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The risk free rate is 2.0% per year. The beta of a firm is 1.21

and the market risk premium is 7% per year. What is the required
return, rS, for this stock?

User GaloisGirl
by
8.6k points

1 Answer

1 vote

Final answer:

The required return, rS, for the stock is 10.47% per year.

Step-by-step explanation:

The required return, rS, for the stock can be calculated using the formula:

rS = risk free rate + beta × market risk premium

Substituting the given values:

rS = 2.0% + 1.21 × 7%

rS = 2.0% + 8.47% = 10.47%

Therefore, the required return for this stock is 10.47% per year. The required return, rS, for a stock can be calculated using the Capital Asset Pricing Model (CAPM), which is a model that describes the relationship between systematic risk and expected return for assets, particularly stocks. CAPM states that the expected return on a security is equal to the risk-free rate plus the product of the asset's beta and the market risk premium.

The formula for CAPM is given by:

Expected Return (rS) = Risk-Free Rate + (Beta * Market Risk Premium)

Given that the risk-free rate is 2.0% per year, the beta of the firm is 1.21, and the market risk premium is 7% per year, the calculation for the required return is:

rS = 2.0% + (1.21 * 7%)

rS = 2.0% + 8.47%

rS = 10.47%

Therefore, the required return, rS, for this stock is 10.47% per year.

User Hammerhead
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