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Problem 14-7 Financial leverage effects The Neal Company wants to estimate next

ID: 2707610 • Letter: P

Question

Problem 14-7
  Financial leverage effects

The Neal Company wants to estimate   next year's return on equity (ROE) under different leverage ratios. Neal's   total capital is $19 million, it currently uses only common equity, it has no   future plans to use preferred stock in its capital structure, and its   federal-plus-state tax rate is 40%. The CFO has estimated next year's EBIT   for three possible states of the world: $4.9 million with a 0.2 probability,   $3 million with a 0.5 probability, and $700,000 with a 0.3 probability.   Calculate Neal's expected ROE, standard deviation, and coefficient of   variation for each of the following debt-to-capital ratios. Do not round   intermediate calculations. Round your answers to two decimal places at the   end of the calculations.

Debt/Capital ratio is 0.

R

  

Problem 14-7
  Financial leverage effects

  

The Neal Company wants to estimate   next year's return on equity (ROE) under different leverage ratios. Neal's   total capital is $19 million, it currently uses only common equity, it has no   future plans to use preferred stock in its capital structure, and its   federal-plus-state tax rate is 40%. The CFO has estimated next year's EBIT   for three possible states of the world: $4.9 million with a 0.2 probability,   $3 million with a 0.5 probability, and $700,000 with a 0.3 probability.   Calculate Neal's expected ROE, standard deviation, and coefficient of   variation for each of the following debt-to-capital ratios. Do not round   intermediate calculations. Round your answers to two decimal places at the   end of the calculations.

  

Debt/Capital ratio is 0.

       

R

Financial leverage effects The Neal Company wants to estimate next year's return on equity (ROE) under different leverage ratios. Neal's total capital is $19 million, it currently uses only common equity, it has no future plans to use preferred stock in its capital structure, and its federal-plus-state tax rate is 40%. The CFO has estimated next year's EBIT for three possible states of the world: $4.9 million with a 0.2 probability, $3 million with a 0.5 probability, and $700,000 with a 0.3 probability. Calculate Neal's expected ROE, standard deviation, and coefficient of variation for each of the following debt-to-capital ratios. Do not round intermediate calculations. Round your answers to two decimal places at the end of the calculations. Debt/Capital ratio is 0.

Explanation / Answer

Pat = EBIT*(1-T)

DEBT/CAPITAL = 0%

EBIT(1-T)

[X]

PROBABILITY [P]

PX

P[(X-MEAN)^2]

A

4.9*0.6

=2.94

0.2

0.588

0.2*[(2.94-1.614)^2]

=0.3517

B

3*0.6

=1.8

0.5

0.9

0.5*[(1.8-1.614)^2]

=0.0173

C

0.7 * 0.6

=0.42

0.3

0.126

0.3[(0.42-1.614)^2]

=0.4277

      MEAN PAT=

1.614

VARIANCE = 0.7967

EXPECTED ROE = EXPETED PAT/EQUITY * 100

=1.614/19   * 100

=8.5%

STANDARD DEVIATION = SQUARE ROOT OF 0.7967

=0.89

CO-EFFICIENT OF VARIATION = SD/MEAN * 100

=0.89/1.614   * 100

=55.14%

Pat = EBIT*(1-T)

DEBT/CAPITAL = 0%

EBIT(1-T)

[X]

PROBABILITY [P]

PX

P[(X-MEAN)^2]

A

4.9*0.6

=2.94

0.2

0.588

0.2*[(2.94-1.614)^2]

=0.3517

B

3*0.6

=1.8

0.5

0.9

0.5*[(1.8-1.614)^2]

=0.0173

C

0.7 * 0.6

=0.42

0.3

0.126

0.3[(0.42-1.614)^2]

=0.4277

      MEAN PAT=

1.614

VARIANCE = 0.7967

EXPECTED ROE = EXPETED PAT/EQUITY * 100

=1.614/19   * 100

=8.5%

STANDARD DEVIATION = SQUARE ROOT OF 0.7967

=0.89

CO-EFFICIENT OF VARIATION = SD/MEAN * 100

=0.89/1.614   * 100

=55.14%