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E.7.79% 14A pre\" l-with 2S%saandard deviataongametanodaretum of 19%last year-T-

ID: 2804259 • Letter: E

Question

E.7.79% 14A pre" l-with 2S%saandard deviataongametanodaretum of 19%last year-T-bills were peymg 43% This port otso had a Sharpe rato, of A 0.22 B 0.60 0.42 D. 0.25 0.75 IS. Each of two stocks, A and B, is expected to pay a dividend of $7 in the wpcoming year growth rate ofdividends is 6% for both stocks. You ropire a return of 10% on stock A mdafetarn of 12% on stock B. Using the constant-growth DDM, de intrinsic value of stock A- A. will be higher than the intrinsic value of stock B B. will be the same as the intrinsic value of stock B C. will be less than the intrinsic value of stock B D. The answer cannot be detemined from de information gi ven 16. A preferred share of Coquihalla Corporation will pay a dividend of S8 in the upcoming year and every year thereafter, that is, dividends are not expectedto grow. You require a return of 7% on this stock. Using the constant-growth DDM to calculate the intrinsic value, a preferred share of Coquihalla Corporation is worth A. S13,50 B. $45.50 C $9 D. $114.29 17. Todd Mountain Development Corporation is expected to pay a dividend of $3 in the upcoming year Dividends are expected to grow at the rate of 12% during year 2, 20% during year 3 and 6% constant per year thereafter. The risk-free rate of return is 5%, and the expected return on the market portfolio is 17%, The stock ofTodd Mountain Development Corporation has a beta of .75. The intrinsic value ofthe stock is B. 37.65 C 35.50 D. 50 18. You are trying to determine the appropriate price to pay for a share of common stock purchase this stock, you plan to hold it for I year. At the end of the year you expect to r dividend of S5.50 and to sell the stock for S154·The appropriate rate of return for this 16 percent. What should be the current price of this stock a. $137.50 b. $150.22 c. S162.18

Explanation / Answer

14-

sharp ratio

(return-risk free rate)/standard deviation

(15-4.5)/25

0.42

answer is c

15-

stock A intrinsic value

(expected dividend)/(required return-growth rate)

7/(10%-6%)

175

intrinsic value

(175+7)/1.1

165.4545

stock b intrinsic value

(expected dividend)/(required return-growth rate)

7/(12%-6%)

116.6667

intrinsic value

(116.666+7)/1.1

112.4236

Answer is A= a intrinsic value would be higher than the intrinsic value of b

16-

value of preferred stock

preferred dividend/rate

8/7%

114.2857

answer is D

17-

required rate of return

risk free rate+(market return-risk free rate)*beta

5+(17-5)*.75

14

year

formula = previous year dividend*(1+r)

expected dividend

1

3

3

2

3*1.12

3.36

3

3.36*1.2

4.032

4

4.032*1.06

4.27392

value of share

(expected dividend)/(required return-growth rate)

4.2739/(14%-6%)

53.42375

year

1

3

2.631579

2

3.36

2.585411

3

4.032

2.721485

3

53.42375

36.05951

4

intrinsic value of stock

44.00

137.5

18

current price of stock

(dividend+stock sale price)/1+R

(5.5+154)/(1.16)

current price of stock

137.5

ANSWER IS A

14-

sharp ratio

(return-risk free rate)/standard deviation

(15-4.5)/25

0.42

answer is c

15-

stock A intrinsic value

(expected dividend)/(required return-growth rate)

7/(10%-6%)

175

intrinsic value

(175+7)/1.1

165.4545

stock b intrinsic value

(expected dividend)/(required return-growth rate)

7/(12%-6%)

116.6667

intrinsic value

(116.666+7)/1.1

112.4236

Answer is A= a intrinsic value would be higher than the intrinsic value of b

16-

value of preferred stock

preferred dividend/rate

8/7%

114.2857

answer is D

17-

required rate of return

risk free rate+(market return-risk free rate)*beta

5+(17-5)*.75

14

year

formula = previous year dividend*(1+r)

expected dividend

1

3

3

2

3*1.12

3.36

3

3.36*1.2

4.032

4

4.032*1.06

4.27392

value of share

(expected dividend)/(required return-growth rate)

4.2739/(14%-6%)

53.42375

year

1

3

2.631579

2

3.36

2.585411

3

4.032

2.721485

3

53.42375

36.05951

4

intrinsic value of stock

44.00

137.5

18

current price of stock

(dividend+stock sale price)/1+R

(5.5+154)/(1.16)

current price of stock

137.5

ANSWER IS A