Question
(capital Asset Pricing Model) interior Manufacturing, Inc. esta considerando varias inversiones. El nivel de riesgo risk rate en los Bonos del Tesoro es actualmente de
(capital Asset Pricing Model) interior Manufacturing, Inc. esta considerando varias inversiones. El nivel de riesgo "risk rate" en los Bonos del Tesoro es actualmente de 6.75 porciento y el rendimiento esperado "expected return" para el mercado es de 12% Cual deber ser la tasa de rendimiento requerida "required rates of return" para cada inversin (usando CAPM)?
Stock | Beta -------------------------- A | 1.50 B | 0.90 C | 0.70 D | 1.15
a. Require Rate of Return: Stock A = 15.84% Stock B = 13.49% Stock C = 9.45% Stock D =13.80%
b.Require Rate of Return: Stock A = 13.12% Stock B = 10.50% Stock C = 11.25% Stock D = 12.80%
c.Require Rate of Return: Stock A = 14.63% Stock B = 11.48% Stock C = 10.43% Stock D = 12.79%
d.Require Rate of Return: Stock A = 1.84% Stock B = 33.29% Stock C = 44.45% Stock D = 53.90%
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