The WACC of CATCo Reinsurance Opportunities Fund Ltd (CAT.L) is 7.7%.
| Range | Selected | |
| Cost of equity | 9.70% - 12.90% | 11.30% |
| Tax rate | 19.00% - 19.00% | 19.00% |
| Cost of debt | 5.00% - 5.00% | 5.00% |
| WACC | 6.9% - 8.5% | 7.7% |
| Category | Low | High |
| Long-term bond rate | 4.0% | 4.5% |
| Equity market risk premium | 5.5% | 6.5% |
| Adjusted beta | 1.04 | 1.22 |
| Additional risk adjustments | 0.0% | 0.5% |
| Cost of equity | 9.70% | 12.90% |
| Tax rate | 19.00% | 19.00% |
| Debt/Equity ratio | 1 | 1 |
| Cost of debt | 5.00% | 5.00% |
| After-tax WACC | 6.9% | 8.5% |
| Selected WACC | 7.7% | |