Academic Integrity: tutoring, explanations, and feedback — we don’t complete graded work or submit on a student’s behalf.

You have been provided the following data on the securities of three firms and t

ID: 2620334 • Letter: Y

Question

You have been provided the following data on the securities of three firms and the market:

Security

E[Rj]

sj

rjM

bj

Firm A

0.13

.12

?

.90

Firm B

0.16

?

0.40

1.10

Firm C

0.25

0.24

0.75

?

Market

0.15

0.10

1

1

Risk-free

0.05

0

0

0

Assume the CAPM holds true.

Fill in the missing values in the table.

0.9 = (rjM)(0.12) / 0.10

ri,m= .75

bj     = (rjM)(sj) / sm

= .4 (sj) / .10

sj) = .275

bj= (rjM)(sj) / sm

= (0.75)(0.24) / 0.10= 1.8

What is your investment recommendation on each asset? Buy or sell?

E(r)    = fr + b[EMR – rf]

Firm A:  0.05 + 0.9(0.15 – 0.05) = 0.14

Firm B: 0.05 + 1.1(0.15 – 0.05)= .16

Firm C: 0.05 + 1.8(0.15 – 0.05) = 0.23

Firm A is the only underpriced stock so I would buy firm A.

Suppose that you are currently holding a portfolio consisting of Firm B only. If you increase your portfolio weight on Firm B by 0.2 (or 20%) and borrow the needed money at the risk-free rate, what will be the new standard deviation of your portfolio?

Security

E[Rj]

sj

rjM

bj

Firm A

0.13

.12

?

.90

Firm B

0.16

?

0.40

1.10

Firm C

0.25

0.24

0.75

?

Market

0.15

0.10

1

1

Risk-free

0.05

0

0

0

Explanation / Answer

Beta = Corr(Security, Market) * STDEV(Security) / STDEV(Market)

Firm A: Corr = 0.90*0.10/0.12 = 0.75

Firm B: STDEV(Security) = 1.10*0.10/0.4 = 0.275

Firm C: Beta = 0.75*0.24/0.10 = 1.80

Compute required return using CAPM

Firm A: 0.05 + 0.9*(0.15 - 0.05) = 0.14

Higher required return makes price low.

Based on risk involved, price of firm-A is lower but speculator expects higher price.

Rule: buy low, sell high.

As A is underpriced, buy security of firm-A.

When you leverage your portfolio, both risk and return will increase.

Weight of portfolio B = 1.2, weight on risk-free asset = -0.2

Standard Deviation of risk-free asset = 0

Standard Deviation of portfolio = 0.275*1.2 = 0.33

Return on portfolio = 1.2*0.16 + (-0.2)*0.05 = 0.182

Secirity E(R) STDEV Corr Beta Required Return Firm A 0.130 0.120 0.750 0.900 0.140 Underprice; Buy Firm B 0.160 0.275 0.400 1.100 0.160 Fairly Priced Firm C 0.250 0.240 0.750 1.800 0.230 Overprice; Sell Market 0.150 0.100 1.000 1.000 Risk-Free 0.050 0.000 0.000 0.000
Hire Me For All Your Tutoring Needs
Integrity-first tutoring: clear explanations, guidance, and feedback.
Drop an Email at
drjack9650@gmail.com
Chat Now And Get Quote