Your company doesn’t face any taxes and has $500 million in assets, currently financed
entirely with equity. Equity is worth $40 per share, and book value of equity is equal to
market value of equity. Also, let’s assume that the firm’s expected values for EBIT depend
upon which state of the economy occurs this year, with the possible values of EBIT and
their associated probabilities as shown as follows:
The firm is considering switching to a 30 percent debt capital structure, and has
determined that they would have to pay a 9 percent yield on perpetual debt in either event.
What will be the standard deviation in EPS if they switch to the proposed capital
structure?