Determinants of required rate of return, Finance Basics

Assignment Help:

Determinants of Required Rate of Return

1.Risk free rate - This is the interest rate such would exist on default free securities like Treasury bills and bonds.

Risk free rate is made up of two components like:

  1. Real rate of return -if there was no inflation, interest rate
  2. Inflation premium

Therefore risk free rate (RF) = Real rate of return + Inflation premium.

If risk premium is added to risk free rate, necessary rate of return is derived. Hence required rate of return = real rate + inflation + premium + risk premium = Risk free rate + Risk premium.

2. Inflation premium - Investors are compensated for reduction in purchasing power of money.  From point (1) the higher such the inflation premium, the higher the market interest rate.

3. Default risk premium (DRP) - This is the rate further added to risk free rate for possibility of default in such payment of loans.  Generally, it's added if two securities have equal marketability and maturity.

4. Liquidity premium - This is premium that is added to equilibrium interest rate on a security if such type of security cannot be transformed to cash on short notice and close to the original cost.

5. Maturity Risk Premium - a premium reflecting interest rate risk that is risk of capital losses that investors are exposed to due to hanging interest rate over time.


Related Discussions:- Determinants of required rate of return

Disadvantages of debt finance, Disadvantages of Debt Finance It is...

Disadvantages of Debt Finance It is a conditional finance that is it is not invested along with any approval of lender. Debt finance, whether used in excess may interr

Compute the black-scholes price of one reverse convertible , Instructions ...

Instructions 1 This case study counts as part of your group project. 2 Project Group: You must complete this assignment together with the group that you initially registered

What would be the expected return of the portfolio, A Ltd.'s share gives a ...

A Ltd.'s share gives a return of 20% and B Ltd.'s share gives 32% return. Mr. Gotha invested 25% in A Ltd.'s share and 75% of B Ltd.'s shares. What would be the expected return of

Product mix, what are the qualitative factors to be considered when decidin...

what are the qualitative factors to be considered when deciding on product mix

#title., evaluate the source of finance for a business project

evaluate the source of finance for a business project

Calculate the retrospective gross premium reserve, Question: A deferred...

Question: A deferred annuity policy is sold to a life aged 45 with the following benefits: • Basic payments start at $30,000 from age 65, increasing by $2,000 each year; •

Explain the both dividend yield and earnings yield, Explain the both Divide...

Explain the both Dividend Yield and Earnings Yield Dividend Yield: Dividend yield is the ratio of per share expected dividends, to current market price of share. Earnin

Monetary control operations, 'The most significant function of any Central ...

'The most significant function of any Central Bank is to undertake monetary control operations'.   Discuss with specific reference to the Bank of England, highlighting its current

Calculate the average daily stock cost, Question: Unsatisfactory contro...

Question: Unsatisfactory control of spare parts in a particular mechanical workshop is resulting in high carrying costs for some items and high stock-out costs for others. A st

Calculate the yield to maturity, Suppose the current yield curve is as foll...

Suppose the current yield curve is as follows: (a) Calculate the current market prices of two bonds with the following annual cash flows: Bond A: A coupon of $60 is due

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd