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how do u calculate capital structure in a perfect market?

how do u calculate capital structure in a perfect market?
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Answer #1

The basic idea of capital structure in a perfect market is the choice of debt or equity financing will not affect the total value of a firm, its share price, or its cost of capital. As a result, firms and their stockholders are indifferent to choice of financing - Equity or Debt.

Here the theory of Modigliani-Miller on Leverage, Arbitrage, and Firm Value is of importance.

The key idea is leverage (use of debt as well as equity to finance firm) affects who gets the firm’s cash flows but not the cash flows themselves.

Perfect markets are :

1) Investors and firms can trade the same set of securities at competitive market prices equal to the present value of their future cash flows.

2) There are no taxes, transaction costs, or issuance costs associated with security trading.

3) A firm’s financing decisions do not change the cash flows generated by its investments, nor do they reveal new information about them.

MM Proposition I: In a perfect capital market, the total value of a firm is equal to the market value of the total cash flows generated by its assets and is not affected by its choice of capital structure.

MM and the Law of One Price :

1) the total cash paid to a firm’s investors (debt and equity) equals the total cash generated by the firm’s assets.

2) by the Law of One Price, the firm’s debt and equity must have same value as the firm’s assets.

3) by assumption, capital structure has no impact on the total cash flow generated by firm’s assets - a change in capital structure has no impact on the combined value of the firm’s stock and bonds Note: capital structure decisions only affect who gets the firm’s cash flows.

The value of a levered firm differing from an otherwise equivalent un-levered firm creates an arbitrage opportunity

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