Peachtree Securities Case

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Peachtree Securities Case

1. The return on a 1-year T-Bond is risk-free since it does not vary

according to the state of the economy. The T-Bond return is

independent of the state of the economy because the estimated return

is 8% at all times. The only possible factor affecting a T-Bond may be

inflation.

2. If we were only to consider the expected return,

then the S&P 500 appears to be the best investments since it has the

greatest expected return.

3. The standard deviation provides a measurement of the total risk by

examining the tightness of the probability distribution associated

with the different possible outcomes whereas the coefficient of

variation measures risk per unit. The coefficient of variation is a

better measure when investments have different expected returns and

different levels of total risk. When risk is considered, the best

alternative depends on how much risk the investor is willing to take.

The S&P 500 may be the stock with the greatest expected return

therefore is also expected to have the greatest standard deviation

while the other potential investments have lower expected return and

consequently a lower standard deviation.

4.

a) A portfolio between TECO – Gold Hill’s would yield a expected

return of 11.2%, with a standard deviation of 2.9%, and coefficient of

variation of 0.26. Compared to TECO, this portfolio yields a lower

return because Gold Hill’s expected return is low and that brings the

average between the two down. The opposite occurs to Gold Hill’s

expected return because TECO’s expected return brings the portfolio

return up

The correlation between the two investments, offers somewhat of a

reduction if risk.

b) In case the portfolio was 75% Gold Hill the...

... middle of paper ...

...explains the increment.

If investors’ risk aversion increased so that the market risk premium

rose from 7% to 8%, TECO’s required rate of return would increase

= 8% + (8%)0.6

= 8% + 4.8%

= 12.8%

If TECO’s beta rose from 0.6 to 1, TECO’s required rate of return

would increase

= 8% + (15% - 8%)1

= 8% + 7%

= 15%

10. According to the EMH stocks are always in equilibrium. Investors

can never beat the market. Additionally, according to the EMH concept,

the expected return of a stock would be the required return of such

stock. The concept does not consider plant property and equipment.

EMH does affect corporate decisions since according to this concept,

stocks are fairly valued because its price it’s a reflection of public

information. Jack Taylor may consider acquiring personnel with

knowledge on EMH because this hypothesis seems to work.

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