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24)The share of the Air Astana Company has a beta - 0.50, shares of the Vita Company has a beta - 1.25. You, as an
24)The share of the Air Astana Company has a beta - 0.50, shares of the Vita Company has a beta - 1.25. You, as an investor, have decided to invest the same amount in the shares of these companies. The rate of treasury securities of the Ministry of Finance - 4%. The rate on bonds of Halyk Bank of Kazakhstan JSC is 7.8%. The yield on the S & P500 is 10%. According to CAPM, how much will the portfolio yield and risk of your portfolio be from these assets?
26)
Systemic risk of corporate bonds of JSC Bank 3.5 and loans of JSC Bank 4.68. The rate on bonds of the Ministry of Finance of the Republic of Kazakhstan is 7.5%. The rate of return on the market is 18.90%. Calculate the possible profitability of these debt instruments?
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