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7. Which of the following is true? a) P/E ratio is positively associated with growth opportunities and stock price b) P/E ratio is positively associated

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7. Which of the following is true? a) P/E ratio is positively associated with growth opportunities and stock price b) P/E ratio is positively associated with stock price, but negatively associated with growth opportunities c) P/E ratio is positively associated with growth opportunities and the discount rate d) P/E ratio is positively associated with earnings, but negatively associated with the discount rate 8. You want to estimate the value per share of a corporation using a discounted Free Cash Flow (FCF) approach and the following data: Debt: $50 million; Cash: $40 million; Shares Outstanding: 40 million; the year 1 FCF is $20 million and it is expected to grow at the rate of 10 % until year 3 (so two years of 10 % growth) and then to grow at a rate of 5% after year 3. If the weighted-average cost of capital is 8% what is the price per share today? a) 16.73 b) 17.97 c) 19.32 d) 20.77 9. Suppose that a company has eamings per share of $2 and it has 2 million shares outstanding. The company is going to undertake a project which will require investment of $1 million now, and another $1.1 million 1 year from today. The project will start to provide cash inflows from the end of year 2. The cash inflow will be $600,000 forever. The required rate of return is 10 % What is the share price of the stock today? (Hint: Use an NPVGO approach). a) $11.15 b) $14.97 c) $18.51 d) $21.73 10. Suppose that you want to create a portfolio that includes two assets, X and Y. The standard deviations of X and Y are 9% and 0 % respectively. The correlation between the two assets is 0. What proportion of your portfolio must be invested in asset X so that the standard deviation of your portfolio is 6 %? a) 0.17 b) 0.33 c) 0.67 d) It cannot be determined from the information above

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