Главная
Библиотека
Финансы
If the risk-free rate of return is 3.5%, the expected market return is 9.5%, and the beta of a stock is 1.3, what is the required...

If the risk-free rate of return is 3.5%, the expected market return is 9.5%, and the beta of a stock is 1.3, what is the required return on the stock according to the capital asset pricing model?

«If the risk-free rate of return is 3.5%, the expected market return is 9.5%, and the beta of a stock is 1.3, what is the required return on the stock according to the capital asset pricing model?»

24 октября 2025
Финансы

Условие:

If the risk-free rate of return is \( 3.5 \% \), the expected market return is \( 9.5 \% \), and the beta of a stock is 1.3 , what is the required return on the stock according to the capital asset pricing model?

A \( 11.3 \% \)
B \( \mathbf{1 2 . 4} \% \)

C \( 7.8 \% \)

Решение:

Чтобы рассчитать требуемую доходность акций по модели оценки капитальных активов (CAPM), используем формулу: r = r_f + β × (r_m – r_f), где: r — требуемая доходность,...