Airthread Essay

640 Words3 Pages
Assignment 2: AirThread Connections Group 2: Taylor Bullock, Zoey Hourihan, Ben Kanter, Julie Ngai, Fernando Zavala FINE4600 Question 1: A. The discount rate Ms. Zhang should use for un-levered FCF for 2008-2012 is 7.30553%. Because the FCF are un-levered, this implies the firm has no debt. If the firm is all equity financed, the appropriate rate to discount the cash flows is the cost of equity. We calculated cost of equity using the CAPM method, where re = rf + B(EMRP) The case stated that the BBB+ rated bonds have an interest rate of 5.5%, or 125 bps over the current yield on 10 year US treasury bonds. Given that this is the only information in the case about any rate of return on treasuries, we used 5.5% - 1.25% = 4.25% for the risk free rate. The equity market risk premium is given as 5% To calculate beta, we took the equity betas given for comparable companies in exhibit 7 and unlevered them using their respective net debt to equity ratios and a tax rate of 40%. We took the average of those un-levered betas and re-levered them under the assumption of zero debt financing (essentially just leaving them unlevered as debt/equity is 0/1). Note - we excluded Agile Connections from our comparable set as it had negative net income and thus do not reflect the risk profile and operations of our company. CAPM: re = 4.25% + .611106(5%) = 7.30553% B. This is not the same discount rate that should be used on the terminal value. The terminal value should be discounted by WACC. The discount rate above should only be used to discount unlevered cash flows. The discount rate to use on the terminal value needs to take into account the capital structure of the levered firm, thus we use WACC instead of just re. Question 2: A. The long-term growth rate that should be used for estimates of AirThread’s terminal value is 2.16%. This is equal to the return on capital

More about Airthread Essay

Open Document