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Hastings Corporation is interested in acquiring Vandell Corporation. Vandell has

ID: 2712493 • Letter: H

Question

Hastings Corporation is interested in acquiring Vandell Corporation. Vandell has 1 million shares outstanding and a target capital structure consisting of 30% debt. Vandell's debt interest rate is 8%. Assume that the risk-free rate of interest is 4% and the market risk premium is 6%. Both Vandell and Hastings face a 30% tax rate.

Vandell's free cash flow (FCF0) is $1 million per year and is expected to grow at a constant rate of 5% a year; its beta is 1.50. What is the value of Vandell's operations? (Hint: Use the corporate valuation model.) Round your answer to two decimal places. Do not round intermediate calculations.
$   million

If Vandell has $9.06 million in debt, what is the current value of Vandell's stock? (Hint: Use the corporate valuation model.) Round your answer to the nearest cent. Do not round intermediate calculations.
$   /share

Explanation / Answer

Value of Vandell’s operations = $ 18.17 Millions

Current value of Vandell’s stock = $ 9.11

Risk-free rate of interest = 4%

Market risk premium = 6%

Beta of Vandell = 1.5

Expected return of Vandel based on CAPM = 4% + 1.5 * 6% = 4% + 9% = 13%

Pre-tax cost of debt = 8%

Tax rate = 30%

Weight of debt in capital structure = 30% or 0.30

Weight of equity in capital structure = 100%-30% = 70% or 0.70

WACC of Vandell = 0.3 * 8% *(1-0.30) + 0.7 * 13%

                                = 0.3 * 8% * 0.7 + 0.7 * 13%

                                = 1.68% + 9.10%

                                = 10.78%

Free Cash flow FCF0 = $ 1 Million

Free cash flow growth rate = 5%

Expected Free Cash Flow next year FCF1 = $ 1 Million * 1.05 = $ 1.05 Million

Total Business Value = Free cash flow next year (FCF1) / WACC – growth rate

                                       = $ 1.05 Million / (0.1078 – 0.05)   

                                       = $ 1.05 Million / 0.0578

                                       = $ 18.1660 or $ 18.17 Million

Total value of Debt of Vandell = $9.06 Million

Total Value of Equity = Total Business Value - Total Value of Debt = $ 18.17 Million - $ 9.06 Million

                                      = $ 9.11 Million

Total number of shares outstanding = 1 Million

Current Value of Vandell’s stock = $9.11 Million / 1 Million = $ 9.11

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