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FIN 3400 Brown University IBM Cost of Equity Using the CDGM Questions

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  • Capital Budgeting. (20 points) Your company is considering launching a new product. Designing the new product has already cost $700,000. The company estimates that it will sell 800,000 units per year for $3 per unit and variable non-labor costs will be $1 per unit. Production will end after year 4. New equipment costing $1 million is required. The equipment will be put into use next year (year 1) and depreciated to zero using the 5-year MACRS schedule. You plan to sell the equipment for book value at the end of year 5. Your current level of working capital is $300,000. The new product will require the working capital to increase to a level of $380,000 immediately, then to $400,000 in year 1, in year 2 the level will be $350,000, and finally in year 3 the level will return to $300,000. Your tax rate is 35%. The discount rate for this project is 10%.
    • Calculate depreciation expense for each year. (10 points)
    • Calculate Cashflows from the changes in NWC. (10 points)
  • Cost of Equity Capital. (15 points) IBM expects to pay a dividend of $3 next year and expects these dividends to grow at 8% a year. The price of IBM is $80 per share. Your estimate of the market risk premium is 9%. The risk-free rate of return is 4.1% and IBM has a beta of 1.5.
    • What is IBM cost of equity capital using the CDGM? (5 points)
    • What is IBM cost of equity capital using the CAPM? (5 points)
    • What growth rate would be necessary to make the answers converge? (5 points)
  • WACC. (15 points) GM is considering investing in a new plant that will save the company $20 million each year thereafter, to value this project they must calculate the WACC of the firm. Assume the market value of GM’s equity, preferred stock, and debt are $6 billion, $2 billion, and $13 billion, respectively. GM has a beta of 1.7, the market risk premium is 8%, and the risk-free rate of interest is 3%. GM’s preferred stock pays a dividend of $4 each year and trades at a price of $30 per share (hint: use the perpetuity formula). GM’s debt trades with a yield to maturity of 8.0%.
    • Calculate the costs of capital from equity, debt, and preferred stock. (5 points)
    • Calculate the capital structure weight for each source of capital. (5 points)
    • What is GM’s (after tax) weighted average cost of capital? (5 points)

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