A portfolio is comprised of 35 securities with varying betas. The lowest beta for an
individual security is 0.74 and the highest of the security betas of 1.51. Given this
information, you know that the portfolio beta:
A. must be 1.0 because of the large number of securities in the portfolio.
B. is the geometric average of the individual security betas.
C. must be less than the market beta.
D. will be between 0 and 1.0.
E. will be greater than or equal to 0.74 but less than or equal to 1.51.
Kline Construction is an all-equity firm that has projected perpetual earnings before
interest and taxes of $879,000. The current cost of equity is 18.3 percent and the tax
rate is 34 percent. The company is in the process of issuing $6.2 million of 8.5 percent
annual coupon bonds at par. What is the levered value of the firm?
A. $5,278,164
B. $5,541,085
C. $6,422,225
D. $6,713,185
E. $7,385,695