Calculate? Ideko's unlevered cost of capital when? Ideko's unlevered beta is 1.24?, the? risk-free rate of return is 4.78 percent and the expected market risk premium is 6.12 percent. As a? reference, the equity betas with confidence intervals along with capital structure and unlevered beta estimates for comparable firms are shown? here,

Equity Betas Confidence Intervals for Comparable Firms

                 Monthly Returns            10-Day Returns       

Firm           Beta                  95% C.I.             Beta          95% C.I.

Oakley      1.99               1.20 to 2.80          1.37            0.90 to 1.90

Luxottica    0.56               0.00 to 1.10         0.86            0.50 to 1.20

Nike            0.48             -0.10 to 1.00        0.69            0.40 to 1.00

Capital Structure Unlevered Beta Estimates for Comparable Firms

                     E                D

                     E+D           E+D     BE         BD      BU

Firm     

Oakley       1.00              0.00      1.50      0.00      1.50

Luxottica    0.83               0.17    0.75      0.00      0.62

Nike            1.05            -0.05     0.60      0.00      0.63

The estimate of? Ideko's unlevered cost of capital is ______%. (Round to two decimal places)