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Back to Assignment es Attempts Keep the Highest / 3 13. Equity as an option General Forge and Foundry is a manufacturing firm. General Forge's

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Back to Assignment es Attempts Keep the Highest / 3 13. Equity as an option General Forge and Foundry is a manufacturing firm. General Forge's current value of operations, including debt and equity, is estimated to be $10 million General Forge has 4 million face-value zero coupon debt that is due in two years. The risk free rate is 6%, and the volatility of companies similar to General Forge is 50%. General Forge's performance has not been very good as compared to previous years. Because the company has debt, it will repay its loan, but the company has the option of not paying equity holders. The ability to make the decision of whether to pay or not looks very much like an option Based on your understanding of the Black-Scholes option pricing mode TopM), calculate the following values and complete the table. (Note: use 2.7183 as the approximate value ofe in your calculations. Do not round intermediate calculations. Round final answers to two decimal places.) Values: General Forge and Foundry Equity value Debt value Debt yield General Forge's management is implementing a risk management strategy to reduce its volatility Assignment 6 - Chapter 16: Capital Structure Decisions Based on your understanding of the Black Scholes option pricing model (OPM), calculate the following valves and complete the table. (Note: Use 2.718) as the approximate value ofe in your calculations. Do not round intermediate calculations. Round final answers to two decimal places) Values: General Forge and Foundry Equity value Debt value Deht vield General Forge's management is implementing a risk management strategy to reduce its volatility, Complete the following table, assuming that the goal is to reduce the company's volatility to 30% (Note: Do not round intermediate cakulations Round final answers to two decimal places) Goals General Forge and Foundry Equity value at 30% volatility Debt value at 30% volatility Debt yield at 30% volatility Complete the following sentence, assuming that General Forge's risk management strategy is successful and If its risk management strategy is successful and General Forge can reduce its volatility, the value of General Forge's stock will the value of its debt will

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