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This question has been posted before: All the answers were correct except the ga

ID: 3045422 • Letter: T

Question

This question has been posted before: All the answers were correct except the gains and losses last question. Please assist.

The Chocolate Ice Cream Company and the Vanilla Ice Cream Company have agreed to merge and form Fudge Swirl Consolidated. Both companies are exactly alike except that they are located in different towns. The end-of-period value of each firm is determined by the weather, as shown below. There will be no synergy to the merger.

State Probability Value

Rainy .1 $ 410,000

Warm .4 590,000

Hot .5 1,115,000

The weather conditions in each town are independent of those in the other. Furthermore, each company has an outstanding debt claim of $590,000. Assume that no premiums are paid in the merger.

a. What are the possible values of the combined company? (Do not round intermediate calculations.)

Possible states Joint Value

Rain-Rain $

Rain-Warm

Rain-Hot

Warm-Warm

Warm-Hot

Hot-Hot

b.

What are the possible values of end-of-period debt values and stock values after the merger? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations.)

Debt Value Stock Value

Rain-Rain $ $

Rain-Warm

Rain-Hot

Warm-Warm

Warm-Hot

Hot-Hot

c. How much do stockholders and bondholders each gain or lose if the merger is undertaken? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations )

Bondholder gain/loss $

Stockholder gain/loss $

Total debt value post-merger = Probability * debt value

These are available in 2 tables above

So Total debt value post-merger = 827,000

Bond holders are loosing =

Stock holders are gaining =

Explanation / Answer

Value of the combined company is calculated in the below table

The joint values are the sums of the values of the two companies for the particular state.

If a firm cannot service its debt, the bondholders receive the value of the assets. Thus, the value of the debt is the value of the company if the face value of the debt is greater than the value of the company. If the value of the company is greater than the value of the debt, the value of the debt is its face value. Here, the value of the common stock is always the residual value of the firm over the value of the debt

Joint probabilities are calculated in below table

Rain Rain = 0.1 * 0.1 = 0.01, similarly for other states

Individual Debt value = 0.1*(410000) + 0.4*590000 + 0.5 * 590000 = 572,000

For the merger, debt value individually = 572,000 * 2 = 1,144,000

Total debt value post-merger = Probability * debt value

These are available in 2 tables above

So Total debt value post-merger = 827,000

Bond holders are loosing 1,144,000 - 827,000 = 317,000 loss

Stock holders are gaining = 317,000 gain

Possible State Joint Value Debt Value Stock Value Rain-Rain                    820,000                    820,000                      -   Rain-Warm                1,000,000                1,000,000                      -   Rain-Hot                1,525,000                1,180,000           345,000 Warm-Warm                1,180,000                1,180,000                      -   Warm-Hot                1,705,000                1,180,000           525,000 Hot-Hot                2,230,000                1,180,000       1,050,000
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