In C, the cast operator (type) is used primarily to:

In IEEE 754 floating-point representation, the three major stored components are:

Which header provides floating-point limits such as FLT_MAX and DBL_EPSILON?

What is the best description of why “mixed data type arithmetic†matters?

Which format specifier is used to print a char as a character?

Why is choosing the “appropriate data type†important in embedded or resource-constrained systems?

Which of the following is a built-in (fundamental) data type in C?

What is the main effect of adding the unsigned type specifier to an integral type?

Date U.S. Dollar-to-Pound 2020-01-02 1.3128 2020-01-03 1.3091 2020-01-06 1.3163 2020-01-07 1.3127 2020-01-08 1.3110 2020-01-09 1.3069 The Table given above shows the U.S. Dollar – to – Pound Exchange Rate from Jan. 2, 2020 to Jan. 9, 2020. Please Use this information to answer the following questions. On which day would you have received the most Pounds in exchange for $50? [best] How many Pounds would you have received on the best day to exchange $50 for Pounds? £[bestpounds] On which day would you have received the fewest Pounds in exchange for $50? [worst] How many Pounds would you have received on the worst day to exchange $50 for Pounds? £[worstpounds] Suppose that on January 8th, the U.S. decreased tariffs on imports from the United Kingdom, causing the U.S. Dollar-to-Pound Exchange Rate to move from 1.3110 to 1.5512. To a U.K. consumer, this policy would [direction] the price of a good produced in the U.S.

Assume that one year interest rates are expected to be 9%, 8%, 7%, 6%, 6% over the next five years. Fill in the table by calculating the expected interest rate for each bond according to expectations theory. You must type each interest rate out to the second decimal place and you must 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: 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]