tailieunhanh - Tài chính doanh nghiệp ( Bài tập)_ Chapter 10

Tài liệu bài tập thưc hành môn Tài chính doanh nghiệp_ Chapter 10 | Chapter 10 Return and Risk The Capital Asset Pricing Model CAPM a. Expected Return .2 The expected return on Q-mart s stock is . b. Variance ct2 - 2 - 2 - 2 - 2 Standard Deviation ct 1 2 The standard deviation of Q-mart s returns is . a. Expected ReturnA 1 3 1 3 1 3 The expected return on Stock A is . Expected ReturnB 1 3 1 3 1 3 The expected return on Stock B is . b. VarianceA cta2 1 3 - 2 1 3 - 2 1 3 - 2 Standard DeviationA cta 1 2 The standard deviation of Stock A s returns is . VarianceB ctb2 1 3 - 2 1 3 - 2 1 3 - 2 Standard DeviationB ctb 1 2 The standard deviation of Stock B s returns is . c. Covariance RA RB 1 3 - - 1 3 - - 1 3 - - The covariance between the returns of Stock A and Stock B is . Correlation RA RB Covariance RA RB cta ctb The correlation between the returns on Stock A and Stock B is . a. Expected ReturnHB The expected return on Highbull s stock is . Expected ReturnSB The expected return on Slowbear s stock is . b. Variance- cthb2 - 2 - 2 - 2 Standard DeviationA cthb 1 2 The standard deviation of Highbear s stock returns is . ctsb2 - 2 - 2 - 2 Standard Deviation ctb 1 2 The standard deviation of Slowbear s stock returns is . c. Covariance RHB RSB .