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1-Problem 10-7 CAPM Required Return (LG10-3) Hastings Entertainment has a beta o

ID: 2781607 • Letter: 1

Question

1-Problem 10-7 CAPM Required Return (LG10-3)

Hastings Entertainment has a beta of 0.51. If the market return is expected to be 16.10 percent and the risk-free rate is 6.10 percent, what is Hastings’ required return? (Round your answer to 2 decimal places.)

hastings' required return = .........%

2-Problem 10-8 CAPM Required Return (LG10-3)

Nanometrics, Inc. has a beta of 1.97. If the market return is expected to be 13.75 percent and the risk-free rate is 7.00 percent, what is Nanometrics’ required return? (Round your answer to 2 decimal places.)

nanometrics' required return=....... %

Explanation / Answer

1. Hastings' required return

As per CAPM

Required return = Rf + (Rm-Rf) * beta

Where

Rf = 6.10%

Rm= 16.10%

beta = 0.51

Therefore required return = 6.10 + (16.10 - 6.10) * 0.51

= 6.10 + (10*.51)

= 6.10+ 5.10

= 11.20%

Hastings ' required return = 11.20%

2.Nanomatrics' required return

As per CAPM

Required return = Rf + (Rm-Rf) *beta

Where, Rf = 7%

Rm= 13.75%

beta = 1.97

Required return = 7 + (13.75 - 7) * 1.97

= 7 + (6.75 * 1.97)  

= 7 + 13.30

= 20.30%

Nanomatrics' required return = 20.30%