The risk-free rate is 4%. The expected market rate of return is 11%. If you expect CAT with a beta of 1.0 to offer a rate of return of 11%, you should

A. buy CAT because it is overpriced.
B. sell short CAT because it is overpriced.
C. sell short CAT because it is underpriced.
D. buy CAT because it is underpriced.
E. None of the options, as CAT is fairly priced.


E. None of the options, as CAT is fairly priced.

11% = 4% + 1.0(11% – 4%) = 11.0%; therefore, CAT is fairly priced.

Business

You might also like to view...

The business marketer normally deals with far fewer, much larger buyers than the consumer marketer does

Indicate whether the statement is true or false

Business

Describe the three types of symptoms of negative stress and provide examples of each.

What will be an ideal response?

Business

Which of the following situational leadership theories works to match the employees’ maturity level in a given situation?

a. situational leadership model b. normative leadership model c. path-goal model d. leadership continuum model

Business

Of the five forms of power, has the strongest relationship with performance and satisfaction.

a. reward power b. legitimate power c. referent power d. expert power

Business