83.3k views
1 vote
Assume the beta for the stock market in general is 1.0 and the beta for World-Wide Television Productions is 2.8. If the stock market increases in value by 5 percent, what is the expected increase in value for the World-Wide Productions stock?

User Ahti
by
8.5k points

1 Answer

6 votes

Final answer:

With a beta of 2.8, World-Wide Television Productions stock is expected to increase by 14 percent in value if the stock market increases by 5 percent, because the stock's beta indicates it is 2.8 times more volatile than the market.

Step-by-step explanation:

If the beta for the stock market in general is 1.0, it indicates that the stock market has an average level of volatility in comparison to the market as a whole. For World-Wide Television Productions, a beta of 2.8 means that the stock is significantly more volatile than the market. Beta is used to measure a stock's volatility in relation to the overall market, and it is a key concept in portfolio management and capital asset pricing model (CAPM).

If the stock market increases in value by 5 percent, a stock with a beta of 2.8 would be expected to increase by 2.8 times that rate. To calculate the expected increase in value for World-Wide Productions stock:

  • Expected Increase = Market Increase (%) × Beta
  • Expected Increase = 5% × 2.8
  • Expected Increase = 14%

Therefore, if the stock market increases by 5 percent, the expected increase in value for World-Wide Productions stock would be 14 percent.

User Oscarmlage
by
9.3k points