The expected market return is 13,86% and the risk free rate 1%. What would then be the risk premium on the common stocks of a company which beta is 1,55? (in %, 2 decimal places)



Answer to a math question The expected market return is 13,86% and the risk free rate 1%. What would then be the risk premium on the common stocks of a company which beta is 1,55? (in %, 2 decimal places)

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La prime de risque peut être calculée à l'aide du modèle d'évaluation des actifs financiers (CAPM), qui stipule que le rendement attendu d'une action est égal au taux sans risque majoré d'une prime proportionnelle au bêta de l'action. La formule du CAPM est la suivante : ``` E(R) = Rfβ(Rm - Rf) ``` où: * E(R) est le rendement attendu du titre * Rf est le taux sans risque * β est le bêta du titre * Rm est le rendement attendu du marché En branchant les valeurs données, nous obtenons : ``` E(R) = 0,01 1,55(0,1386 - 0,01) = 0,1231 ``` Ainsi, la prime de risque sur les actions ordinaires d'une entreprise dont le bêta est de 1,55 est de 12,31 %.

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