Calculate the weighted average cost of capital

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Reference no: EM133848110 , Length: word count:1000

Financial Management

Task A - WACC
It is now the 30 November 2024. Below are details of a mining company in Australia called Dig'em Up Ltd. All monetary amounts are Australian dollars.

The company has a large batch of unsecured notes or bonds outstanding that it issued 5 years' ago when coupon rates were low around the world. Details:
Face Value $3550M
Term to Maturity (TTM) is 5 years
Annual Coupon Rate 5.16%
Coupon interest paid semi-annually
Advertised yield to maturity for bonds with similar risk and TTM across other mining companies is 6%.

The company also has a smaller batch of "green" notes outstanding that were only recently issued and have higher coupon rates due to industrial company coupon rates having risen a lot in recent years due to high inflation and a high cash rate in Australia (normally coupon rates on green bonds would be lower than those on traditional bonds. These securities were bought by ethical investors or those wishing to support projects with environmentally sound credentials. Details:
Face Value $800M
Term to Maturity (TTM) is 7 years
Annual Coupon Rate 6.2%
Coupon interest paid semi-annually
Advertised yield to maturity for bonds with similar risk and TTM across other mining companies is 5%

The firm has a term loan which it contracted with a syndicated of banks. Details
Carrying Amount of the loan on the balance sheet is $986M
The loan interest rate had a variable component being LIBOR plus a fixed margin. LIBOR on 30 November 2024 was 4.85%. The fixed margin is 2.75%

The firm has outstanding lease liabilities. Details
Carrying Amount of the lease liabilities on the balance sheet is $755M. This is based on the sum of the present value of lease commitments payable to the leasing companies (= lessors).
The sum of the undiscounted values of the amounts payable to lessors is $1108M
The weighted average time to maturity of the leases is 7.25 years.
Dig'em Up has 3077M ordinary shares outstanding with a share price of $22.60. The beta of the company's shares is 1.52. The company's effective tax rate is 28%.

The market (or equity) risk premium is 7%
Advertised yield for Australian Government bonds with 10 years to maturity is 4.52%

Required: Calculate the Weighted Average Cost of Capital using the classical WACC formula.

Task B - Capital Investment Analysis (Augmenting capacity)

Outside Comfort Zone Fashion Designers & Manufacturers Pty Ltd in Melbourne is considering investing in some new equipment. This new equipment will generate new sales revenues, but it will not replace any existing equipment. The equipment has a 3-year life for depreciation purposes under Australian company tax regulations and would be fully depreciated by the prime cost method (= straight-line method with no residual) over those years. It is planned to close the project at the end of Year 3. The entity will need to increase its net operating working capital at the beginning of the project, but no further increases are foreseen. Revenues and other operating costs are expected to be constant over the project's life.

Required return for projects of this risk level 12%
Investment in new equipment $80,000
Additions to inventories at the outset of the project $11,000
Additions to trade accounts receivable at the outset of the project $7,000
Additions to trade accounts payable at the outset of the project $9,250
Incremental sales revenue $77,000 p.a.
Incremental cash operating costs $32,000 p.a.
Expected salvage value of the equipment after 3 years $7,500
Applicable income tax rate

Required:
Determine the cash flows associated with this project.
What is the investment's NPV?
What is the Internal Rate of Return (IRR) of the investment?
What is the Profitability Index (PI) of the investment?
With appropriate justification, briefly explain whether the company should undertake the investment or not.

Task C
You have 2 options to choose between:

Task C1 - Capital Investment Analysis (Equipment Replacement) Task C2 - A report on the Capital Asset Pricing Model

If you decide to do both C1 and C2, we will only mark C1

Task C1 - Capital Investment Analysis (Equipment Replacement)
Blunt Edge Pty Ltd is a tool manufacturing company based in Sydney. The entity's income tax rate is 30%. It is considering the replacement of a manually operated machine with a fully automated model. One man is currently needed to operate the machine. This costs the company $120,000 p.a. in wages, holiday loading, superannuation payments and other remuneration-connected expenditure. The $120,000 includes amounts spent on paying for labor when the normal operator goes on holiday or calls in sick. The machine's maintenance costs are $8,000 per year. Hire best assignment help now!

The manually operated machine was bought 2 years ago for $50,000. The Australian Tax Office schedule includes the asset in the 10-year useful-life category and only allows prime cost depreciation (with no residual) for this type of equipment. This is effectively the straight-line depreciation method. The company believed that the machine normally would be taken out of service at the 10-year point. The current disposal value of the machine presently in use is $42,000. We are confident we will receive that in the second-hand equipment market.

The new model has a purchase price of $200,000. Shipping and installation would cost $15,000. Maintenance on the new machine would be $17,500 p.a. but the adoption of that machine would cut the cost of defects from $5,000 to $1,250 per year.

The new machine is in an 8-year useful life tax category and again prime cost depreciation (with no residual) is the only method available. As the machine will undergo heavy use, the company believes the 8 years may be quite accurate.

Required:
Determine the cash flows associated with this project.
Given that the required rate of return is 11%, compute the Net Present Value (NPV)
What is the Internal Rate of Return (IRR) of the project?
What is the Profitability Index (PI) of the project?
Advise if you would or would not recommend replacing the manual machine with the automated one and why?

Task C2 - The CAPM
Put together a report that briefly defines or explains the Capital Asset Pricing Model and then outlines where the concept is applied in business and investing. Give examples. For instance, you could include CAPM calculations for companies from two different sectors of the economy, explain your calculations and data sources, explain what your results mean and where the results would be, or could be, used by the company that issued the equity as well as investors holding (or planning to hold) shares in the company. The maximum length is 3 typed pages. You are to use in-text referencing and provide a suitable bibliography.
Any detailed calculations should go into an appendix.

Reference no: EM133848110

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