Cheri Finance Assingment Help With Solution
1. Suppose E[rA] = 2%, E[rB] = 4%, σA = 10%, σB = 10%, and ρAB = +0.50 for the returns of two assets A and B.
a. Calculate the standard deviation of an equally weighted portfolio of the two stocks.
b. Given a CAPM world, how can these assets have a different expected return even though σA = σB = 10%?
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2. The correlation coefficient between stock A and the market portfolio is +0.4. The standard deviation of return of stock A is 20%. The standard deviation of the market is 10%. What is the beta of stock A?
3. Cheri’s common stock has a market value of $40 million and a book value of $30 million. The par value of Cheri’s debt is $8 million and the market value of Cheri’s debt is $10 million. The beta of Cheri’s common stock is 1.80. The T-bill rate is 1% and the expected return on the market is 6%. The corporate tax rate is 35%. What is Cheri’s required return on equity rE based on the CAPM?
4. Briefly, what is the market portfolio and why is it important in the capital asset pricing model?
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