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GTB, Inc., has a 20 percent tax rate and has $85,416,000 in assets, currently fi

ID: 2753716 • Letter: G

Question

GTB, Inc., has a 20 percent tax rate and has $85,416,000 in assets, currently financed entirely with equity. Equity is worth $6 per share, and book value of equity is equal to market value of equity. Also, let’s assume that the firm’s expected values for EBIT depend upon which state of the economy occurs this year, with the possible values of EBIT and their associated probabilities as shown below:

     

  

The firm is considering switching to a 25-percent-debt capital structure, and has determined that it would have to pay a 12 percent yield on perpetual debt in either event.

    What will be the break-even level of EBIT?

  State Pessimistic Optimistic   Probability of state 0.40 0.60   Expected EBIT in state $ 4.50 million $ 18.50 million

Explanation / Answer

Expected EBIT = 0.40 * 4.50 + 0.60 * 18.50 = 12.90

Number of shares = 85416000/6 = 14236000

EPS = 12.90 million / 14.236 million = 0.90615

When financed with 25% debt, Debt value = 25% of 85416000 = 21354000

Interest @ 12% = 2154000 * 0.12 = 2562480

New Investment of equity = 85416000 - 21354000 = 64062000

Number of shares to be issued = 64062000 / 6 = 10677000

Break Even EBIT = EPS required * New Shares + Debt Interest = 0.90615 * 10677000 + 2562480 = 12237444