Expected return on share equity portfolio with beta

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Question 

The risk-free rate is 2.25% and the expected market return on the portfolio is 11%. What is the expected return on a share equity portfolio with a beta equal to 1.3? 

Sydney Ltd expects its growth in ordinary share dividends to be a very steady 3.5 per cent per year for the indefinite future. The company's share is currently selling $30, and the company just paid dividend of $2.50 yesterday. What is the cost of ordinary share equity for this company?

As of 30 June, you obtain the following information for Sydney Ltd:

The estimated required rate of return on equity after company tax but before personal tax is 15.0%

The estimated cost of debt before tax is 7.5%

Net debt as of 30 June 2021 is $250m

The number of shares on issue is 250m

The share price of Sydney is $3.00

Assume that the effective tax rate on gross free cash flows is the current corporate tax rate (non-Base rate Entity) is 30%.

Estimate the company cost of capital which can be applied to free cash flows that have had the full rate of effective corporate tax applied them.

Reference no: EM133227514

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