Internet Application Questions The following problems are interrelated and involve the steps necessary to calculate the WALL for Telus Corporation . 1 . Most publicly traded companies in the United States are required to submit quarterly (I'm! ) and annual ( TOK ; reports to the SEC detailing the financial operations of the company over the past quarter of year , respectively . These corporate filings are* available on the STIC website at sec. gov . In Canada , companies make Filings with The local regulatory body such as the Ontario Securities Commission , and the filings can be found at sedar.com . Go to the website and search for the most recent filings made by T'clus Corporation . Locate the book value of debt , the book value of equity , and information breaking down the company's long - term debt . 2. You wish to calculate The cost of equity for'Telus . Go to finance yahoo . com and enter the ticker symbol "I. TO" to locate infor* mation on the firm's stack , listed on the "['S`` Locate the most recent price for Tchus , the market capitalization , the number of shares outstanding , the beta , and the most recent annual dividend . Can you use the dividend discount model in this case ?" Gold bank ofcanada . It and follow the " Interest Rates " link to locate the yield on the three - mouth Treasury bills. Assuming a 4 per- Cent market risk premium , what is the cost of equity for Telus using CAPIT ?" {. You now need to calculate the cost of debt for Tclus . Go to pfin . ca/ canadian fixedincome / Default . aspix and, under L.arpirates section , search for yield to maturity data for some of Telus's hands . What is the weighted average cost of debt for Telus using* the houk value weights and the market value weights ? Does it make a difference if you use book value weights or market value* weights ?" 1 . Now You can calculate the weighted average cost of capital for I'dluis , using book value weights and market value weights , assuming Telus has a 35 percent In` I marginal tax rate . Which number is more relevant ?"