Choose any three major U.S. publicly traded firms (choose from three different industries). Choosing U.S. based firms makes this easier because you may not find complete financial data for many foreign firms (even well known firms). For each of the three firms do the following:

1.   Find and report the current Enterprise Value, trailing (lagging) P/E ratio, market capitalization, Beta (from VL), Total Cash, Total Debt, and EV/EBITDA for the firms.

2.   Using the CAPM model, R_i = R_F + β_i [R_M – R_F], estimate the required return for the equity or common stock of the firm. Use the equity Beta that you obtain from ValueLine (not from Yahoo). Use 5.5% for the [Rm-Rf] market risk premium.