Question

(capital Asset Pricing Model) interior Manufacturing, Inc. esta considerando varias inversiones. El nivel de riesgo "risk rate" en los Bonos del Tesoro es actualmente de 6.75 porciento y el rendimiento esperado "expected return" para el mercado es de 12% ¿Cual deberá ser la tasa de rendimiento requerida "required rates of return" para cada inversión (usando CAPM)?

Stock      |    Beta
------------------------‐--
A             |   1.50
B             |   0.90
C             |    0.70
D             |    1.15

a. Require Rate of Return:
    Stock A = 15.84%
    Stock B = 13.49%
    Stock C = 9.45%
    Stock D =13.80%

b.Require Rate of Return:
    Stock A = 13.12%
    Stock B = 10.50%
    Stock C = 11.25%
    Stock D = 12.80%

c.Require Rate of Return:
    Stock A = 14.63%
    Stock B = 11.48%
    Stock C = 10.43%
    Stock D = 12.79%

d.Require Rate of Return:
    Stock A = 1.84%
    Stock B = 33.29%
    Stock C = 44.45%
    Stock D = 53.90%

Answer 1

The question is posted in spanish. I have used converter to understand in english

La pregunta está publicada en español. He usado el convertidor para entender en inglés

Formula for CAPM = risk free rate + beta ( return from market - risk free rate )

Fórmula para CAPM = tasa libre de riesgo + beta (retorno del mercado - tasa libre de riesgo) 

Risk free rate = 0.0675 ; Return from market = 0.12

Tasa libre de riesgo = 0.0675; Retiro del mercado = 0.12

Stock      |    Beta
------------------------‐--
A             |   1.50
B             |   0.90
C             |    0.70
D             |    1.15

CAPM return

A = 0.0675 + 1.5 (0.12 - 0.0675) = 0.14625 = 14.63%

B =  0.0675 + 0.9 (0.12 - 0.0675) = 0.11475 = 11.48%

C = 0.0675 + 0.7 (0.12 - 0.0675) = 0.10425 = 10.43%

D = 0.0675 + 1.15 (0.12 - 0.0675) = 0.127875 = 12.79%

Option C is the answer

La opción C es la respuesta.