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1. Suppose that two factors have been identified for the U.S. economy: the growth rate of industrial production, IP, and the inflation rate, IR. IP is expected to be 3%, and IR 3.3%. A stock with a beta of 1.8 on IP and 1.3 on IR currently is expected to provide a rate of return of 15%. If industrial production actually grows by 6%, while the inflation rate turns out to be 5.2%, what is your revised estimate of the expected rate of return on the stock? (Do not round intermediate calculations. Round your answer to 1 decimal place. Omit the "%" sign in your response.) 2. Assume that security returns are generated by the single-index model, Ri = i + iRM + ei where Ri is the excess return for security i and RM is the market's excess return. The risk-fre Suppose also that there are three securities A, B, and C, characterized by the following data Security A B C i 1.5 1.7 1.9 E(Ri) (ei) 6% 8 10 29% 15 24 If M = 26%, calculate the variance of returns of securities A, B, and C. (Do not round intermediate calculations. Round your answers to the nearest whole number.) Variance Security A Security B Security C Now assume that there are an infinite number of assets with return characteristics identical to those of A, B, and C, respectively. What will be the mean and variance of excess returns for securities A, B, and C? (Enter the variance answers as a percent squared and mean as a percentage. Do not round intermediate calculations. Round your answers to the nearest whole number. Omit the "%" sign in your response.) Security A Security B Security C Mean % Variance 3. Consider the following multifactor (APT) model of security returns for a particular stock. Factor Factor Beta Inflation 1.4 Industrial production 1.0 Oil prices 0.6 Factor Risk Premium 6% 7 4 a If T-bills currently offer a 9% yield, find the expected rate of return on this stock if the ma . stock as fairly priced. (Do not round intermediate calculations. Round your answer t place. Omit the "%" sign in your response.) Expected rate of return % b Suppose that the market expected the values for the three macro factors given in colum . that the actual values turn out as given in column 2. Calculate the revised expectations f return on the stock once the "surprises" become known. (Do not round intermediate ca Round your answer to 1 decimal place. Omit the "%" sign in your response.) Factor Inflation Industrial production Oil prices Expected Rate of Change 8% 6 4 Expected rate of return 4. % Actual Rate of Change 6% 8 0 Suppose that the market can be described by the following three sources of systematic risk associated risk premiums. Factor Industrial production (I) Interest rates (R) Consumer confidence (C) Risk Premium 6% 2 5 The return on a particular stock is generated according to the following equation: r = 15% + 1.4I + 0.7R + 0.90C + e a1. Find the equilibrium rate of return on this stock using the APT. The T-bill rate is 7%. (Do not round intermediate calculations. Omit the "%" sign in your response.) Equilibrium rate of return % a-2. Is the stock over or underpriced? 5. Assume that security returns are generated by the single-index model, Ri = i + iRM + ei where Ri is the excess return for security i and RM is the market's excess return. The risk-fre Suppose also that there are three securities A, B, and C, characterized by the following data Security A B C i 0.8 1.0 1.2 E(Ri) 10% 12 14 (ei) 25% 10 20 a If M = 20%, calculate the variance of returns of securities A, B, and C. (Do not round in . calculations. Round your answers to the nearest whole number.) Variance Security A Security B Security C b Now assume that there are an infinite number of assets with return characteristics identi . A, B, and C, respectively. What will be the mean and variance of excess returns for secu and C? (Enter the variance answers as a percent squared and mean as a percentag round intermediate calculations. Round your answers to the nearest whole numbe "%" sign in your response.) Security A Security B Security C Mean % % % Variance