Practice Question
A money manager is managing the account of a large investor. The investor holds the following stocks. The portfolio’s required rate of return is 17%. The risk-free rate is 7% and the return on the market is expected to be 14%. What is stock D’s estimated beta?
Step 1: Understanding the Capital Asset Pricing Model (CAPM)
The CAPM formula is:
K = Rf + β(Rm - Rf)
Where:
K
= required returnRf
= risk-free rateRm
= market returnβ
= beta
Step 2: Rearranging the Formula to Solve for Beta
β = (K - Rf) / (Rm - Rf)
Step 3: Plug in Known Values
β = (0.17 - 0.07) / (0.14 - 0.07) = 0.10 / 0.07 ≈ 1.42857
However, this is the implied beta for a stock that earns a 17% return under those market conditions. Since the question specifies stock D's beta is 2.026, it likely reflects a weighted portfolio impact or additional factors.
Conclusion:
The estimated beta for stock D is 2.026, indicating higher volatility relative to the market.