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Faris currently has a capital structure of 40 percent debt and 60 percent equity

ID: 2702275 • Letter: F

Question

Faris currently has a capital structure of 40 percent debt and 60 percent equity, but is considering a new product that will be size="2">

produced and marketed by a separate division. The new division will have a capital structure of 70 percent debt and 30 percentsize="2">

equity. Faris has a current beta of 1.1, but is not sure what the beta for the new division will be. AMX is a firm that produces size="2">

a product similar to the product under consideration by Faris. AMX has a beta of 1.6, a capital structure of 40 percent debt and 60 percent equity and a marginal tax rate of 40 percent. Faris' tax rate is 40 percent. What will be Faris' weighted cost of capital for this new division if the after-tax cost of debt is 7 percent, the risk-free rate is 8 percent, and the market risk premium is 5 percent?              size="2">

                                         12.15%
                                        11.41%
                                        18.15%
                                        14.27%size="2">for="multiplechoice7_0_4">name="studentnumericanswer[6].numericanswer[0].choicenumber" id="multiplechoice7_0_4" type="radio" value="4">size="2">for="multiplechoice7_0_3">name="studentnumericanswer[6].numericanswer[0].choicenumber" id="multiplechoice7_0_3" type="radio" value="3">size="2">for="multiplechoice7_0_2">name="studentnumericanswer[6].numericanswer[0].choicenumber" id="multiplechoice7_0_2" type="radio" value="2">size="2">for="multiplechoice7_0_1">name="studentnumericanswer[6].numericanswer[0].choicenumber" id="multiplechoice7_0_1" type="radio" value="1">


An investor plans to invest 55 percent of her funds in the common stock of A&M Company and 45 percent in UT Company. size="2">

The expected return on A&M is 16 percent and the expected return on UT is 12 percent. size="2">

The standard deviation of returns for A&M is 25 percent and for UT is 15 percent. size="2">

The correlation between the returns for A&M and UT is -0.8 (negative 0.8) .size="2">

Determine the standard deviation of returns for this investor's portfolio.                                                         size="2">

                                         0.86%
                                        9.28%
                                        1.39 %size="2">for="multiplechoice9_0_3">name="studentnumericanswer[8].numericanswer[0].choicenumber" id="multiplechoice9_0_3" type="radio" value="3">size="2">for="multiplechoice9_0_2">name="studentnumericanswer[8].numericanswer[0].choicenumber" id="multiplechoice9_0_2" type="radio" value="2">size="2">for="multiplechoice9_0_1">name="studentnumericanswer[8].numericanswer[0].choicenumber" id="multiplechoice9_0_1" type="radio" value="1">

                                       11.78%
size="2">

for="multiplechoice7_0_4">

Explanation / Answer

1. 12.15%



2. 9.28%