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Pan American Airlines\' shares are currently trading at $65.6465.64 each. The ma

ID: 2800330 • Letter: P

Question

Pan American Airlines' shares are currently trading at

$65.6465.64

each. The market yield on Pan Am's debt is

66%

and thefirm's beta is

1.21.2.

The T-Bill rate is

3.53.5%

and the expected return on the market is

9.259.25%.

The company's target capital structure is

7070%

debt and

3030%

equity. Pan American Airlines pays a combined federal and state tax rate of

3838%.

What is the estimated cost of common equity, employing the constant growth dividend discount model? Assume that Pan Am pays annual dividends and that the last dividend of

$2.392.39

per share was paid yesterday. Pan Am started paying dividends

33

years ago. The first dividend was

$1.441.44

per share.

Employing the constant growth dividend discount model, the estimated cost of common equity for Pan Am is

nothing%.

(Round to two decimal places.)

Explanation / Answer

Dividend paid three year ago was = $1.44

Current Dividend = $2.39

Growth rate in dividend = [($2.39 / $1.44) ^ (1 / 3)] - 1

= (1.6597 ^ 0.33) - 1

= 1.1840 - 1

= 18.40%.

Growth rate in dividend in last three year is 18.40%.

Current Stock price = $65.64

Cost of equity using constant growth model is calculated below:

Cost of equity = [Current Dividend × (1 + Growth rate) / Current Stock price] + Growth rate

= [$2.39 × (1 + 18.40%) / $65.64] + 18.40%

= ($2.83 / $65.64) + 18.40%

= 4.31% + 18.40%

= 22.71%

Cost of equity using constant growth model is 22.71%.