Doubts

Mockexam - 2c

Mockexam - 2c

by Jacob Maximilian Michalski -
Number of replies: 2

Hi Julio,
would you mind explaining question 2 c again? I feel that many of us might not have fully understood it, and the current solution seems a bit brief and not entirely clear. Coulld you please xplain the logic behind that 

thanks in advance !!

In reply to Jacob Maximilian Michalski

Re: Mockexam - 2c

by Julio Crego -

Let's consider the firm has a cashflow of 1 and a discount rate of 10% (for everything)
Before anything happens, the equity is:

\(E = \frac{1}{0.1}=10\)

If we have 10 shares (just to simplify), each of them is worth 1

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Let's assume the project requires an initial investment of 1 and provides a constant flow of 0.2 (NPV=1)

As soon as debt holders arrive, they give 1 to equity holders (leveraged recap), and there are only 9 shares

After the project's implementation, we know that debtholders receive 2; for instance, they might receive 0.2 forever. 

Then the current equityholders will receive 

\(E = \frac{1+0.2-0.2}{0.1}=10\)

since we have 9 shares, the share price is 1.11