17.8k views
0 votes
You are considering an investment in Justus Corporation's stock, which is expected to pay a dividend of 52.00 a share at the end of the wnar (D 72.00) and has a beta of 0.9 . The risk-free rate is 5.9%, and the market risk. premlum is 4%. Justus currently sels for $30.00 a share, and its dividend is expected to grow at some constant rate, 9. Assuming the market is in equilibium, what does the market believe will be the stock price at the end of 3 years?

1 Answer

4 votes

Final answer:

To estimate the stock price of Justus Corporation at the end of 3 years, we use the Gordon Growth Model and the CAPM to find the required rate of return. We then apply the dividend growth rate of 9% to predict the future value of the stock, resulting in a calculated price of approximately $261.44.

Step-by-step explanation:

The question pertains to estimating the future stock price of Justus Corporation using the Gordon Growth Model (a model to determine the present value of a stock based on its next period's dividends that are expected to grow at a constant rate). Given that the stock's expected dividend at the end of the year (D1) is $2.00, the constant growth rate (g) is 9%, the beta is 0.9, the risk-free rate is 5.9%, and the market risk premium is 4%, we can calculate the required rate of return using the Capital Asset Pricing Model (CAPM).

Using CAPM, the required rate of return (k) is calculated as:

k = risk-free rate + (beta * market risk premium) = 5.9% + (0.9 * 4%) = 9.5%

With the dividend growth rate and required rate of return, we can now find the expected stock price at the end of 3 years (P3) using the Gordon Growth Model formula:

P3 = D1 * (1 + g)^3 / (k - g) = $2.00 * (1 + 0.09)^3 / (0.095 - 0.09) = $261.44 approx.

User Dubeegee
by
7.9k points