Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

In looking at the required return of a security which is based upon the Security Market Line, the current treasury bill rate is 3.2% while

image text in transcribed
In looking at the required return of a security which is based upon the Security Market Line, the current treasury bill rate is 3.2% while the S\&P 500 has an annual yield of approximately 12%. The stock in question carries a Beta of 2.2. The Required Return is 22.56% Someone asks you why this stock should require a return in excess of 22% while the 'risky' stock market only requires 12%, generally. How would explain these findings to a client? The fact is that the majority of stocks within the market have higher required returns than the average returns of the market itself rare to find stocks less volatile than the market. The truth of the matter is that the stock market is risky and everything inside it is just as risky as the overall market. The fact that this stock has a greater required return that the market return is due to the random movement of stocks. There is no way to measure how a stock moves with the market. While its true that the stock market is risky, the stock in question, is relatively more volatile than the market as it carries a Beta which is twice the size of the market Beta. In looking at the required return of a security which is based upon the Security Market Line, the current treasury bill rate is 3.2% while the S\&P 500 has an annual yield of approximately 12%. The stock in question carries a Beta of 2.2. The Required Return is 22.56% Someone asks you why this stock should require a return in excess of 22% while the 'risky' stock market only requires 12%, generally. How would explain these findings to a client? The fact is that the majority of stocks within the market have higher required returns than the average returns of the market itself rare to find stocks less volatile than the market. The truth of the matter is that the stock market is risky and everything inside it is just as risky as the overall market. The fact that this stock has a greater required return that the market return is due to the random movement of stocks. There is no way to measure how a stock moves with the market. While its true that the stock market is risky, the stock in question, is relatively more volatile than the market as it carries a Beta which is twice the size of the market Beta

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Capital As Power

Authors: Jonathan Nitzan, Shimshon Bichler

1st Edition

0415496802, 978-0415496803

More Books

Students also viewed these Finance questions

Question

In Exercise 40 what is the

Answered: 1 week ago