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0 FIM Based on five years of monthly data, you derive the following information for the companies listed: Company al (Intercept) Intel 0.20 13.20% 0.71

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0 FIM Based on five years of monthly data, you derive the following information for the companies listed: Company al (Intercept) Intel 0.20 13.20% 0.71 Ford 0.13 Anheuser Busch 0.17 Merck 0.05 S&P 500 0.00 a. Compute the beta coefficient for each stock. Do not round intermediate calculations. Round your answers to three decimal places. Intel: 14.50 7.70 9.60 5.00 0.21 0.55 0.50 1.00 Ford: Anheuser Busch: Merck: b. Assuming a risk-free rate of 9 percent and an expected return for the market portfolio of 13 percent, compute the expected (required) ret for all the stocks. Do not round intermediate calculations. Round your answers to two decimal places. Intel: % Ford: % % % Anheuser Busch: Merck: C. Choose the correct SML graph for the following estimated returns for the next year. Intel - 20 percent Ford - 13 percent Anheuser Busch - 18 percent Merck - 11 percent The correct graph is-Select The correct graph is -Select- A. Security market Line E(RI) Ford 0.187 Merck 0.16 SML 0.14 Rm 0,12 Intel - 0.1 0.08 0.06 0.04 0.021 -0.2 0.2 0.4 1.4 1.6 1.8 Beta 0.6 0.8 1.2 Security market Line B. E(RI) Intel 0.181 0.16 SML 1 0.14 Rm 0.121 Ford B. Security market Line E(RI): Intel 0.187 0.167 SML 0.141 Rm 0.121 Ford 0.1 0.087 0.06 0.04 0.02 -0.2 0.2 0.4 1.6 1.8 Beta 0.6 0.8 1.2 Security market Line C. E(RI) 1 Ford 0.187 SML 0.16 Em Q.14 0.127 0.1 E(RI) Ford 0.18 3 SML 0.16+ Rm 0.141 - 0.12+ 0.1 0.08 0.06 0.04 0.02 -0.2 0.4 0.6 0.8 1.4 1.6 1.8 Beta D. Security market Line E(RI) 0.18 Intel SML 0.16 0.14+ Rm 0.12+ - - - 1 - Merek 0.1 inner 0.187 Intel SML 0.16 0.14 Rm 1 1 -- - - - 1 1 0.12 0.1 0.08 0.06 0.04 0.02 0.8 1.4 1.6 1.8 Beta 0.4 0.6 Which stocks are undervalued or overvalued? Company Evaluation Intel -Select- -Select- Anheuser Busch -Select- Merck -Select- Ford

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