Kyle would like to start eating breakfast every morning. Discuss how the following factors/considerations will affect his ability to embrace and successfully engage in this new behavior. (1 point for each factor/consideration) 1. Pros vs. Cons 2. Self-efficacy 3. Environment/Visual Cues 4. Piggybacking

Sleep deprivation can i. Negatively affects our mental performance ii. Compromise our immune function iii. Decrease our risk for diabetes

Discuss the difference between health and wellness.

The two natural sleep drives that drive us toward sleep are 

The recommendation for protein consumption is i. .8g/kg for sedentary individuals ii. 1.2-2.0g/kg for athletes and other very active individuals iii. 10-35% of total daily caloric intake

Please enter your answers for the following questions. Round numerical answers to the nearest whole number and include the % sign. State whether lenders will be “better off”, “worse off”, or “the same”. State whether bond demand and bond supply will “increase”, decrease”, or “remain the same.” Suppose the nominal interest rate is 6% and the expected rate of inflation is 3%. The expected real interest rate is [erate]. If actual inflation ends up being 4%, the real interest rate will be [real] and lenders will be [lender]. Bond demand will [bdemand] and bond supply will [bsupply].

What’s going on here? Who is winning?

Assume that one year interest rates are expected to be 4.5%, 4.8%, 5%, 4.6%, 4.3% over the next five years. Fill in the table by calculating the expected interest rate for each bond according to expectations theory. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rates Bond Duration Expected Interest Rate 2-year bond [2year] 3-year bond [3year] 4-year bond [4year] 5-year bond [5year]   Suppose investors receive a liquidity premium on the 2-year, 3-year, 4-year, and 5-year bonds equal to 0.12%, 0.22%, 0.32%, and 0.42%, respectively. Factoring in these liquidity premiums complete the table below. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rate with Liquidity Premium Bond Duration Expected Interest Rate + Liquidity Premium 2-year bond [lp2] 3-year bond [lp3] 4-year bond [lp4] 5-year bond [lp5] Is the yield curve in the second table upward sloping, downward sloping or neither? [yieldslope]

Assume that one year interest rates are expected to be 6%, 5.5%, 5%, 4.5%, 4% over the next five years. Fill in the table by calculating the expected interest rate for each bond according to expectations theory. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rates Bond Duration Expected Interest Rate 2-year bond [2year] 3-year bond [3year] 4-year bond [4year] 5-year bond [5year]   Suppose investors receive a liquidity premium on the 2-year, 3-year, 4-year, and 5-year bonds equal to 0.15%, 0.25%, 0.35%, and 0.45%, respectively. Factoring in these liquidity premiums complete the table below. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rate with Liquidity Premium Bond Duration Expected Interest Rate + Liquidity Premium 2-year bond [lp2] 3-year bond [lp3] 4-year bond [lp4] 5-year bond [lp5] Is the yield curve in the second table upward sloping, downward sloping or neither? [yieldslope]

Assume that one year interest rates are expected to be 3%, 3.5%, 4%, 4.5%, 5% over the next five years. Fill in the table by calculating the expected interest rate for each bond according to expectations theory. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rates Bond Duration Expected Interest Rate 2-year bond [2year] 3-year bond [3year] 4-year bond [4year] 5-year bond [5year]   Suppose investors receive a liquidity premium on the 2-year, 3-year, 4-year, and 5-year bonds equal to 0.10%, 0.20%, 0.30%, and 0.40%, respectively. Factoring in these liquidity premiums complete the table below. You must round each interest rate to the nearest one hundredth (second decimal place) and include the percent sign. Bond Duration and Expected Interest Rate with Liquidity Premium Bond Duration Expected Interest Rate + Liquidity Premium 2-year bond [lp2] 3-year bond [lp3] 4-year bond [lp4] 5-year bond [lp5] Is the yield curve in the second table upward sloping, downward sloping or neither? [yieldslope]