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) An investor has the opportunity to buy one of four different stocks. Each stoc

ID: 3431068 • Letter: #

Question

) An investor has the opportunity to buy one of four different stocks. Each stock is currently selling for $50 per share, and the investor will purchase 20 shares of one of the stocks and sell them one year later. If there is a recession (state 1) the selling prices will be $40, $52, $58, and $45. If there is no recession, the selling prices will be $53, $56, $54, and $60.

Complete the payoff table and opportunity loss table below.

Payoff Table

Alternatives

State 1

State 2

Stock 1

Stock 2

Stock 3

Stock 4

Opportunity Loss Table

Alternatives

State 1

State 2

Stock 1

Stock 2

Stock 3

Stock 4

Payoff Table

Alternatives

State 1

State 2

Stock 1

Stock 2

Stock 3

Stock 4

Explanation / Answer

Payoff Table

Alternatives

State 1

State 2

Stock 1

Stock 2

Stock 3

Stock 4

Opportunity Loss Table

Alternatives

State 1

State 2

Stock 1

Stock 2

Stock 3

Stock 4

Opportunity loss for stock 4 in State 2 = 200 - 200 = 0

Payoff Table

Alternatives

State 1

State 2

Stock 1

(40-50)*20 = -200 (53-50)*20 = 60

Stock 2

(52-50)*20 = 40 (56-50)*20 = 120

Stock 3

(58-50)*20 = 160 (54-50)*20 = 80

Stock 4

(45-50)*20 = -100 (60-50)*20 = 200