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1. The fact that no investor can expect to earn excess returns based on an inves

ID: 2636246 • Letter: 1

Question

1.                The fact that no investor can expect to earn excess returns based on an investment strategy using only historical stock price or return information is an example of________ market efficiency.

Answer

strong form

weak form

semi-weak form

semi-strong form

Question 2

1.       

Assume that the dividend on Central Power Company's $3.25 preferred stock issue is paid annually at the end of the year. Determine the value of this preferred stock to an investor who requires a 12 percent rate of return.

Answer

$3.25

$39

$12

$27.08

Question 3

1.       

Pro forma financial statements show the results of some __________ event rather than a (an) __________ event.

Answer

actual; assumed

assumed; actual

deterministic; probabilistic

none of the above

Question 4

1.       

What is the NPV of a project that required a net investment of $500,000 and produced net cash flows of $150,000 per year for the next 5 years and $110,000 for the sixth year? Assume the cost of capital is 14%.

Answer

$65,077

$392,580

$588,710

$60,920

Question 5

1.       

Alpha Products intends to maintain its capital structure of 40 percent debt and 60 percent common equity in it new capital budget. To finance its capital budget for next year, the firm will sell $50 million of 11 percent debentures at par and finance the balance of its $125 million capital budget with a new seasoned offering of equity. Next year Alpha expects net income to grow 7 percent to $140 million, and dividends also are expected to increase 7 percent to $1.40 per share (next year) and to continue growing at that rate for the foreseeable future. The current market value of Alpha's stock is $30. If the firm has a marginal tax rate of 40 percent, what is its weighted cost of capital for the coming year?

Answer

9.64%

8.63%

9.84%

11.67%

Question 6

1.       

Ajax Powder Company has purchased a piece of equipment costing $100,000. It is expected to generate a ten-year stream of benefits amounting to $16,273 per year. Determine the rate of return Ajax expects to earn from this equipment.

Answer

16.3%

62.7%

10%

20%

Question 7

1.       

In six years, your daughter will be going to college. You wish to have a fund that will provide her $10,000 per year (end of year) for each of her four years in college. How much must you put into that fund today if the fund will earn 10 percent in each of the 10 years?

Answer

$29,744.65

$29,783.76

$17,893

$21,651.10

Question 8

1.       

IOU, a technology firm, issued a 10% coupon, 20 year to maturity first mortgage bond five years ago. If the current market rate of debt for IOU is 6%, at what price should this bond sell, to the nearest dollar? Assume a par value of $1,000, and pays interest semi-annually.

Answer

$852

$1000

$1392

$1388

Question 9

1.       

The net present value method assumes that the cash flows over the life of the project are reinvested at

Answer

the computed internal rate of return

the risk-free rate

the market capitalization rate

the firm's cost of capital

Question 10

1.       

Which of the following is a basic principle when estimating a project's cash flows?

Answer

cash flows should be measured on a pretax basis

cash flows should ignore depreciation because it is a non-cash charge

only direct effects of a project should be included in cash flow calculations

cash flows should be measured on an incremental basis

Question 11

1.       

Money markets deal in securities having maturities of ________; capital market securities have maturities ________.

Answer

less than 18 months, greater than 18 months

one year or less, greater than one year

less than 9 months, greater than 9 months

less than 6 months, greater than 6 months

The required rate of return on any security consists of a

Answer

risk premium plus an expected inflation rate

risk free rate plus a risk premium

inflation rate plus a marketability premium

risk free rate plus an inflation premium

Question 13

1.       

The disadvantages of the payback approach include:

Answer

cash flows after the payback period are ignored in the calculation

payback ignores the time value of money

payback fails to provide an objective decision-making criterion

all of the above

Question 14

1.       

Ajax Corp. common stock has a beta of 2. The risk-free rate is 4 percent and the expected market rate of return is 8 percent. Determine the required rate of return on the security.

