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Miltmar Corporation will pay a year-end dividend of $4, and dividends thereafter

ID: 2772367 • Letter: M

Question

Miltmar Corporation will pay a year-end dividend of $4, and dividends thereafter are expected to grow at the constant rate of 5% per year. The risk-free rate is 3%, and the expected return on the market portfolio is 10%. The stock has a beta of 0.60.

Calculate the market capitalization rate. (Do not round intermediate calculations. Round your answer to 2 decimal places.)

What is the intrinsic value of the stock? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

a.

Calculate the market capitalization rate. (Do not round intermediate calculations. Round your answer to 2 decimal places.)

Explanation / Answer

a. Market capitalization rate, K = risk free rate + beta * retrun of market protfolio - risk free rate)

= 3% + 0.60 * (10% - 3%)

= 7.2%

b. Intrinsic vale of stock = Dividend / (Market capitalizatio rate - Dividend growth rate)

= $4 / (7.2% - 5%)

= $181.82