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1. A stock is selling for $50 in the market. The company’s beta is 1.2, the mark

ID: 2621171 • Letter: 1

Question

1. A stock is selling for $50 in the market. The company’s beta is 1.2, the market risk premium (rM - rF) is 5%, and the risk-free rate is 3%. The next dividend expected to pay is D1 = $2 and the dividends are expected to grow at a constant rate g. What’s the dividend growth rate g for this stock?

3.00%

4.19%

4.81%

5.00%

Using the information from Question1, find the stock’s capital gain yield.

3.00%

4.19%

4.81%

5.00%

Using the information from Question1, find the stock’s dividend yield.

4.00%

4.19%

4.81%

5.00%

2. A retail store is offering a diamond ring for sale for 50 months at $88 per month. The retail price of the ring is $3,900. What is the interest rate on this offer?

A. 10.5%

B. 11.2%

C. 12.1%

D. 12.6%

3. At maturity, the value of either premium bond or discount bond equals to its par value.

True.

False.

Which of following factors may affect stock price?

A.Inflation expectations

B.Risk aversion

C.Company-specific risk

D.The change of dividend growth rate g

E. All of above

3.00%

4.19%

4.81%

5.00%

Explanation / Answer

1.   5.00% ,

Required rate of return =risk free rate + beta * market risk premium

=3% + 1.2*5%

=3% + 6%

= 9%

Stock price = next year dividend / (required rate - growth rate)

   $50 = $2 / (9% - growth rate)

$4.5 - $50 growth rate = $2

$4.5 - $2 =  $50 growth rate

growth rate = $2.5 / $50

growth rate = 5%

5.00%

stock’s capital gain yield = [stock price after year - current stock price] / current stock price

= [{50*(1+0.05)} -50 ] / 50

= [52.5 -50 ] / 50

= 2.5 / 50

= 5.00%

4 % ,

stock’s dividend yield = dividend / current stock price

= $2 / $50

= 4%

3) True , at maturity bonds , bonds face value are paid to their holders whether it was discounted bond or issued on premium