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The Collins Group, a leading producer of custom automobile accessories, has hire

ID: 2761242 • Letter: T

Question

The Collins Group, a leading producer of custom automobile accessories, has hired you to estimate the firm's weighted average cost of capital. The balance sheet and some other information are provided below.

Assets

Current assets                                                 $ 38,000,000

Net plant, property, and equipment                101,000,000

Total assets                                                      $139,000,000

           

Liabilities and Equity

Accounts payable                                             $ 10,000,000

Accruals                                                                 9,000,000

Current liabilities                                             $ 19,000,000

Long-term debt (40,000 bonds, $1,000 par value)   40,000,000

Total liabilities                                                 $ 59,000,000

Common stock (10,000,000 shares)                30,000,000

Retained earnings                                            50,000,000

Total shareholders' equity                                    80,000,000

Total liabilities and shareholders' equity          $139,000,000

The stock is currently selling for $15.25 per share, and its noncallable $1,000 par value, 20-year, 7.25% bonds with semiannual payments are selling for $875.00. The beta is 1.25, the yield on a 6-month Treasury bill is 3.50%, and the yield on a 20-year Treasury bond is 5.50%. The required return on the stock market is 11.50%, but the market has had an average annual return of 14.50% during the past 5 years. The firm's tax rate is 40%. Calculate the WACC.

Explanation / Answer

Step1: Computation of the after-tax cost of debt.We have,

Value of Bond = C [1-1/(1+r)n] / r + FV/(1+r)n

If r = 10%

Value of bond = 72.50 [ 1 - 1/(1.10)20 ] / 0.10 + 1,000/(1.10)20

Value of bond = 72.50 [ 1 - 0.14864] / 0.10 + 0.14864 x 1,000

Value of bond = 617.23 + 148.64 = $ 765.87

If r = 5%

Value of bond = 72.50 [ 1 - 1/(1.03)20 ] / 0.05 + 1,000/(1.05)20

Value of bond = 72.50 [ 1 - 0.37689] / 0.10 + 0.37689 x 1,000

Value of bond = 903.51 + 376.89 = $ 1,280.40

Using the interpolation technique.We have,

5 + ( 10-5) ( 1,280.40 - 875) / ( 1,280.4 - 765.87)

= 5 + 5 x 405/514.53

= 5 + 3.93 = 8.93%

Cost of debt = 8.93%

Cost of debt after tax = 8.93 (1 - 0.40) = 5.36%

Step2: Computation of cost of equtiy.We have,

Risk-free rate (Rf) = 5.50%

Beta = 1.25

Return on market = 11.50%

Using the CAPM technique,

Required rate of return = Rf + Beta ( Return on market - Rf)

Required rate of return = 5.50 + 1.25(11.50-5.50) = 5.50 + 7.50 = 13.00%

Step3: Computation of the total market value.We have,

Market Value of debt = 40,000 x 875 = $ 35,000,000

Market value of Equity = 15.25 x 10,000,000 = $ 152,500,000

Total market value = Market value of debt + market value of equity

Total market vlaue = 35,000,000 + 152,500,000 = $ 187,500,000

Step4: Computation of the WACC.We have,

WACC = 35,000,000/187,500,000 X 5.36 + (152,500,000/187,500,000) X 13.00

WACC = 1.00 + 10.57 = 11.57%

Hence,the WACC of the Collins Group is 11.57%.

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