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  • UTS

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    Divya Dwika Prameisty
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    6 views1 page

    UTS

    Uploaded by

    Divya Dwika Prameisty

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    1.

    kabc = 10% + 0,8 x (15%-10%)


    kabc = 10% + 0,04
    Kabc = 14% (undervalued)

    2. 20% = 10% + βi x (15%-10%)


    10% = βi x 5%
    βi = 2 (memiliki tingkat sensitif pada perubahan pasar)

    3. Diketahui: E(Rm) = 15%, (Rf) = 10%, β = 1.05, Ri = 12%.


    Rs = Rf + β [ E(Rm) - Rf]
    Rs = 10% + 1.05 [12% – 10%]
    RS = 10% + 1.05 [ 2%]
    RS = 10% + 0,021
    RS = 12,1% (overvalued)

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