The CFO of Sterling Chemical is interested in evaluating the cost of equity capital for his firm. However, Sterling uses very little debt in its capital structure (the firm's debt-to-equity...


The CFO of Sterling Chemical is interested in evaluating the cost of equity capital for his firm. However, Sterling uses very little debt in its capital structure (the firm's debt-to-equity capitalization ratio is only 20%), while larger chemical firms use substantially higher amount of debt. The following table shows the levered equity betas, debt-to-equity ratios, and debt betas for three of the largest chemical firms:





























Company NameLevered Equity BetasDebt/Equity CapitalizatioinAssumed Debt Betas
Easman Chemical Co. (EMN)1.7930.77%0.30
Celanese Copr. (CE)1.9823.55%0.30
Dow Chemical Company (DOW)1.7121.60%0.30

a. Use the information given above to estimate the unlevered equity betas for each of the companies.


b. If Sterling's debt-to-equity capitalization ratio is .20 and its debt beta is 30, what is your estimate of the firm's levered equity beta?




(answer it in excel)
























































































































































































































































































































PROBLEM 4-7
Givena. Solution:Solution Legend
Analysis of unlevered equity beta with risky debt beta = .30Tax Rate38%= Value given in problem
= Formula/Calculation/Analysis required
LeveredDebt/EquityAssumedUnlevered= Qualitative analysis or Short answer required
Company NameEquity BetasCapitalizationDebt Betas Equity Betas= Goal Seek or Solver cell
Eastman Chemical Co. (EMN)                          1.790030.77%0.30= Crystal Ball Input
Celanese Corp. (CE)                          1.980023.55%0.30= Crystal Ball Output
Dow Chemical Company (DOW)                          1.710021.60%0.30
Average
b. Solution
Analysis of Sterling
Analysis based on simple average of unlevered equity betas
beta unleveredD/Ebeta debtD/E beta levered
20.00%0.300.2
Jun 06, 2022
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