17) Calculation of Bankruptcy Probability Suppose a linear probability model you have
developed finds there are two factors influencing the past bankruptcy behavior of firms:
the debt ratio and the profit margin. Based on past bankruptcy experience, the linear
probability model is estimated as:
PDi = .25 (debt ratio) + .12 (profit margin)
A firm you are thinking of lending to has a debt ratio of 62 percent and a profit margin
of 14 percent. Calculate the firm’s expected probability of default, or bankruptcy.
A.17.18%
B.2.604%
C.14.99%
D.19.09%
18) Renee’s Boutique, Inc., needs to raise $75.25 million to finance firm expansion. In
discussions with its investment bank, Renee’s learns that the bankers recommend an
offer price of $67 per share and that 1.25 million shares of stock be sold. If the net
proceeds on the stock sale leaves Renee’s with $75.25 million, calculate the
underwriter’s spread on the stock issue.
A.$4.98
B.$5.12
C.$5.59
D.$6.80
19) Suppose that a firm’s recent earnings per share and dividend per share are $2.50 and
$1.00, respectively. Both are expected to grow at 5 percent. However, the firm’s current
P/E ratio of 23 seems high for this growth rate. The P/E ratio is expected to fall to 19
within five years. Compute a value for this stock. Assume a 10 percent required rate.
A.$36.19
B.$38.86
C.$40.31
D.$42.00