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GTB has a 20% tax rate and has $71,230,000 in assets, currently financed entirel

ID: 2752347 • Letter: G

Question

GTB has a 20% tax rate and has $71,230,000 in assets, currently financed entirely with equity. Equity is worth $5 per share, and book value of equity is equal to market value of equity. Also, let's assume that the firm's expected values for EBIT depend upon which state of the economy occurs this year, with the possible values of EBIT and their associated probabilities as shown: Probability of state 0.41 (pessimistic) 0.59 (optimistic) Expected EBIT in state $4,600,000 (pessimistic) $18,600,000 (optimistic). The firm is considering switching to a 30% debt capital structure, and has determined that it would have to pay a 10% yield on perpetual debt in either event. What will be the break-even level of EBIT? Please show work.

Explanation / Answer

All assets are completely financed out of equity.

Hence total value of equity = $71,230,000

Market Value = Book Value = 5$ per share

Hence number of Equity shares = 71,230,000/5 = 14,246,000

Break Even Level of EBIT = EBIT Level where EPS in both capital structures are the same

EPS with no Debt = EBIT / Number of Shares = EBIT / 14,246,000 – Equation 1

Proposed Capital Structure = 30% Debt

Amount of Debt Raised = 30% of Total Assets = 30% x 71,230,000 = 21,369,000

New number of shares in debt scenario = 14,246,000 – 21,369,000/5 = 9,972,200

EPS with Debt = EBIT – Interest / Number of Shares

Interest Rate = 10%

EPS with Debt = EBIT – 10% x 21,369,000 / Number of shares

                           = EBIT – 2,136,900 / 9,972,200 – Equation 2

Equating Equations 1 & 2 we get the breakeven level of EBIT

EBIT / 14,246,000 = ( EBIT – 2,136,900) / 9,972,200

9,972,200 x EBIT = 14,246,000 x EBIT – 2,136,900 x 14,246,000

2,136,900 x 14,246,000 = EBIT x (14,246,000 – 9,972,200)

EBIT = 14,246,000 x 2,136,900 / (14,246,000 – 9,972,200) = 7,123,000

Hence Break even level of EBIT = $7,123,000

To cross validate EPS in no debt scenario = EBIT / Number of Shares = 7,123,000 / 14,246,000 = 0.50

EPS in Debt Scenario = EBIT – Debt / Number of Shares = 7,123,000 – 2,136,900 / 9,972,200 = 4,986,100/9,972,200 = 0.50