Question

Sam and Fred would like me to accurately assess the capital structure of their firm because...

  1. Sam and Fred would like me to accurately assess the capital structure of their firm because they want to convert their balance sheet figures from historical book values to market values. Their balance sheet (book values) as of today is as follows:

Long-term debt (bonds, at par)

$30,000,000

Preferred stock

   3,000,000

Common stock ($10 par)

15,000,000

Retained earnings

2,000,000

Total debt and equity

$50,000,000

The bonds have a 7.0% coupon rate, payable semiannually, and a par value of $1,000. They mature exactly 15 years from today. The yield to maturity is 12%, so the bonds now sell below par. What is the current market value of Fred and Sam's debt?

Homework Answers

Answer #1
Market value of bond is present value of future cash flows
No of bond oustanding 30000000/1000
No of bond oustanding              30,000
Semi-annual coupon amount $35 1000*7%*(6/12)
Semi-annual yield 6.00% 12%/2
No of payments 30 15*2
Price of bond Coupon amount*(1-(1+r^-t)/r)+Par value*(1/(1+r^t))
Interest rate is r and time period is t
Price of bond 35*(1-(1.06^-30)/0.06)+1000*(1/(1.06^30))
Price of bond 35*13.76483+1000*0.17411
Price of bond $655.88
Market value of debt 30,000*655.88
Market value of debt $19,676,376.64
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