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Soient les donnes suivantes concernant la socit Poussin: Etats Probabilits Rentabilits du march Rentabilit du titre 1 0,1 -0,18 -0,32 2 0,3 0,07 0,00 3

Soient les donnes suivantes concernant la socit Poussin:

Etats Probabilits Rentabilits du march Rentabilit du titre
1 0,1 -0,18 -0,32
2 0,3 0,07 0,00
3 0,4 0,16 0,22
4 0,2 0,21 0,40

Le taux sans risque est de 7%.

  1. Calculez la rentabilit anticipe du march et celle de l'action Poussin, la variance des rentabilits du march, la covariance des rentabilits de Poussin avec celles du march et le bta du titre.
  2. Ecrivez l'quation du MEDAF.
  3. Quelle est la rentabilit souhaite du titre Poussin? Comparez avec sa rentabilit attendue (anticipe).

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