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Use the Questions below to refer to the following data - The expected return on

ID: 2752500 • Letter: U

Question

Use the Questions below to refer to the following data

- The expected return on the market is 12%

- The risk-free rate is 3.5%

- the corporation has a current stock price of $65. There are 15 million shares outstanding. The beta for the stock is 1.6

- The corporation has a plowback ratio of 40%

- The corporation has three difference bond issues as follows:

-->8% coupon bonds with face value of $1000 that mature in 10 years. These bonds have a yield to maturity of 6%. There are 250,000 of these bonds

--> zero-coupon bonds with face value of $1000 that mature in 3 years. These bonds have a yield to maturity of 3%. There are 300,000 of these bonds

--> 10% coupon bonds with face value of $1000 that mature in 15 years and are currently trading at face value. There are 500,000 of these bonds.

- The corporation has an average tax rate of 30%

- The corporation has no preferred stock.

1. What is the cost of equity for the corporation?

2. What is the bond value for the 8% coupon bonds outstanding? What are current yield and capital gains yield?

3. What is bond value for the zero-coupon bonds? What are current yield and capital gains yield?

4. What is the cost of debt for the corporation?

5. Caluclate WACC using market values to obtain weights.

Explanation / Answer

Solution:

1,

Cost of Equity

Cost of Equity , ke = Risk free return + Beta * ( Market risk - Risk free return )

Risk free return = 3.5 %

Beta = 1.60

Market risk = 12 %

Cost of Equity , ke = 3 % + 1.60 * ( 12 % - 5 % )

Cost of Equity , ke = 14.7%

2.

a.

b.

c.

Value of Bond = Present value of Interest + Present Value of Redeemable value Par value 1000 Coupon payment - 8 % 80 Yield to maturity 6% Years left to maturity 10 Present value of Interest Coupon payment - 8 % 80 PVAF @ 6 % for 10 years 7.36 Present value of Interest 588.8 Present value of Redeemable value Par value 1000 PVIF @ 6 % for 10 years 0.5584 Present value of Redeemable value 558.4 Value of Bond 1147.2