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Calculating Cost of Equity. Stock in CDB Industries has a beta of 1.10. The market risk premium is 7.8 percent, and T-bills are currently yielding 3.5 percent. CDB’s most recent dividend was $2.35 per share, and dividends are expected to grow at an annual rate of 5 percent indefinitely. If the stock sells for $45 per share, what is your best estimate of the company’s cost of equity?​

User Sherene
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Final answer:

The student's question on calculating the cost of equity can be approached by two methods: CAPM and DDM. Using CAPM, the cost of equity is 12.08%. Using DDM, it's 10.22%. The best estimate would likely be considered between these two, or a more accurate estimate may be determined with additional data or expert analysis.

Step-by-step explanation:

To estimate a company's cost of equity, one method is the Capital Asset Pricing Model (CAPM), which incorporates risk and return. The formula is:

Cost of Equity = Risk-Free Rate + Beta × Market Risk Premium

Given the data:
Risk-Free Rate (T-bill yield) = 3.5%,
Beta = 1.10,
Market Risk Premium = 7.8%,

Cost of Equity = 3.5% + 1.10 × 7.8%
= 3.5% + 8.58%
= 12.08%.

Alternatively, the Dividend Discount Model (DDM) can also be used, with the formula:

Cost of Equity = (Dividend Per Share / Price Per Share) + Growth Rate of Dividends

Given the data:
Recent Dividend = $2.35,
Growth Rate = 5%,
Price Per Share = $45,

Cost of Equity = ($2.35 / $45) + 5%
= 0.0522 + 5%
= 5.22% + 5%
= 10.22%.

In this scenario, the best estimate for the company's cost of equity would likely be considered between these two methods, or specifically additional market data or expert financial analysis would be used to determine the most accurate estimate based on the context and market conditions.

User AlessandroDP
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