BD_DC12 - Chapter 12 The Capital Asset Pricing Model...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Chapter 12 The Capital Asset Pricing Model Solutions to Chapter 12 Data Case Numerical solutions to this case are available in Excel spreadsheet form, available on the Instructor’s Resource Center: http://www.aw-bc.com, with the files for the Solutions Manual, and on the Instructor’s Resource Disk. The spreadsheet solution contains three worksheets. The Prices worksheet contains the prices of the 12 stocks, the S&P 500, and the quotes for the Eurodollar rates. The Returns worksheet shows the returns computed from the prices and quotes. The Solutions worksheet contains the solutions to the case. Questions 2 through 5 require the data downloads and manipulation to determine the returns computed on the Returns worksheet. 6. Betas for each of the stock are as follows: Stock AAPL ADM BA C CAT DE Beta 1.5052327 0.887392 1.120696 1.301942 1.400508 0.992507 Stock HSY MOT PG SIRI WMT YHOO Beta 0.12406 1.165026 0.158502 4.930181 0.044793 2.503753 7. The 1-month Eurodollar rate was 5.30% at the time of these solutions, but can be changed on the spreadsheet to The 1-month Eurodollar rate was 5....
View Full Document

This note was uploaded on 12/28/2009 for the course FEWEB CORPFIN taught by Professor Dorsman during the Spring '09 term at Vrije Universiteit Amsterdam.

Page1 / 2

BD_DC12 - Chapter 12 The Capital Asset Pricing Model...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online