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ACFI304 Business Finance
创建日期：2024-04-02 15:28:56
所属分类：会计Accounting
标签： ACFI304
Business Finance
ACFI304 Business Finance

Section I
Instruction: answer at least one question from this section.
Question 1
a) Many mergers which make economic sense, fail. Suggest and explain plausible reasons for
their ultimate failure.
(12 marks)
Suggested Answer:
• Differences in production processes – which ones continue, which ones are
mothballed, how are existing ones integrated?
• Differences in accounting / finance methods eg expense claims and bonus / share
option schemes.
• Disagreement over who stays / goes – if your most innovative / creative staff want to
leave as a result of the merger, it defeats the object of trying to keep the expertise
within the organisation. There may be disagreements over who keeps their jobs in
general, which board members remain and who has the power going forward?
• Differences in pay / benefits and salary structures.
• Differences in knowledge / credentials / training provisions.
• Cultural issues – the two organisations can’t agree on practices and procedures and
how business is done day to day (eg. Daimler-Benz vs Chrysler – both culturally very
different, DB eventually offloading 80% of its stake in Chrysler).
• Legal issues – breaching of anti-trust laws in the US – failure occurs because
competition within the industry would subsequently be reduced – within the UK and
Europe you have the EU Commission and the Competition Commission.
• Public anti-sentiment forcing the Government to intervene.
• Protecting certain “sensitive” sectors from foreign ownership eg. Defence.
Approx. 1.5 marks per suggestion but other viable suggestions may be considered.

b) Calculate the price of a call option by using the Black-Scholes option pricing model, given
the following information: Stock price = £75, strike price = £90, Time to Expiration = 4
weeks, stock price variance = 0.40, risk-free interest rate = 0.05.
(13 marks)
Paper Code: «Module» Page 3 of 20

Suggested Answer:
The call option price is found by the formula:
C = S x N(d1) – Xe-rt x N(d2)
Where,
d1 = [ln(S/X) +(r + 1/22)t]/[ t]
d2 = d1 - t;
N = Cumulative Normal Distribution
d1 = [ln(£75 / £90) + (0.05 + (0.40 / 2))  (4 / 52)] / [0.40  (4 / 52)]0.5
= -0.9298
d2 = -0.9298 - [0.40  (4 / 52)]0.5
= -1.11 to 2 dps
N(d1) = N(-0.92) – 0.98*[N(-0.92) – N(-0.93)]
= 0.1788 – 0.98*(0.1788 – 0.1762) = 0.176252
N(d2) = N(-1.11) = 0.1335
C = [£75  N(d1)] - [£90 e-(0.05)(4/52)  N(d2)]
= [£75 (0.176252)] - [£90 e-(0.05)(4/52) (0.1335)]
= £13.2189 - £11.9688767 = £1.25

c) Describe forward rate agreements using an appropriate numerical example in your answer.
(8 marks)
Suggested Answer:
The applicable money market rates are:
» 2 months 5.25% - 5.75%
» 6 months 5.5% - 6%
» 8 months 5.625% - 6.125%
– Scenario: The firm’s cash flow forecast shows that £50m is required in two months
time to fund operations for the following six months - the firm will borrow £50m in 2
months time at whatever the 6-month rate is in 2 months’ time
Paper Code: «Module» Page 4 of 20

