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Colt Systems will have EBIT this coming year of $ 16 million. It will also spend

ID: 2798262 • Letter: C

Question

Colt Systems will have EBIT this coming year of

$ 16

million. It will also spend

$ 4

million on total capital expenditures and increases in net working capital, and have

$ 2

million in depreciation expenses. Colt is currently an all-equity firm with a corporate tax rate of

30 %

and a cost of capital of

12 %

.

a. If Colt's free cash flows are expected to grow by

10.3 %

per year, what is the market value of its equity today?

b. If the interest rate on its debt is

10 %

,

how much can Colt borrow now and still have non-negative net income this coming year?

c. Is there a tax incentive today for Colt to choose a debt-to-value ratio that exceeds

40 %

?

Explain.

Explanation / Answer

a)

FCF = EBIT*(1-t) + Depreciation - Change in NWC - Capex = 16*(1-30%) + 2 - 4 -4 = $ 5.2 M

Market Value of Equity = FCF*(1+g) / (k-g) = 5.2*(1+10.3%)/ (12%-10.3%) = $ 337.38 M

b)

Given EBIT = $ 16 M

For Cold to to have non negative net income ie Minimum Net Income of $ 0 , the interest expenses must be $16 that is 10% of $ 160. So $ 160 can be the maximum amount to be borrowed by Colt which 47.4 % of firm value. So there is tax incentive for debt to value to be above 40%. In the above case, Colt need not pay any taxes at all.