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NEW QUESTION: 1
文章を完成させるには、回答領域で適切なオプションを選択してください。
Answer:
Explanation:
NEW QUESTION: 2
While performing a physical assessment on a 6-month-old infant, the nurse observes head lag. Which of the following nursing actions should the nurse perform first?
A. Explain to the parents that their child is likely to be mentally retarded.
B. Document the findings as normal in the nurse's notes.
C. Notify the physician because a developmental or neurological evaluation is indicated.
D. Ask the parents to allow the infant to lay on her stomach to promote muscle development.
Answer: C
Explanation:
Head lag should be completely resolved by 4 months of age. Continuing head lag at 6 months of age indicates the need for further developmental or neurological evaluation. Laying the infant on her stomach promotes muscle development of the neck and shoulder muscles, but because of the age of this child, a referral should be the first action. These findings are not normal for a 6-month-old infant. Significant head lag can be seen in infants with Down syndrome and hypoxia, as well as neurologic and other metabolic disorders. Some of those disorders might have mental retardation as a component. However, this child needs to have the referral to determine the cause of the head lag first.Health Promotion and Maintenance
NEW QUESTION: 3
For a portfolio of equally weighted uncorrelated assets, which of the following is FALSE:
A. Asset variances can be averaged together to obtain portfolio variance
B. Returns can be averaged to get portfolio return
C. Portfolio risk is less than if the assets were positively correlated
D. Standard deviations can be averaged together to obtain portfolio volatility
Answer: D
Explanation:
Explanation
All the statements given are true, except that standard deviations cannot be averaged to get the portfolio standard deviation unless the assets are perfectly positively correlated. Therefore Choice 'd' is the false statement, and the correct answer.
For a portfolio of uncorrelated assets, ie correlations being equal to zero, variances can be added together to get portfolio variance. Also, regardless of correlations, portfolio returns are always the weighted average of asset returns, and just averages will do in this case as the portfolio is said to be equally weighted across the assets. A correlation of zero produces a risk level less than that possible with positive correlations.
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