Question #75
Reading: Reading 20 Discounted Dividend Valuation
PDF File: Reading 20 Discounted Dividend Valuation.pdf
Page: 29
Status: Unattempted
Part of Context Group: Q75-80
First in Group
Shared Context
Question
What is the beta implied by a market price of $40.38?
Answer Choices:
A. 1.02
B. 1.20
C. 1.16
Explanation
40.38 = 2.10 / (r − 0.05)
r = 2.10 / 40.38 + 0.05 = 0.1020
From CAPM:
r = 0.03 + b(0.09 − 0.03)
0.1020 = 0.03 + 0.06b
b = 1.20