estion:

Calculate the weighted average cost of capital (WACC) for PDI.

E/V80.00%

Cost of equity9.40%

Risk-free rate 3.00%

Beta 1.28

Market equity risk premium 5.00%

D/V20.00%

Cost of debt4.00%

Corporate tax rate40.00%

WACC 80% x 9.40%) + [20% x 4% x (1 - 40%)]= 8.00% WACC = (E/V x Re) + ((D/V x Rd) x (1 - T))

*Cost of equityRisk free rate of return + (Beta * Risk premium) = 3% + (1.28 x 5%) 0.094

Givend the above, I cannot get the following:

Sum of FCF PV =?

Terminal value =?

Present value of terminal value =?

Total value of PDI =?

Assumptions

Discount rate ?

Terminal value ?

For each of the following distributions, compute the maximum likelihood estimator based on n i.i.d. observations X1; ..., X, and the Fisher information, if defined. If it is not, enter DNE in each applicable input box. (a) 3 points possible (graded) Xi ~ Ber (p), DE (0, 1) (Enter barX_n for the sample average X, Xn. = = Maximum likelihood estimator p = Hint: Use the definition of Fisher information that leads to the shorter computation. (If the Fisher information is not defined, enter DNE.) Fisher information I (p) = Use Fisher Information to find the asymptotic variance V (p) of the MLE p. V (p) = STANDARD NOTATION Submit You have used 0 of 3 attempts Save5. Let X1, ..., Xn be a random sample from Uniform(0, 0) with an unknown endpoint 0 > 0. We want to estimate the parameter 0. (a) Find the method of moments estimator (MME) of 0. (b) Find the MLE 0 of 0. (c) (R) Set the sample size as 25, do a simulation in R to compare these two esti- mators in terms of their bias and variance. Include a side-by-side boxplot that compares their sampling distributions.Question 27 1 pts Which one of the following statements is correct: Unbiased estimators are always asymptotically unbiased Asymptotically unbiased estimators are always unbiased O Asymptotically unbiased estimators are always consistent Unbiased estimators are always consistent