– The current six-month money market interest rates are 5.5% - 6%
– The Treasurer believes interest rates are expected to rise over the following two
months, implying exposure to interest rate risk due to the expected higher
borrowing costs in 2 months-time (ie. at which time, the firm will need to borrow
£50m)
– In a separate transaction, today, the firm can approach a financial institution
through the money markets to fix today the interest rate that it has to pay in two
months’ time on a notional value of £50m for 6-months (hedging via a FRA)
– The FRA is thereby a separate mechanism through which a company can lock itself
into a rate of interest today, for a future loan.
– The forward 6-month rate that the financial institution proposes on the FRA is likely
to be 6.4167% since they determine such rates by taking into account forward
forward loans (borrowing for 8 months today at 8 month rate, place on deposit for
2 months at 2 month rate – net interest derives the fwd 6-month rate)
– If the actual 6-month interest rate rises to 8% in 2 months, the company receives
1.5833% compensation under its FRA to bring its net interest cost back to 6.4167%
(paying 8% on its separate transaction of the £50m 6-month loan but receiving
1.5833% from the FRA)
– If the actual 6-month interest rate falls to 5% in 2 months, the company pays
1.4167% compensation to the F.I to keep an annual interest rate at 6.4167%
(paying 5% on its separate loan but also paying 1.4167% on the FRA).
– The latter scenario ends up costing the firm more than if they had just taken the
risk of being unhedged!
– Note that the FRA is a totally separate contractual agreement from the loan
itself.
[Total: 33 marks]

Question 2
a) Explain what happens to the price of a European Call Option when each of the five
variables in the Black-Scholes options valuation model changes. You are to assume that
only one variable changes at any given time and the remaining variables remain constant.
(12 marks)
Suggested Answer:
• It essentially revolves around the likelihood of an option being in the money when it
matures.
• For a call, if the stock price is increasing, moving further away from the strike (currently
ITM) or towards the strike (if currently OTM), the option price increases because it is more
likely to end up in the money. St must be > strike for option to be ITM.
• If stock price reduces, moving towards the strike (currently ITM), call option price
decreases as there is a greater chance that it will end up out of the money. Likewise, if it
is currently OTM, and the price moves further below the strike, very likely to finish OTM.
• An increase in volatility means that the stock price is moving a lot around the expected
value. Thereby, there is an increased probability of extreme changes both up and down
(deemed increased chance of moving from out of the money to into the money)
• For both calls and puts , the greater the time to maturity, the more time there is for an
option to move from out of the money to into the money.
• Time value of money factor: refers to the discounting applied by the risk free rate of return.
For a call, its price is equal to
• C = N(d1)*S – X e-rfTN(d2)
• Here, you are subtracting the present value of the exercise price.
• So, increased rf means that the PV of the strike is smaller and you are subtracting a smaller
value from the N(d1)*S.
• As rf increases, PV is smaller, option price is larger
• When rf is 12% as opposed to 10%, for example, X e-rfTN(d2) becomes smaller and you
are therefore subtracting a smaller number from N(d1)*S, and the resultant call price is
larger.

b) In relation to a firm’s dividend policy, compare and contrast the “Bird in Hand Theory” and
the “Clientele Effect.”
(13 marks)

• The former theory advocates that increasing dividends increases a firm’s value.
Shareholders are risk-averse and prefer to receive dividend payments rather than capital
gains in the future.
• ie: “A bird-in-the hand is worth more than two in the bush”.
• There will be increased demand for the common stocks of companies that pay generous
dividends compared to companies that pay smaller dividends
• Pushes stock price up of those companies paying more generous dividends
– Firms incentivised to pay more generous dividends for the subsequent increase in
value

With regards the Clientele Effect, it offers a contrary argument to the Bird in Hand –
different investors will be attracted to the firm whose dividend payout policy suits them and
therefore, the policy will not affect a firm’s value.
• Corporations differ with respect to their dividend policy:
• High dividend pay-out ratio.
• Low dividend pay-out ratio.
• Investors also vary with respect to their preferences
• Some prefer high dividends.
• Others prefer low dividends.
• In conjunction with Modigliani and Miller (1961): There are enough firms out there to suit
the dividend preferences of all investor types:
“as there are enough shares to satisfy the needs of particular investor clientele, no
corporation will be able to affect its share price by changing its dividend policy.”
• Those who prefer low pay-out won’t switch to and be attracted by the higher pay out firms
• Dividend policy does NOT affect a firm’s value! Ultimately, each corporation tends to
attract a clientele consisting of those investors who prefer its particular pay-out ratio.

