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Suppose Alpha Industries and Omega Technology have identical assets that generate identical cash flows. Alpha Industries is an all-equity firm, with 10 million shares outstanding that trade for a...

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Suppose Alpha Industries and Omega Technology have identical assets that generate identical cash flows. Alpha Industries is an all-equity firm, with 10 million shares outstanding that trade for a price of $22 per share. Omega Technology has 20 million shares outstanding as well as debt of $60 million.

a. According to MM Proposition I, what is the stock price for Omega Technology?

b. Suppose Omega Technology stock currently trades for $11 per share. What arbitrage oppor- tunity is available? What assumptions are necessary to exploit this opportunity?

Answered Same Day Dec 25, 2021

Solution

David answered on Dec 25 2021
128 Votes
a. V(alpha) = 10 22 = 220m = V(omega) = D + E  E = 220 – 60 = 160m  p = $8 per
share.
. Omega is overpriced. Sell 20 Omega, Buy 10 alpha and bo
ow 60. Initial = 220 – 220
+ 60 = 60. Assumes we can trade shares at cu
ent prices & Assumes we can bo
ow at
same terms as Omega (or own...
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