7/23/2019 Exam Chapter 7 Mini Case

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UNIVERSITAS PELITA HARAPAN

PROGRAM STUDI MAGISTER MANAJAMEN

Nama Kelompok : Ani Mintjeriana, Gillberth Lawalata, Hardy, Yonathan EricT!a" Kelompok : #$NAN%$AL MANAGEMENT&o"en 'en!amp : (pk) Tamiden *itor", $r, M*c, 'h&

Question 7.10

The beta coe++icient +or *tock % i" bc -). and that +or "tock & i" bd /-)01*tock &2"

beta i" ne!ati3e) indicatin that it" rate o+ retrn ri"e" whene3er retrn on mo"t "tock"

+all) there are 3ery +ew ne!ati3e/beta "tock", altho!h collection a!ency and !old

minin! "tock" are "ometime" cited a" e4ample"5

a) $+ the ri"k +ree rate i" 67 and the e4pected rate o+ retrn on a3ara!e "tock i"

897, what are the reired rate" o+ retrn on "tock % and & ;b) #or *tock %, "ppo"e the crrent price '-, i" the ne4t e4pected di3idend,

&8, i"