"Capm idiosyncratic" Essays and Research Papers

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    Pricing Model (CAPM) be used to estimate the cost of capital for real (not financial) investment decision? The CAPM is an important measure when it comes to real investment decisions because it provides a basis of comparison for financial decisions. The return on a project must be greater than what the firm can earn by investing an equivalent amount of money in financial investments. What is the risk-free rate that should be used in calculating the cost of capital using the CAPM? Explain. The

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    Nike Inc

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    Nike Inc Case Analysis: Nike‚ Inc.: Cost of Capital Monica Mojica FIU Finance 6800 Professor Smith Fall 2011 Table of Contents Problem Statement…………………………………………………………………………… 3 Situation Analysis……………………………………………………………………………... 3  Major Strategic Alternatives…………………………………………………………………...3 Decision Criteria……………………………………………………………………………….. 4 Analysis of Alternatives ………………………………………………………………………

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    Suggested Solutions to Sample Midterm #1 Fi 4000—Fall 2014 Problem 1 (20 points) Part A Suppose Mike wants to prepare an amount of money today to support his son’s college education. He expects his son to enter a college in 16 years with annual tuition and expenses of $25‚000 for 4 years. His first college tuition and expenses will due in exactly 16 years from now. Mike decides to put all the money that is required for his son’s college education today at a bank account earning rate of

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    different rates on different borrowings as company does not borrow all borrowings at one rate. So‚ cost of debt can be calculated as: Cost of debt = Total Interest Payment/Total long term debt The cost of equity can be calculated using CAPM formula. According to CAPM

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    Comrail

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    rf | g | βfor CC | βfor NC | rm-rf | CAPM for CC | CAPM for NC | Share outstanding | tax | 0.0680 | 0.0300 | 1.3300 | 1.2300 | 0.0750 | 16.78% | 16.03% | 90‚500‚000 | 0.35 | Total gain in Operating imcome (in million) | 1997 | 1998 | 1999 | 2000 | 2001 | Terminal value | CSX | 0 | 240 | 521 | 730 | 752 | 5620.90 | Norfolk Southern | 0 | 231 | 429 | 660 | 680 | 5375.29 | NPV(in million) | 1997 | 1998 | 1999 | 2000 | 2001 | Terminal | Total | CSX | 0 | 114.3997 | 212.6677 | 255.1742

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    pricing model and the weighted average cost of capital through calculation of the cost of capital for Marriott as a whole. Dan Cohrs is faced with making recommendations for the hurdle rates at Marriott Corporation and its three divisions utilizing CAPM and WACC. This case illustrates how to calculate beta based on comparable companies and to lever betas to adjust for capital structure; the appropriate risk-less rate and market risk premium; the choice of time period to estimate expected returns and

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    Lex Cost of Capital

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    properties. Method of calculating cost of capital: Most prominent method of calculating cost of capital is CAPM (capital asset pricing model). One important point here is that as company was utilizing both debt and equity as its source of funds then we calculate WACC (weighted average cost of capital) instead of simple cost of capital. Calculating weighted average cost of capital: In CAPM model we need estimates for following items: 1. Risk free rate: Generally a return on long term government

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    Midland Case

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    equity for the upcoming year can be inferred by using the Beta of equity in the CAPM formula. In the case we are given the Beta of equity for the corporation. Therefore to calculate the cost of equity we plug the Beta of equity into the CAPM formula. Through this calculation we conclude that the cost of equity is 11.23%. These are the results we obtain: Company’s Beta of Equity = 1.25 | Find Cost of Equity (Ke) by CAPM | Ke @ EMRP of 5% = .0498+1.25(.05) | 0.11230 | The next step Midland

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    Case Study analysis TATA-CORUS:- Q.1. What are the benefits of the TATA-CORUS merger deal to the stakeholders of TATA Steel and the stakeholders of CORUS? Evaluate the post-merger security with the help of CAPM Model. A.1. On January 31st‚ 2007 India’s Tata Steel acquired Corus‚ the erstwhile British Steel Major at a price of 608 pence per Corus share totaling $12.1 billion/ Rs 54‚000 crore/ £6.1 bn‚ which was five pence per share higher than the offer of Brazil’s CSN (Companhia Siderugica Nacional)

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    Nike Case Study

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    also gave their opinions on whether the stock was a sound investment. WACC CALCULATION: Cost of Capital Calculations: Nike Inc Cohen calculated a weighted average cost of capital (WACC) of 8.3 percent by using the capital asset pricing model (CAPM) for Nike Inc. I do not agree with her figure‚ and the reasons to that are as follows: Value of equity The problem with Cohen’s calculations is that she used the book value for both debt and equity. While the book value of debt is accepted as

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