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1. Portman Industries just paid a dividend of $3.60 per share. The company expec

ID: 2715285 • Letter: 1

Question

1. Portman Industries just paid a dividend of $3.60 per share. The company expects the coming year to be very profitable, and its dividend is expected to grow by 20.00% over the next year. After the next year, though, Portman's dividend is expected to grow at a constant rate of 4.00% per year. The risk-free rate is 5.00%, the market risk premium is 6.00%, and Portman's beta is 1.80. Assuming the market is equilibrium, use the information just given to find :

Term

Value

1a.Dividends one year from now (D1)

?

1b.Horizon Value

?

1c.Intrinsic value of portman’s stock

?

2. What is the expected dividend yield for Portman's stock today?

a. 11.80

b. 13.14

c. 9.44

d. 11.35

Term

Value

1a.Dividends one year from now (D1)

?

1b.Horizon Value

?

1c.Intrinsic value of portman’s stock

?

Explanation / Answer

1a.Dividends one year from now (D1)

Dividends one year from now (D1) = D0*(1+g)

Dividends one year from now (D1) = 3.60*(1+20%)

Dividends one year from now (D1) = $ 4.32

1b.Horizon Value

As per CAPM

Re = risk-free rate + market risk premium*beta

Re = 5 + 6*1.80

Re = 15.80

Horizon Value = D2/(Re-g)

Horizon Value = 4.32*1.04/(15.8%-4%)

Horizon Value = $ 38.07

1c.Intrinsic value of portman’s stock

Intrinsic value of portman’s stock = Dividends one year from now (D1) /(1+re) + Horizon Value/(1+re)^2

Intrinsic value of portman’s stock = 4.32/1.158 + 38.07/1.158

Intrinsic value of portman’s stock = $ 36.61

2. What is the expected dividend yield for Portman's stock today?

Expected dividend yield for Portman's stock today = Dividends one year from now (D1)/Intrinsic value of portman’s stock

Expected dividend yield for Portman's stock today = 4.32/36.61

Expected dividend yield for Portman's stock today = 11.80%

Answer

a. 11.80