overall expected return and standard deviation would become: E(rc) = rf+ 0. 7 rn In this case, 7% and E(rM) = 13%. Therefore: E(rc) = 0. 07 + (0. 7 0. 06) = 0. 112 or 11. 2% The standard deviation of the complete portfolio using the passive portfolio would be: OC = 0. 7 00M = 0. 7 0. 25 = 0. 175 or 17. 5% Therefore, the shift entails a decline in the mean from 14% to 1 1. 2% and a decline in he standard deviation from 18. 9% to 17. 5%. Since both mean return and standard deviation fall, it is not yet clear whether the move is beneficial. The disadvantage of the shift is apparent from the fact that, if your client is willing to accept an expected return on his total portfolio of 1 1. 2%, he can achieve that return with a lower standard deviation using your fund portfolio rather than the passive portfolio. To achieve a target mean of 1 1. 2%, we first write the mean of the complete portfolio as a function of the proportions invested in your fund portfolio, y: + y (17% = + ooy Because our target is E(rC) = 1 1. %, the proportion that must be invested in your fund is determined as follows: 11. 2% = + ooy = = 0. 42 The standard deviation of the portfolio would be: oc = y 0 = 0. 42 0 = 11. 34% Thus, by using your portfolio, the same 1 1. 2% expected rate of return can be achieved with a standard deviation of only 1 1. 34% as opposed to the standard deviation of 17. 5% using the passive portfolio. b. The fee would reduce the reward-to-variability ratio, i. e. , the slope of the CAL. Clients will be indifferent between your fund and the passive portfolio if the slope of Slope of CAL with fee = Slope of CML (which requires no fee) = Setting these slopes equal and solving for f: 0. 24 = 6. 48% 6. 48% = 3. 52% per year 17. Assuming no change in tastes, that is, an unchanged risk aversion, investors perceiving higher risk will demand a higher risk premium to hold the same portfolio they held before. If we assume that the risk-free rate is unaffected, the increase in the risk premium would require a higher expected rate of return in the equity market. 18. Expected return for your fund = T-bill rate + risk premium = 6% + 10% = 16% Expected return of clients overall portfolio = (0. 16%) + (0. 4 0 6%) = 12% Standard deviation of clients overall portfolio = 0. 6 0 14% = 8. 4% 19. Reward to volatility ratio = = 0. 7143 20. Excess Return (%) a. In three out of four time frames presented, small stocks provide worse ratios than large stocks. b. Small stocks show a declining trend in risk, but the decline is not stable. 21 . For geometric real returns, we take th e geometric average return and the real geometric return data from Table 5. 2 and then calculate the inflation in each time frame using the equation: Inflation rate = (1 + Nominal rate)/(l + Real rate) 1. The VaR is not calculated, since the values used to determine the VaR in Table 5. 4 are not provided. Comparing with the excess return statistics in Table 5. 4, in three out of four time frames the arithmetic real return is larger than the excess return, and the standard deviation of the real return in each time frame is lower than that of the excess Comparing the nominal rate with the real rate of return, the real rates in all time frames and their standard deviation are lower than those of the nominal returns. Comparison The combined market index represents the Fama-French market factor (Mkt). It is better diversified than the S 500 index since it contains approximately ten times as many stocks. The total market capitalization of the additional stocks, however, is relatively small compared to the S 500. As a result, the performance of the value- weighted portfolios is expected to be quite similar, and the correlation of the excess returns very high. Even though the sample contains 84 observations, the standard deviation of the annual returns is relatively high, but the difference between the two indices is very small. When comparing the continuously compounded excess returns, e see that the difference between the two portfolios is indeed quite small, and the correlation coefficient between their returns is 0. 99. Both deviate from the normal distribution as seen from the negative skew and positive kurtosis. Accordingly, the VaR (5% percentile) of the two is smaller than what is expected from a normal distribution with the same mean and standard deviation. This is also indicated by the lower minimum excess return for the period. The serial correlation is also small and indistinguishable across the portfolios. As a result of all this, we expect the risk premium of the two portfolios to be similar, s we find from the sample. It is worth noting that the excess return of both portfolios has a small negative correlation with the risk-free rate. Since we expect the risk-free rate to be highly correlated with the rate of inflation, this suggests that equities are not a perfect hedge against inflation. More rigorous analysis of this point is important, but beyond the scope of this question. CFA 1 Answer: V(12/31/2011) = (1/1/2005) O (1 + = $100,000 (1. 05)7 = $140,710. 04 CFA2 Answer: a. and b. are true. The standard deviation is non-negative. CFA3 Answer: c. Determines most of the portfolios return and volatility over time. Answer: Investment 3. For each portfolio: Utility = E(r) Investment E(r) 0 Utility 02) 1 0. 12 2 0. 15 3 0. 21 4 0. 24 0. 30 0. 50 0. 16 0. 21 -0. 0600 -0. 3500 0. 1588 0. 1518 We choose the portfolio with the highest utility value. CFA 5 Answer: Investment 4. When an investor is risk neutral, A = O so that the portfolio with the highest utility is the portfolio with the highest expected return. CFA 6 Answer: b. Investors aversion to risk. CFA 7 Answer: = [0. 2 0 (-0. 20)] + (0. 5 0 0. 18) + (0. 3 0. 50) = 0. 20 or E(rY) = [0. 2 (-0. 15)] + (0. 5 0. 20) + (0. 0. 10) = 0. 10 or CFA8 OX2 = [0. 2 0 (-0. 0 0. 20)2] + [0. 5 0 (0. 18 0. 20)2] + [0. 3 0 (0. 50 0. 20)2] 0. 2433 = 24. 33% OY2 = [0. 2 0 (-0. 15 0. 10)2] + [0. 5 (0. 20 0. 10)2] + [0. 3 (0. 10 0. 10)2] 0. 1323= 13. 23% CFA 9 E(r) = (0. 9 0. 20) + (0. 1 00. 10) = 0. 19 or 19% CFA 10 = 0. 0592 ox = 0. 0175 = The probability is 0. 5 that the st ate of the economy is neutral. Given a neutral economy, the probability that the performance of the stock will be poor is 0. 3, and the probability of both a neutral economy and poor stock performance is: 0. 3 0. 5=0. 15 E(r) = (0. 1 00. 15) + (0. 6 0. 13) + (0. 3 0. 07) = 0. 114 or 11. 4%