c) Storm Plc starts life with all equity financing and a corresponding cost of equity of 14%.
Suppose that it refinances to the following market value capital structure:
Debt: 45%
Equity: 55%
Cost of Debt: 9.5%
Use Modigliani and Miller’s second proposition (MM II) to calculate the new cost of equity
resulting from the new capital structure. Then calculate Storm Plc’s after-tax WACC if the
marginal rate of tax is 40%.
(8 marks)

Suggested Answer:
According to MM II, WACC does not change when capital structure changes so calculate
the WACC prior to the capital structure change:
WACC is therefore just the cost of equity of 14% because it is 100% equity financed!
New cost of equity with WACC unchanged:

= 14% + (14%− 9.5%) ×
45
55
= 17.68%
Storm’s after tax WACC:
We have to adjust the Cost of Debt by the marginal rate of tax:

= (9.5% × (1 − 0.40) ×
45
100
) + (17.68% ×
55
100
) = 12.289%
Paper Code: «Module» Page 8 of 20




[Total: 33 marks]

Question 3
a) When considering the motivations of a firm wanting to merge its business with another
firm, explain the meaning of “Economies of Scale” and “Economies of Vertical Integration.”
(8 marks)

Suggested Answer:
Economies of Scale
A larger firm may be able to reduce its per unit cost by using excess capacity or spreading
fixed costs across more units.
Economies of such merger may come from sharing central services such as office
management and accounting, financial control, executive development, and to-level
management

Economies of Vertical Integration
Control over the production process by expanding back toward the output of the raw
material and forward to the ultimate consumer
Merge with a supplier or a customer
Control over suppliers “may” reduce costs.
Over integration can cause the opposite effect.

b) The chart below plots the monthly returns of the stock FinCo Plc versus the monthly returns
of the underlying market index, the Ftse-All-Share. The data is for the period November
2009 to November 2014.

Required:
i) What proportion of FinCo Plc’s returns could be explained by market movements?
Explain your answer.
(4 marks)
ii) What proportion of risk could be said to be diversifiable?
(2 marks)
iii) How does the diversifiable risk show up on the plot? Explain your answer.
(4 marks)
iv) What is the 95% confidence interval for the range of possible beta estimates?
(4 marks)
Total: (14 marks)
Suggested Answer:
i) The R-squared value represents the proportion of the total variance in the stock’s returns
that can be explained by the movements in the market. It is the goodness of the fit of the
FinCo return, %
Paper Code: «Module» Page 10 of 20

model to the data and has a value of 60% in this case. Ie 60% of the variance in FinCo
Plc’s returns could be explained by the variance in the market’s returns in this case for
this data set.

ii) If 60% of the variance in FinCo’s returns is explained by the market (systematic element
and non-diversifiable), then 40% remains to be explained. The latter is attributable to the
diversifiable risk components of FinCo Plc.

iii) The line of best fit represents the modelling of the impact of the market on the stock’s
returns (based on the data gathered). How scattered the plot is around the line of best fit
indicates the strength of the model – more scatter and more outliers away from the line
indicates less accuracy in the model. Therefore, the diversifiable / non-market influence
is represented by the extent of the scatter of the data around the line of best fit. This is
further evidenced by the size of the R-squared value.

iv) •95% CI = Estimated Beta +/- (1.96 * standard error)
CI = 1.65 +/- (1.96*0.17)
1.65 +/- (0.3332)
Therefore, the true beta for FinCo is between 1.9832 and 1.3168 and we have a 95%
chance of being correct. The range of possible errors in the Beta estimate is +/- 0.3332.

