8). 9).

T= 34% T= 34%
a)
compañía beta L beta A compañía beta
Franklin OIL 1.4 0.5 0.843 A 1.1
Oscar Oil 1.45 0.5 0.873 B 1.2
VMV Oil & Gas 1.3 0.45 0.844 C 1.15
Peters Oil & Gas 1.55 0.6 0.779 D 1.3
B del sector= 0.835 E 1.25
B).
Rf= 10% Rf= 9%
Rm= 16% Rm= 16%
PR= 6% PR= 7%

beta= 1.39 BL beta= 1.23

CAPM= 18.32% CAPM= 17.62%

rendimiento= 15.15%

CAPM= 14.16%
L beta A
0.25 0.902
0.3 0.935
0.2 0.987
0.5 0.783
0.25 1.025
0.926
14).
N. ACC 2000000
VAL. LIBROS 25
PRECIO 40
BETA 0.9
Rf 6%
Rm 10%
T 30%