Ordered: levothyroxine sodium 75 mcg. IV Available: levothyroxine sodium powder for IV injection 0.2 mg./vial When reconstituted, vial contains 6 mL. How much will you draw up to give? Round to the tenth ___________________mL

Ordered: Amoxicillin oral suspension 350 mg po q 8 h Available medication:   See label How much medication will you prepare to administer? Round to the tenth _____________mL

The client is ordered to receive Dopamine at 150 mcg/min IV.  The concentrationof the medication is 200 mg in 250 mL.  At what rate will you set the pump? Round to the tenth _______________mL/hr

An IV medication is prescribed at 1 mcg/kg/min IV for a client who weighs 46 kg.  The concentration of the medication is 40 mg in 500 mL.  At what rate will you set the pump?   Round to the tenth _______________mL/hr

Order:  Start Integrilin drip, 2 mcg/kg/min, for your patient with unstable angina. Concentration: 75 mg/100 mL solution Patient’s Weight: 253 lbs At what rate will you set the IV pump?  Round to the tenth ______________mL/hr

Three call options on a stock have the same expiration date and strike prices of $52, $58, and $64. The market prices are $5, $6, and $9, respectively. For what range of stock prices would the butterfly spread lead to a positive payoff?

The nurse is caring for a patient on the medical surgical unit who has a stage 3 pressure injury. The nurse has been assessing the patient’s pressure injury frequently for signs and symptoms of infection which would include increased and drainage.

A stock price is currently $60. Over each of the next two three-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with continuous compounding. What is the value of a six-month European call option with a strike price of $61?

The current price of a non-dividend-paying stock is $40. Over the next year it is expected to rise to $45 or fall to $35. An investor buys put options with a strike price of $41. What is the value of each option? The risk-free interest rate is 3% per annum with continuous compounding.

A trader creates a long butterfly spread from options with strike prices $62, $70, and $78 by trading a total of 600 options. The options are worth $10, $14, and $20. What is the maximum net loss (after the cost of the options is taken into account)?