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Consider the following information on Stocks I and II: State of Economy Probabil

ID: 2720042 • Letter: C

Question

Consider the following information on Stocks I and II: State of Economy Probability of State of Economy Rate of Return if State Occurs Stock I Stock II Recession .21 .050 .26 Normal .66 .350 .18 Irrational exuberance .13 .210 .46 The market risk premium is 11.6 percent, and the risk-free rate is 4.6 percent.

Requirement 1: (a) Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Stock I Beta Standard deviation % (b) Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Stock II Beta Standard deviation %

Requirement 2: (a) Which stock has the most systematic risk? (b) Which one has the most unsystematic risk? (c) Which stock is “riskier”?

Explanation / Answer

We first need to compute expected return:

ER= sum of Px R

Stock A

State

P

R   Stock I

P x R

Recession

0.21

0.05

0.0105

Normal

0.66

0.35

0.231

Irrational ex

0.13

0.21

0.0273

0.2688

ER = 26.88%

State

P

R   Stock I

P x R

R-ER

Px (R-ER)^2

Recession

0.21

0.05

0.0105

-0.2188

0.010053422

Normal

0.66

0.35

0.231

0.0812

0.00435167

Irrational ex

0.13

0.21

0.0273

-0.0588

0.000449467

0.2688

0.01485456

Variance = 0.01485456

Standard deviation = (0.01485456)^0.50

                                      = 12.19%

Beta = (ER- Rf)/MRP

                = (26.88%-4.60%)/11.6%

                =1.92

Stock II

State

P

R   Stock II

P x R

R-ER

Px (R-ER)^2

Recession

0.21

-0.26

-0.0546

-0.384

0.03096576

Normal

0.66

0.18

0.1188

0.056

0.00206976

Irrational ex

0.13

0.46

0.0598

0.336

0.01467648

0.124

0.047712

ER= 0.124

Variance = 0.047712

SD = (0.047712^0.50

                =21.84%

Beta = (ER- Rf)/MRP

                = (12.4%-4.60%)/11.6%

                =0.67

Since Stock A has higher Beta, it has higher systematic risk.

Stock B has higher unsystematic risk. Stock B has higher total risk,

State

P

R   Stock I

P x R

Recession

0.21

0.05

0.0105

Normal

0.66

0.35

0.231

Irrational ex

0.13

0.21

0.0273

0.2688

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