位置7的问题 Consider the following information: [table] State of Economy | Probability of State of Economy | Rate of Return if State Occurs Stock A | Stock B Recession | .04 | .097 | .102 Normal | .72 | .114 | .133 Boom | .24 | .156 | .148 [/table] The market risk premium is 7.4 percent, and the risk-free rate is 3.1 percent. The beta of Stock A is _____ and the beta of Stock B is _____.1.47; 1.411.25; 1.411.21; 1.761.47; 1.761.25; 1.89清除选择单项选择题

A

1.47; 1.41

B

1.25; 1.41

C

1.21; 1.76

D

1.47; 1.76

E

1.25; 1.89

登录即可查看完整答案

我们收录了全球超50000道真实原题与详细解析,现在登录,立即获得答案。

类似问题

Assume CAPM holds and that there are only two risky assets, A and B, and one risk-free asset in the market. There are 10 shares of the risky asset A, trading for $7.50. There are 20 shares of the risky asset B, trading for $6.25.  You know that the beta of the risky asset A is four times the beta of the risky asset B, that is, 𝛽 𝐴 = 4 𝛽 𝐵 What is the beta of the risky asset B? Enter your final answer as a number rounded to two decimal places. For example, enter 1.23 if your answer is 1.234, and -1.23 if your answer is -1.234.

Question at position 8 (4 marks, difficulty level: Easy) Suppose the market portfolio excess return tends to increase by 42% when the economy is strong and decline by 28% when the economy is weak. What is the beta of a type S firm whose excess return is 30% on average when the economy is strong and -19% when the economy is weak? 0.700.640.580.55

Question at position 8 (4 marks, difficulty level: Easy) Suppose the market portfolio excess return tends to increase by 42% when the economy is strong and decline by 28% when the economy is weak. What is the beta of a type S firm whose excess return is 30% on average when the economy is strong and -19% when the economy is weak? 0.580.700.550.64

See the attached spreadsheet for a table of various monthly returns Download attached spreadsheet for a table of various monthly returns over the past five years. Using this information, what is beta for Stock A?

更多留学生实用工具

加入我们，立即解锁 海量真题 与 独家解析，让复习快人一步！