1.   [20]

Here are returns:

                             Stock-A               Market

Yr-1                      14%                     12%

Yr-2                      19                        10

Yr-3                      -16                       -12

Yr-4                      3                            1

Yr-5                      20                        15

a.   Compute the beta for A.

b.   Compute the required rate of return for A.

 c.   Suppose stock A”s return is 23%, is the stock fairly valued?

2.   [14]

Six-Sixty-One Inc. has an optimal capital structure as follows:

 

                   Debt                              $ 45 million

                   Common Equity           $ 100 million

 

You can sell 30 year, $ 1000 face value,  6% coupon bonds at 90% of par value.

The next dividend will be $ 1.50; and shares trade at $ 50. The firm’s growth rate is 10%.  The tax rate is 30%.

 

a.   Compute the WACC.

 b.   Compute the WACC if you think a capital structure of 40% debt and the rest equity is more optimal.

 c.   In 140 characters or less [TYPED]: why do you compute the cost of capital?

 3.   [18]

Firms A {unlevered} & B sell Hot Dogs made from rattlesnake.  Firm B’s capital structure is different – it has $ 10 million; 5% coupon bonds.

EBIT for the firms is $ 2 million.  Cost of equity for A is 10%.

 

a.   In a M&M world – estimate the value for A & B.

 

 b.   Compute what the shareholders require as a return for A & B.

 

4.   [8]

Use numbers and show me how a stock split affects the balance sheet of a firm.

 5.   [10]

Your firm has 25 million shares outstanding and they trade at $ 30.  Net Income this year will be $ 3 million.  You have $ 15 million to use and you plan to buy-back shares.

 

a.   What is the EPS before and after the repurchase?

 b.   How many shares trade in the market after the buy back?

 6.   [18]

MBA Inc.

Market Value of Assets                                     $ 10 million

Face value of pure discount bond                   $  4 million

Debt Maturity                                            3 years

Asset return  σ                                          60%

Rf                                                                5%

 

Compute market value of debt and equity.  Use Table 17.3. DO NOT INTERPOLATE!!!

Show ALL work.

7.   [10]

DRAW a payoff diagram:  You are an executive and the Board allots you an option to buy 1000 shares at $ 15.  Shares trade at $ 10 now.

 

8.   [8]

How does a Dutch auction work?  Not more than 4 short sentences.

Why does Underpricing exist?

 

****1.   [20]

Here are returns:

                             Stock-A               Market

Yr-1                      14%                     12%

Yr-2                      19                        10

Yr-3                      -16                       -12

Yr-4                      3                            1

Yr-5                      20                        15

 

a.   Compute the beta for A.

 

b.   Compute the required rate of return for A.

 

c.   Suppose stock A”s return is 23%, is the stock fairly valued?

 

2.   [14]

Six-Sixty-One Inc. has an optimal capital structure as follows:

 

                   Debt                              $ 45 million

                   Common Equity           $ 100 million

 

You can sell 30 year, $ 1000 face value,  6% coupon bonds at 90% of par value.

The next dividend will be $ 1.50; and shares trade at $ 50. The firm’s growth rate is 10%.  The tax rate is 30%.

 

a.   Compute the WACC.

 

b.   Compute the WACC if you think a capital structure of 40% debt and the rest equity is more optimal.

c.   In 140 characters or less [TYPED]: why do you compute the cost of capital?

3.   [18]

Firms A {unlevered} & B sell Hot Dogs made from rattlesnake.  Firm B’s capital structure is different – it has $ 10 million; 5% coupon bonds.

EBIT for the firms is $ 2 million.  Cost of equity for A is 10%.

 

a.   In a M&M world – estimate the value for A & B.

b.   Compute what the shareholders require as a return for A & B.

 

 4.   [8]

Use numbers and show me how a stock split affects the balance sheet of a firm.

 5.   [10]

Your firm has 25 million shares outstanding and they trade at $ 30.  Net Income this year will be $ 3 million.  You have $ 15 million to use and you plan to buy-back shares.

 

a.   What is the EPS before and after the repurchase?

 b.   How many shares trade in the market after the buy back?

 6.   [18]

MBA Inc.

Market Value of Assets                                     $ 10 million

Face value of pure discount bond                   $  4 million

Debt Maturity                                            3 years

Asset return  σ                                          60%

Rf                                                                5%

 

Compute market value of debt and equity.  Use Table 17.3. DO NOT INTERPOLATE!!!

Show ALL work.

 

7.   [10]

DRAW a payoff diagram:  You are an executive and the Board allots you an option to buy 1000 shares at $ 15.  Shares trade at $ 10 now.

 

8.   [8]

How does a Dutch auction work?  Not more than 4 short sentences

Why does Underpricing exist?

 

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