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considerr the following information on Stocks I and II: Rate of Return If State

ID: 2727524 • Letter: C

Question

considerr the following information on Stocks I and II: Rate of Return If State Occurs Probability of State of Economy State of Economy Stock I Stock II Recession .40 .03 -.18 Normal .25 .34 .14 Irrational exuberance .35 .28 .44 The market risk premium is 11 percent, and the risk-free rate is 6 percent. 1-a. What is the beta of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Beta Stock I Stock II 1-b. Which stock has the most systematic risk? Stock I Stock II 2-a. What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Standard Deviation Stock I % Stock II %

Explanation / Answer

1a.

Calculation of beta of each stock:

Stock I

State of Economy

Probability

Rate of Return

A

B

A*B

Recession

                     0.40

0.03

     0.0120

Normal

                     0.25

0.34

     0.0850

Irrational exuberance

                     0.35

0.28

     0.0980

Average Rate of return

     0.1950

Beta = (Average rate of return - Risk Free Rate) / Market risk Premium

= (0.195 - 0.06) / 0.11 =

                     1.23

Stock II

State of Economy

Probability

Rate of Return

A

B

A*B

Recession

                     0.40

-0.18

   (0.0720)

Normal

                     0.25

0.14

     0.0350

Irrational exuberance

                     0.35

0.44

     0.1540

Average Rate of return

     0.1170

Beta = (Average rate of return - Risk Free Rate) / Market risk Premium

= (0.117 - 0.06) / 0.11 =

                     0.52

1-b.

Beta of Stock Stock I has most systematic risk as it is closer to 1.

1a.

Calculation of beta of each stock:

Stock I

State of Economy

Probability

Rate of Return

A

B

A*B

Recession

                     0.40

0.03

     0.0120

Normal

                     0.25

0.34

     0.0850

Irrational exuberance

                     0.35

0.28

     0.0980

Average Rate of return

     0.1950

Beta = (Average rate of return - Risk Free Rate) / Market risk Premium

= (0.195 - 0.06) / 0.11 =

                     1.23

Stock II

State of Economy

Probability

Rate of Return

A

B

A*B

Recession

                     0.40

-0.18

   (0.0720)

Normal

                     0.25

0.14

     0.0350

Irrational exuberance

                     0.35

0.44

     0.1540

Average Rate of return

     0.1170

Beta = (Average rate of return - Risk Free Rate) / Market risk Premium

= (0.117 - 0.06) / 0.11 =

                     0.52

1-b.

Beta of Stock Stock I has most systematic risk as it is closer to 1.