c) Describe the characteristics of a finance lease and from the perspective of the lessee,
explain why companies engage in leasing in general.
(11 marks)
Suggested Answer:
– Financial Lease: long term, extending over most of the economic life of the asset
– Cannot be cancelled by the lessee
– The lessee must also agree to maintain the asset and insure it
– The asset becomes the property of the lessee at the end of the lease if all of the
payments plus interest have been made
– OR, it becomes the property of the lessee upon payment of a final “balloon”
amount
– Leasing preserves capital: Reduces borrowing to purchase the asset; though it is
possible to borrow the face value of the asset holding it as collateral if the asset is
Paper Code: «Module» Page 11 of 20

initially bought for cash. Hence, the bank balance will remain the same by leasing
or buying and borrowing!
Leases may be off balance sheet financing: For example, in Germany, an asset
acquired and financed through assets acting as collateral as well as the lease are
excluded from the balance sheet.
[Total: 33 marks]
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PHIL2617 PHYS3116 MIE250 BCPM0008 ECN 620 QBUS6830 ECSE-415 ECON5102 MGMT20005 MAT 653 ECO 480 COMP 5/600 CSSE 5600 ME 571 7CCMMS61 CS 550 COMP2865 MATH3075 STATS 506 QTM 220 ISYS2120 FIT5106 STAT 153 MKTG3112 ECON2102 ELE2018 COMP3031 MSIN0010 SCC461 MATH237 CS246 CSC3065 CSE 101 ICTWEB411 COMP9313 ECOS 2025 FN620 MATH11111 MATH 3018 KE1068 FINA 6112 C++ MISM 6202 MSIN0105 CSC8631 MECO6935 COMP4121 ACCT2011 DPBS1150 EEL 3701C F19PL OPM 661 CSE 310 CS918 BIOL30001 ACCT3563 BANK3600 MET CS622 MATH367 ACCT5907 Continuing COMP5048 COMP61021 CS3334 GSOE9210 CSCI-570 COMP 5322 HW 2 ALY-6020 IEOR 4706 DATA 200 EBUS504 CGE12412 COMP4108 7SSMM800 ECMM171P MATE50002 CS225 RS 6003 BH2274 ELEC3111 MAT6669 ECON-UA 227 PHIL 1012 7SSMM603 TB028A P6 ECS708 CSC 427 CS6476 CSE 250A A1A2 ITS61504 EECS 376 model HW6 UV0010 ECON 6074 MG4F7 CMP-7030Y INFO3008 BFIP013 ECON 5068 MATH6002 CS3483 PSTAT 131 C31FM CSOR W4246 AAEC 5307 DATA ELEC362 COMSM0047 ECN6006 MA20224 BST351 MATH 323 MATH323 AA2021 COMP3811 COMP2013 IB9X60 INVP001 EMATM0051 COMP220 BLAW1002 E20 TCP8001 ECON61001 EART40005 ECONM1022 MATH 365 MATH 367 ELEC6218 COMP 5812M EDUC 5061M ELEC ENG 1101 equation MATH6174 ST334 C4 EC9570 A33648 EBUS603 ECON47815 stata WFMS0001 PEM102 INF6060 ionically ELECTRICAL MATH 375 MMW 12 MKTG860 ECON60401 ALY6010 SOST20131 Introduction COM3524 MME2 GGR305 JNB 538 EECS101 COMM5030 IEOR E4601 2B CSC336 EN2315 LAW 432 CSC263 MATH2001 OLET1143 CSCB63 SIT772 COMM1170 STAT 441 MS930 INFT3050 GLBH0030 Stat 120B MAST10007 MGEC61 Machine GGR 252H1S ECON7030 Financial Marketing MGMT30019 ECON5120 SDSC 8009 CSC165H1S DSCI 551 3081W ACM41000 ECA 5304 MATH 1064 ECSE444 DATA 604 COMP7105 MIE1615 ECON4004 ENV200H1S EC481 MKT 306 EC1B1 MATH08051 ALY6140 CS260C CSE30 MSIN0226 CS4103 CSC3064 AM16 COMP11212 CSE4101 PSTAT 174 Math 380W CNT 5106C STAT 310 FIN2028 CS5014 STAT 425 COMP 4102A ELEC2140 MANF9544 QRM 9 QRM 8 ECON 457 COMPSCI 4091 MATH 523 DNSC-4211 PEAS 6000 MSIN0180 COMP2119 A2A HT 2022 IB93F0 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