Answer

8%

12%

14%

20%

Question 15

1.       

New Age Genetics purchased lab equipment for $750,000 that will generate net cash flows of $150,000 per year for 8 years. What is the IRR for this project?

Answer

12.5%

11.8%

4.8%

10%

Question 16

1.       

In the constant-growth dividend valuation model, the required rate of return on a common stock can be shown to be equal to the sum of the dividend yield plus:

Answer

Yield-to-maturity.

Cost of Capital

Present Value Yield

Price appreciation yield.

Question 17

1.       

The ______ the risk of receiving future cash flows, the ______ will be the present value of those cash flows.

Answer

greater, greater

greater, lower

lower, lower

lower, greater

Question 18

1.       

If the stock of Sun Computers is selling for $34 and the current dividend is $0.48, what is the implied constant growth rate of dividends to an investor who requires a 14% rate of return?

Answer

12.54%

12.41%

14.00%

15.41%

Question 19

1.       

The net present value method assumes that the cash flows over the life of the project are reinvested at

Answer

the computed internal rate of return

the risk-free rate

the market capitalization rate

the firm's cost of capital

1.       

The risk-adjusted discount rate approach is preferable to the weighted cost of capital approach when

Answer

all projects have the same risk characteristics

the risk-free rate is known with certainty

the projects under consideration have different risk characteristics

the firm is unlevered

Question 21

1.       

The primary objective of the firm is:

Answer

Shareholder wealth maximization

Social responsibility

Long run survival.

Profit maximization.

1.       

Which of the following financial ratios are market-based ratios?

Answer

debt-to-equity

price-to-earnings

return on investment

gross profit margin

1.       

A common-size balance sheet shows the firm's assets and liabilities as a percentage of :

Answer

stockholder's equity

industry avergares

total assets

net sales

Question 24

1.       

When comparing two equal-sized investments, the _______ is an appropriate measure of total risk.

Answer

standard deviation

coefficient of variation

correlation

covariance

Question 25

1.       

Beta is defined as:

Answer

a measure of volatility of a security's returns relative to the returns of a broad-based market portfolio of securities.

the ratio of the variance of market returns to the covariance of returns on a security with the market

the inverse of the slope of the security regression line

all of the above

Question 26

1.       

What is the net present value of a project that requires a net investment of $176,000 and produces net cash flows of $62,000 per year for 7 years? Assume the cost of capital is 12 percent.

Answer

$86,975

$42,950

$160,000

$106,953

Question 27

1.       

_____ arise from the divergent objectives between owners and managers.

Answer

Shareholder relationships

Stakeholder problems

Agency conflicts

Creditor problems

Question 28

1.       

Decode Genetics purchased lab equipment for $600,000 that will generate net cash flows of $130,000 per year for next 10 years. What is the IRR for this project?

Answer

16.76%

17.26%

18.13%

17.76%

Question 29

1.       

A firm's return on equity is a function of its net profit margin, ______ and equity multiplier. (Hint: Dupont Model)

Answer

current ratio

cost of goods

total asset turnover

fixed asset turnover

Question 30

1.       

Wilshire Company's earnings and common stock dividends have been growing at an annual rate of 4 percent over the past several years. The firm currently (t = 0) pays an annual dividend of $4.00. Assuming that Wilshire's common stock dividends continue growing at the past rate for the foreseeable future, determine the value of the company's common stock to an investor who requires a 13 percent rate of return on these securities.

Answer

$44.44

$36.81

$46.22

$48.62

1.       

What would be the weighted average cost of capital for Limp Linguini Noodle Makers, Inc. under the following conditions:

*The capital structure is 40% debt and 60% equity

*The before-tax cost of debt is 20% and the firm is in the 40% tax bracket.

*The firm

strong form

weak form

semi-weak form

semi-strong form

Explanation / Answer

1. weak form

2. P0 = $3.25/0.12 = $27.08

3. assumed; actual