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Air Tampa has just been incorporated, and its board of directors is grappling with the question of optimal capital structure. The cornpany plans to offer

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Air Tampa has just been incorporated, and its board of directors is grappling with the question of optimal capital structure. The cornpany plans to offer commuter air services between Tampa and smaller surrounding cities: Jaxair has been around for a few years, and it has about the same basi business risk as Air Tampa would have. Jaxair's market-determined beta is 1.8 , and it has a current market value debt ratio (total debt to total assets) of 60% and a federal-plus-state tax rate of 40%. Air Tampa expects to be only marginally profitable at start-up; hence its tox rate would only be 25\%. Air Tampo's owners expect that the total book and market value of the firm's stock, if it uses zero debt, would be 312 million. Air Tompa's CFO believes that the MM and Hamada formulas for the value of a levered firm and the levered firm's cost of capital should be used because rero growth is expected. (These are given in equations VL=VU+VTax shield =VU+TD,rsL=rsU+(rsurd)(1T)(D/S), ond b=bU(1+ (1T)(D/S)]) a. Estimate the beta of an unlevered firm in the commuter airline business based on Jaxair's market-determined beto. (Hint: This is a levered beto; vse Equation b=bu[1+(1T)(D/S)] and solve for bu.) Do not round intermediate calculations. Round your answer to three decimal places. b. Now assume that rd=rRF=8% and that the market risk premium RPM=7%. Find the required rate of return on equity for an unlevered commuter airline. Do not round intermediate calculations. Round your answer to three decimal places. 6. c. Ar Tompo is considering three capital structures: (1) $2 million debt, (2) $4 million debt, and (3) 56 million debt. Estimate Air Tampo's rs for these debt levels. Do not round intermediate calculations. Round your answers to two decimal places. 1. Air Tampa's rss for $2 million debt: 2. Air Tempa's is for $4 million debt: 3. Air Tampa's rs for 56 million debt: d. Calculate Air Tampa's is at $6 million debt while assuming its federal-plus-state tax rate is now 40%. (Hint: The increase in the tax rate causes Vu to drop to $9.6 milion,) Do not round intermediate colculations. Round your answer to two decimal places. Compare this with your corresponding anwer to part c. Higher tax rate the financial risk premium at a given market value debt/equity ratio

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