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You need to estimate the equity cost of capital for XYZ Corp. You have the following data available regarding past returns a. What was XYZ

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You need to estimate the equity cost of capital for XYZ Corp. You have the following data available regarding past returns a. What was XYZ average historical return? b. Compute the markers and XYZ's excess retums for each year Estimate XYZs beta c. Estimate Xy's historical alpha d. Suppose the current free rates 3%, and you expect the marke's return to be 8% Use the CAPM to estimate an expected return for XYZ Corp's stock e. Would you base your estimate of XYZ sequly cost of capital on your answer in part(a) o in part (d)? a. What was XYZ average historic return? XYZ's average historical rehan was % (Round to one decimal place) b. Compute the markets and XYZ excess returns for each year Data Table 2012 The market's excess return for 2011 was (Round to the nearest Integer) (Ockon the The market's excess return for 2012 was (Round to the nearest Integer) located on the foot come of the date the below in order to con its contenito re del) XYZ's excess return for 2011 was E (Round to the nearest Integer) Year Risk-free Return Market Return XYZ Return 2011 XYZ's excess return for 2012 was % (Round to the nearest Integer) Estimate XYZs beta XYZ s betais (Round to two decimal places) c. Estimate XYZ's historical alpha XYZ historical alpha was % (Round to one decimal place) d. Suppose the current risk-free reis 3%, and you expect the markets resurn to be 8%. Use the CAPM estimate an expected return for XYZ Corp's stock The expected return for XY2 Corp's stock was Round to two decimal e. Would you base your estimate of XYZs equity cost of capital on your answer in part(a) or in partid? (Select the best choice below) O A Part (d) because the average patrons provides a better estimate of expected returns OD Parta) because the average past returns provides a better estimate of expected returns OC Part(a) because the CAPM provides a better estimate of expected returns OD. Part() because the CAP provides a better estimate of expected returns

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