A Company Data Claythorne International Rogers and Rogers Capital Wargrave Limited Seton, Lombard, and Marston Incorporated Market Data The Market Risk-Free Rate B Alpha 0.91% 0.85% 1.65% -0.10% Expected Return 10.35% 2.50% Beta 1.1000 1.5500 1.8500 -0.5473 Risk 23.31% 0.00%

Accounting
27th Edition
ISBN:9781337272094
Author:WARREN, Carl S., Reeve, James M., Duchac, Jonathan E.
Publisher:WARREN, Carl S., Reeve, James M., Duchac, Jonathan E.
Chapter15: Investments And Fair Value Accounting
Section: Chapter Questions
Problem 15.2CP
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Solve with excel formulas, please!

5
6
A
Company Data
Claythorne International
Rogers and Rogers Capital
Wargrave Limited
Seton, Lombard, and Marston Incorporated
Market Data
The Market
B
Alpha
27
18 Claythorne International
19 Rogers and Rogers Capital
0.91%
0.85%
1.65%
-0.10%
O Risk-Free Rate
1
2 Required:
3
Note: Use cells A2 to C10 from the given information to complete this question.
4
20 Wargrave Limited
21 Seton, Lombard, and Marston Incorporated
Expected Return
10.35%
2.50%
C
Beta
Risk
Expected Return
1.1000
1.5500
1.8500
-0.5473
Using the information in the tables above, please calculate the expected excess return for this security using a
single-factor model.
23.31%
0.00%
D
Transcribed Image Text:5 6 A Company Data Claythorne International Rogers and Rogers Capital Wargrave Limited Seton, Lombard, and Marston Incorporated Market Data The Market B Alpha 27 18 Claythorne International 19 Rogers and Rogers Capital 0.91% 0.85% 1.65% -0.10% O Risk-Free Rate 1 2 Required: 3 Note: Use cells A2 to C10 from the given information to complete this question. 4 20 Wargrave Limited 21 Seton, Lombard, and Marston Incorporated Expected Return 10.35% 2.50% C Beta Risk Expected Return 1.1000 1.5500 1.8500 -0.5473 Using the information in the tables above, please calculate the expected excess return for this security using a single-factor model. 23.31% 0.00% D
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