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ABC Ltd manufactures Car Air Conditioners (ACs), Window ACs and Split ACs constituting 60%, 25% and 15% of total market value The stand-alone Standard Deviation and Coefficient of Correlation with

 ABC Ltd. manufactures Car Air Conditioners (ACs), Window ACs and Split ACs constituting 60%, 25% and 15% of total market value. The stand-alone Standard Deviation and Coefficient of Correlation with market return of Car AC and Window AC is as follows: S.D. Coefficient of Correlation Car AC 0.30 0.6 Window AC 0.35 0.7 No data for stand-alone SD and Coefficient of Correlation of Split AC is not available. However, a company who derives its half value from Split AC and half from Window AC has a SD of 0.50 and Coefficient of correlation with market return is 0.85. Index has a return of 10% and has SD of 0.20. Further, the risk-free rate of return is 4%. You are required to determine: (i) Beta of ABC Ltd. (ii)Cost of Equity of ABC Ltd. Assuming that ABC Ltd. wants to raise debt of an amount equal to half of its Market Value then determine equity beta, if yield of debt is 5%. 1on

Apr 02 2020 View more View Less

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