CFA Level 1: Margin Transaction Rate of Return

Calculating the Rate of Return on a Margin Transaction

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Question

Using the following assumptions, calculate the rate of return on a margin transaction for an investor who purchases the stock and the stock price at which the investor who shorts the stock will receive a margin call.

What of the following choices is closest to the correct answer? The margin transaction return is:

Answers

Explanations

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A. B. C. D.

D

To obtain the result:

Part 1: Calculate Margin Return:

Margin Return % = [((Ending Value - Loan Payoff) / Beginning Equity Position) "" 1] * 100

= [(([$22 * 1,000] "" [$25 * 1,000 * 0.50]) / ($25 * 0.50 * 1,000)) "" 1] * 100

=-24.00%.

Alternative (Check):Calculate the all cash return and multiply by the margin leverage factor.

= [(22,000 "" 25,000)/22,000] * [1 / 0.50] = -12.00% * 2.0 = -24.00%

Part 2:Calculate Margin Call Price:

Since the investor isshort(sold the stock), the formula for the margin call price is:

Margin Call = (original price) * (1 + initial margin) / (1 + maintenance margin)

= $25 * (1 + 0.50) / (1 + 0.25) =$30.00