Question: pls help me BPI is exposed to the ff. risks Foreign exchange rate - Debtors' ability to pay Interest rate movement - Household consumption level

pls help me

BPI is exposed to the ff. risks Foreign exchange rate - Debtors' ability to pay Interest rate movement - Household consumption level - High ratio of older personnel or management during COVID Number of labor force who were layoff during the period With the listed risks identify the systematic risks from unsystematic risks The level of exposure of this bank to 3 systematic factors are 0.50, 0.65, and 0.70. This is a blue~chip company which is included in the PSEi and a reasonable assessment of its sensitivity is to use the 1013172019 - 1073172020 data. The government on-the-run bond has interest earnings of 3.5% Historical Data PSEi index: Price currency in Php {Frequency monthly) Date 2019-1 190 1 2019-12-0 1 2020-01-0 1 2020-02-0 1 2020-03-0 1 2020-04-0 1 2020-05-0 1 2020060 1 2020-07-0 1 2020-03-0 1 2020-09-0 1 2020-10-0 1 2020-1 1-0 1 202011-27 Open 8002.470215 7769259766 7721.259766 7206220215 67593701 17 5321.790039 5601.390137 5791.3 19824 6223540039 5316229930 5922.060059 5881399902 6232.39013? 6335.069824 High 9215919922 7992290035 7990.939941 7519.939944 5941.200195 5945.049995 5939.939944 5591939944 5395.790939 5157.129993 5034029795 5517.259755 7251709951 6909.029735 Low 77072799305 7469.410156 7200390039 67691970215 4623.419922 5247569824 5396.129333 5750.000000 5799.109863 5691.740234 5691779785 5825.479930 6250.370117 6791.459961 CIDSE 7733.959915]; 7315.259766 7200790039 6737910156 532 1.229930 5700.709961 5333.339344 620?.720215 5923.450195 5334130176 5364129930 6324.000000 6791.459961 679 1.45996}. Adj Close 7735.979703 7913250499 7199.939955 5795155939 5319951915 5599244529 5937339957 5295124512 5925925270 5992557490 5952722555 5322374023 5799.713957 679 1.459961 1. With the listed risks, identify the systematic risks from unsystematic risks. 2. Using the identied systematic risks calculate the expected return of BPI stock using Arbitrage Pricing Model. 3. Extract the needed data and calculate beta. 4. Calculate 019 CAPM rate of return of 1119 0?! stock. If 1013112019 price is P9100 and the 1013172020 price is P3900. Is it undervalued, overvalued or fairly valued? Voiu I'T'IE 2765400 2969700 2052900 2230600 3402300 3114100 2595700 4654200 2569400 2631400 2327300 3595900 3541900 0

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

BPI is exposed to the ff. risks Foreign exchange rate Debtors' ability to pay Interest rate movement Household consumption level High ratio of older personnel or management during COVID Number of...

Link for historical Data: https://finance.yahoo.com/quote/PSEI.PS/history?period1=1569888000&period2=1604102400&interval=1d&filter=history&frequency=1d&includeAdjustedClose=true BPI is exposed to the...

BPI is exposed to the ff. risks Foreign exchange rate Debtors' ability to pay Interest rate movement Household consumption level High ratio of older personnel or management during COVID Number of...

FOR HISTORICAL DATA: https://finance.yahoo.com/quote/PSEI.PS/history?period1=1569888000&period2=1604102400&interval=1d&filter=history&frequency=1d&includeAdjustedClose=true BPI is exposed be the ff....

BDO is exposed to the ff. risks - Foreign exchange rate- Debtors' ability to pay- Interest rate movement- Household consumption level- High ratio of older personnel or management during COVID- Number...

BBC is exposed to the ff. risks - Foreign exchange rate Debtors' ability to pay - Interest rate movement - Household consumption level - High ratio of older personnel or management during COVID...

BDO is exposed to the ff. risks - Foreign exchange rate - Debtors' ability to pay - Interest rate movement - Household consumption level - High ratio of older personnel or management during COVID -...

BDO is exposed to the ff. risks Foreign exchange rate - Debtors' ability to pay - Interest rate movement - Household consumption level - High ratio of older personnel or management during COVID -...

GOOD DAY MY BEST WRITER ATTACHED HERE IS MY INT 620 FINAL PROJECT ,I AM ALSO ATTACHING WHAT I HAVE WRITTEN ON HISTORIC BACKGROUND, MILESTONE ONE ,AND MILESTONE TWO FOR YOU TO COMBINED UPGRADE AND DO...

1. When it comes to financial matters, the views of Aristotle can be stated as: a. usury is nature's way of helping each other. b. the fact that money is barren makes it the ideal medium of exchange....

Problem 1.1. Solve the following PDE Jux = kuxx where a R and ult=0 = 1 [a,x) (2) 1(a,0)(x) = Write your answer in terms of the error function erf(x) TER, t > 0. TER, [1 rza 0 x

Which types of business transactions would result in cash from operating activities? Give three examples of transactions that would be classified as cash flows from operating activities.

Creating projected ( pro forma ) financial statements would allow a business owner to answer which of the following questions? A . What fixed and variable expenses can my business expect to incur at...

Assigning students to public schools Rockville Public School system operates there hish schools(H1,H2 and H3)to serve four school districts (D1,D2,D3 and D4). Table 9.9 gives the capacity of each...

10. First test yourself and then let another member of the group test you in relation to the following questions. If deviations occur, discuss why this might be. What can the results of this test be...

5. Based on your desired future, answer the following questions: (a) What do you want, i.e. what goals have you set yourself? Set up three goals in order of priority. (b) Why do you want this? (c)...

1. Discuss the following statements: (a) Its what you are best at that will be your downfall. (b) How can we learn but not learn? (c) Learning to see is different from seeing. (d) Creativity is...