MK Ltd is comprised of 4 major projects, details of which as follows: The risk free rate is 5% and the market return is 14% p.a....

      

MK Ltd is comprised of 4 major projects, details of which as follows:
fig112041251.png
The risk free rate is 5% and the market return is 14% p.a. The standard deviation or the market return is 13%.
Required:
a) Evaluate whether or not the share price of MK Ltd is overvalued or undervalued.
b) Discuss why your results in (a) above might not correctly identify whether or not the share price of MK Ltd is undervalued or overvalued.

  

Answers


Kavungya
fig122041252.png
Erp = 13.63% Undervalued shares

b) Reasons why the results may not correctly identify whether the share price is over or undervalued.
Use of historical data on returns, risk and correlation
The market is not fully efficient as assumed by CAPM
Market risk premium (Rm-Rf) is not constant since Rm & Rf will vary overtime
Restrictive assumptions of CAPM
CAPM is a single factor model
CAPM i s a single period model.
Kavungya answered the question on April 20, 2021 at 09:52


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