[商管] 財管required rate of return計算
有請財管高手> < 我已經卡在類似題目好久了----
Q: Bruno's is an all-equity firm with 20000shares of stock outstanding.
the stock has a beta of 1.3 and a standard deviation of 8 percent.
The market risk premium is 6.5 percent and the risk-free rate of return is
2 percent. The company is considering a project which is believes has 20 percent
more systematic risk than the firm's current operations.
What should the required rate of return be for this project?
答案是 12.14 percent---
可以告訴我 20 percen more systematic risk than the firm's current operations
是什麼意思嗎??
不太懂題目意思... 謝謝了
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※ 編輯: mimitake 來自: 140.113.10.76 (03/02 21:28)
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