Foundations track

Foundations · Phase 8

Where the money comes from

Debt, equity, and what 'cost of capital' means before any formula.

In plain English

A company funds itself in two ways. It borrows — that is debt, and it must be paid back with interest whatever happens. Or it sells a share of itself — that is equity, and those owners get whatever is left over, which might be a lot or nothing. Debt is cheaper but unforgiving; equity is expensive but patient.

The advanced view

Debt is cheaper because its claim is senior and its interest is usually tax-deductible, but each additional krona of leverage raises the probability of financial distress and the required return on the residual claim. The weighted average of the two required returns — the WACC — is the hurdle every project must clear, and it is set by the risk of the assets, not by the mix used to buy them.

Lenders get paid first and get a fixed amount, so they take less risk and demand less return. Shareholders get paid last and get whatever remains, so they take more risk and demand more return. That single ranking explains nearly every financing decision a company makes.

'Cost of capital' sounds technical but is simply the return the people funding you expect. If lenders want 5% and shareholders want 12%, and the company is funded half and half, the blended expectation is around 8.5%. Any project earning less than that destroys value even if it makes an accounting profit — because the money could have been used for something that cleared the bar.

The blend, in plain arithmetic

Cost of capital ≈ (share of debt × cost of debt) + (share of equity × cost of equity)
After tax, interest costs less: cost of debt × (1 − tax rate)

Essential vocabulary

Interest
What lenders are paid for the use of their money. A contractual cost.
Dividend
Cash paid out to shareholders from profits. Optional, not contractual.
Cost of equity
The return shareholders expect for taking the residual risk. Never appears on the income statement, but it is real.
Cost of capital
The blended return all funders expect. The minimum a project must earn.
Default
Failing to make a required debt payment. The reason leverage has a limit.

Common pitfalls

  • ×Thinking equity is free because dividends can be skipped. Shareholders still demand a return, and they show it by selling.
  • ×Loading up on debt because it looks cheap, ignoring that each extra krona raises the risk of both claims.
  • ×Judging a project against the interest rate on the loan that happens to fund it rather than the blended cost of capital.

Why it works

Capital is scarce and always has an alternative use, so the return available elsewhere at the same risk is the true cost of using it here. Blending the two funders' expectations by their weights gives one hurdle rate — and comparing a project's return with that hurdle is the whole of corporate finance in miniature.

How it is used — should the project go ahead?

Step 1 of 6

  1. 1Funding: 40% debt at 5%, 60% equity at 12%. Tax 25%.

Deeper

Deeper: why the cost of capital is a blend, and why debt is cheaper

Debt is cheaper than equity for two reasons: lenders are paid first (less risk, so a lower required return) and interest is tax-deductible, so the government pays part of it. After-tax cost of debt = kd × (1 − t). Equity holders sit last in the queue and demand more.

That does not make more debt always better. As leverage rises, both the lenders and the shareholders demand more, because the equity's cash flows become more volatile. Modigliani–Miller with taxes says value rises with the tax shield; in practice it is offset by distress costs, so there is an interior optimum, usually expressed as a target net debt / EBITDA.

Must know cold

  • WACC = E/(D+E) × ke + D/(D+E) × kd × (1 − t), all at market values.
  • CAPM: ke = rf + β × ERP.
  • After-tax cost of debt = kd × (1 − t).
  • Levered beta rises with D/E: βL = βU × [1 + (1 − t) × D/E].

Exercises

Try each one on paper before revealing the worked solution.

Exercise 1

Equity 600 at ke 10%, debt 400 at kd 6%, tax 25%. What is WACC?

Exercise 2

The company swaps 200 of equity for 200 of debt. Why does WACC not fall by the full spread?

References

  • Berk, J. and DeMarzo, P. (2023) Corporate Finance. 6th Global Edition, Pearson, Harlow.
  • Modigliani, F. and Miller, M. H. (1958). 'The Cost of Capital, Corporation Finance and the Theory of Investment', American Economic Review, 48(3), 261–297.

Statistics glossary for this phase

The terms an interviewer expects you to use precisely — with the pitfall attached to each.

Discount rate

Rate that converts future cash to today's value; compensation for time and risk.

In finance

Small changes swing a DCF more than most operating assumptions.

Pitfall

×Mismatching the rate to the cash flow: WACC for firm cash flows, cost of equity for equity cash flows.

Beta

Covariance of an asset with the market divided by market variance — a regression slope.

In finance

Feeds the cost of equity in CAPM and therefore every WACC and DCF.

Pitfall

×Using raw historical beta without unlevering and relevering for the target's capital structure.

Volatility (annualised)

Standard deviation of returns scaled to a year by the square root of time.

In finance

The quoted risk measure for any asset, and the input to option prices.

Pitfall

×Scaling by time instead of the square root of time, or mixing daily and monthly returns.

Practise this

The drills and cases where this phase turns into arithmetic you do out loud.