Beta is a measure of a stock's volatility in relation to the overall market. By definition, the market, such as the S&P 500 Index, has a beta of 1.0, and individual stocks are ranked according to Stock J has a beta of 1.06 and an expected return of 12.3 percent, while Stock K has a beta of .74 and an expected return of 6.7 percent. If you create portfolio with the same risk as the market, what rate of return should you expect to earn? A stock has a beta of 1.15 and an expected return of 19 percent. A risk-free asset currently earns 6.65 percen? Required: (a) The expected return on a portfolio that is equally invested in the two assets is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16)) Answer to: A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. a) What is the expected If a stock has a beta of 1, it will move in the same direction as the index, by about the same amount. An index fund that mirrors the S&P 500 will have a beta close to 1. Beta greater than 1. The risk-free rate is 5% Asset A has an expected return of 14.5% and a beta of 1.15. The risk-free rate is 5%.
So say your fund gets a beta of 1.15 -- it has a history of fluctuating 15% more than the S&P. If the market is up, the fund should outperform by 15%. If the market
A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free asset currently earns 3.8 percent. Solving for the beta of Stock X, we get: βX = 1.58 A stock has a beta of 1.15, the expected return on the market is 10.9 percent, and the risk-free rate is 3.8 percent. Find an answer to your question A stock has a beta of 1.15, the expected return on the market is 10.3 percent, and the risk-free rate is 3.1 percent. What must … Question: A Stock Has A Beta Of 1.15, The Expected Return On The Market Is 10.3 Percent, And The Risk-free Rate Is 3.1 Percent. What Must The Expected Return On This Stock Be? (Do Not Round Intermediate Calculations And Enter Your Answer As A Percent Rounded To 2 Decimal Places, E.g., 32.16) Expected Return Answer to: A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. a) What is the expected A stock has a beta of 1.15 and an expected return of 19 percent. A risk-free asset currently earns 6.65 percen? Required: (a) The expected return on a portfolio that is equally invested in the two assets is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16)) As the beta of the risk free asset is zero wheras the beta of the other being 1.15, the portfolio weights of the other asset can be determined as 2.3 divided by 1.15 which is 200%. Hence the weights are Risk Free Asset = 200% & Other Asset = -100%.
A fund with a beta greater than 1 is considered more volatile than the market; less than 1 means less volatile. So say your fund gets a beta of 1.15 -- it has a history of fluctuating 15% more than the S&P. If the market is up, the fund should outperform by 15%.
Answer to Using CAPM [LO4] A stock has a beta of 1.15, the expected return on the market is 10.3 percent, and the risk-free rate.
17 Feb 2020 A stock has a beta of 1.15, the expected return on the market (rm) is 10.3 percent, and the risk-free rate is … Get the answers you need, now!
Question: A Stock Has A Beta Of 1.15, The Expected Return On The Market Is 10.3 Percent, And The Risk-free Rate Is 3.1 Percent. What Must The Expected Return On This Stock Be? (Do Not Round Intermediate Calculations And Enter Your Answer As A Percent Rounded To 2 Decimal Places, E.g., 32.16) Expected Return Answer to: A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. a) What is the expected
Answer to: A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. a) What is the expected
A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free asset currently earns 3.8 percent. Solving for the beta of Stock X, we get: βX = 1.58 A stock has a beta of 1.15, the expected return on the market is 10.9 percent, and the risk-free rate is 3.8 percent. Find an answer to your question A stock has a beta of 1.15, the expected return on the market is 10.3 percent, and the risk-free rate is 3.1 percent. What must … Question: A Stock Has A Beta Of 1.15, The Expected Return On The Market Is 10.3 Percent, And The Risk-free Rate Is 3.1 Percent. What Must The Expected Return On This Stock Be? (Do Not Round Intermediate Calculations And Enter Your Answer As A Percent Rounded To 2 Decimal Places, E.g., 32.16) Expected Return Answer to: A stock has a beta of 1.1 and an expected return of 15 percent. A risk-free asset currently earns 5 percent. a) What is the expected A stock has a beta of 1.15 and an expected return of 19 percent. A risk-free asset currently earns 6.65 percen? Required: (a) The expected return on a portfolio that is equally invested in the two assets is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))