Matlab graphical optimum point

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Mo Mo
Mo Mo 2011-11-15
I'm trying to formulate the CAPM and here is what i'm trying to work with:
Rf =.3 ;
B = .95;
Rm = .11;
Ra=Rf+(B*(Rm-Rf));
E = 1000;
D = 1000;
Rd=.02;
Tc = .26;
V=E+D;
WACC=(E/V)*Ra+((D/V)*Rd*(1-Tc));
I=500
S=Rd/I
and represent this on a graph with D/E, WACC and S as axis for a varying D/E.
and I'm trying to find the optimum pouint on the graph for E and D while keeping
S<.36
and WACC to minimum
Many many thanks in advance.

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回答（1 个）

K E
K E 2012-1-4
I believe you are varying D, E, Rd, and I (they are finite in your example), and that you seek to optimize WACC. In general if you vary 2 independent values, S and D/E, to obtain the dependent value, WACC, you can manually seek the max value by plotting
pcolor(S, D./E, WACC)
Or find the max value as follows,
max(max(WACC(S<0.36, :))) % max over both rows and columns
assuming WACC(S, D./E) is a 2D matrix and S and D./E are vectors. [CAPM = capital asset pricing model, WACC = weighted average cost of capital. New terms to me!]

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