FINAL EXAM last update 9 May 07
This is a DRAFT. Consider it an aid, a hint - not a promise or a
contract. Some of the numbers used as examples may not
be reasonable or even internally consistent in the problem.
1. Objective of the Firm: Define,
elaborate.
2. Risk & Return of Stocks and Bonds: How are returns calculated for
stocks? What are the models? What are the variables used in the models?
How about bonds? How is risk defined? What data is required to
make these calculations?
3. Returns on a Portfolio: Use "weighted average return" to calculate the historical returns on a two stock
(ABC & DEF) portfolio, given their last night closing price of $49.75 & $35.50; last years
returns of 9.18% & 7.48%; and number of shares 900 & 500
4. Rate to Yield: Calculate the effective yield on a $10,000, 4 year CD with a
quoted rate of 2.34% compounded [hourly, daily, weekly, monthly, or quarterly]
5. a) What are monthly payments on a 5 year, $19,000
auto loan, at a rate of 8.75%
b) What are the total interest payments over the life of this
loan?
6. Calculate the first two periods of an amortization table for a $250,000 loan, at
7.5 %, with monthly payments of $2013.98 for 20 years.
7. Use Rodreguez's Model to calculate the yield to maturity on a bond, given the
following data from the WSJ: ABC 9.25s49 Close@105 1/2
8. Use CAPM to calculate the expected return for a security with a beta of 1.9,
given that a US Treasury yields 3.9% and the expected return on the market is 9.9%. Draw the
related SML.
9. a) Calculate the NPV of the following cash flow using a discount rate of
14.5 %.
yr0 yr1 yr2 yr3
yr4 yr5
Cash Flow ($000) <100> 55
65 75 85
95
b) What is the theoretical impact on stock price, given a quarter of a million shares outstanding?
10. Calc IRR* for the previous investment, using the original 14.5 % discount rate as
the reinvestment rate.
11. How much would YOU pay for a perpetuity that paid $100,000 per year?
12. Given the "actuals", generate a "plan".
Assume no
change in "capital structure"[i.e. no change in debt, preferred, or
common],
dividend policy is "constant payout ratio", Plan sales are given.
Round each account to nearest thousand.
13. Calculate the two following ratios [2 of the 10 used in term paper]
based on the "actuals" given. Given last
year's ratio was 3.24 and the industry standard is 2, discuss the significance of the ratio.
14. Calculate the component costs of Debt (After/tax), Pref, Comm, & RE
given the following data: 1) for debt, use data in quest #7 above with
transaction costs of $2 plus the effective tax rate from the ACTUALS, 2) for Pref, div=7.00/sh, trans=1.5%, close=$85,
3) for common, last yr div =$2/sh, close
=$90.00, trans =$1.75 , growth =9%.
15. Assume the following component costs (perhaps different than those
calculated in #14 above), and the capital structure from the
"ACTUALS" (above), calculate the weighted average cost of capital (WACC). Debt
(AfterTax) = 9% Preferred =12% Common = 15% Retained Earnings = 14%
16. Use the "actuals" (above) and the "alternative leverage models" to calculate the firms operating, financial, and
total leverage. (DOL, DFL, DTL)
17. MM's Trade-Off Model: identify
the variables
18. A dividend policy question, like, "Who coined the phrase
"signaling effect". What does the expression mean?"
19. a) What did the DJIA close at last night? b) Assuming that the DJIA closed
at 12487.02 at
the beginning of the semester(26 Jan 07), what was its return (based on price changes)
through the period ending last night? c) a related question.