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A long, straight wire carries a current of I = 4.9 A to the left as shown below. What is the magnitude of the magnetic field created by this wire at point P which is 21 cm away from the wire as shown?

What is the internal resistance of a 4.1 V battery that produces power of 77 W when shorted with wire of negligble resistance?

A long, straight wire carries a current of I = 4.5 A to the left as shown below. What is the magnitude of the magnetic field created by this wire at point P which is 26 cm away from the wire as shown?

The fact that every organism continuously exchanges matter and energy with its surroundings indicates that organisms ________.

The femoral artery is the large artery that carries blood to the leg. What is the resistance of a 17 cm long column of blood in a 1.5 cm diameter femoral artery? The conductivity of blood is

What is the current labled with a “?” if 8, 5, 8 and 1?

What is the power dissipated by the resistor if 3.1

Please use the following additional information for Questions 34-37: Suppose there are three bond ratings: A, B, C and default (D). The ratings-migration probabilities over the next year look like this for a B-rated, 3-year, 4% annual-coupon bond ($100 par value) loan: Rating in 1 year          Probability A                                 0.03 B                                 0.92 C                                 0.03 Default                        0.02 The yield on A rated bonds is 5%; the yield on B rated bonds is 6%; and the yield on a C rated bond is 9%. All term structures are flat (i.e. forward rates equal spot rates). Assume that in default you recover 50% at the time of default. Question: Using the mean as the benchmark, what is the 1-year 5% value-at-risk (VaR) of this bond? 

Consider the following command line: ./myprog.sh 1>&2 2> file.1.txt 3>&2 2> file.2.txt 1>&3 Can you explain to what the STDOUT and STDERR of myprog.sh end up being connected (1pt) and propose the simplest set of redirections that would achieve the same result (1pt).  

Please use the following balance sheet for Questions 27-29: Suppose there are two ratings categories: A and B, along with default. The ratings-migration probabilities look like this for a B-rated loan: The yield on A rated loans is 5%; the yield on B rated loans is 10%. All term structures are flat (i.e. forward rates equal spot rates). A loan in default pays off 50%.   Question: Compute next year’s mean value for the loan.