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When personal taxes on interest income and bankruptcy costs are considered, the general expression for the value of a levered firm in a world in which the tax rate on equity distributions equals zero is:

V₁ = Vu + [1-(1-D - PV (Distress Costs) (1-tint) VL

Where:
V₁ = The value of a levered firm.
Vu = The value of an unlevered firm.
D = The value of the firm's debt.
t = The tax rate on corporate income.
tint = The personal tax rate on interest income.
PV(Distress Cost) = The present value of the costs of financial distress.

a. In their no-tax model, what do Modigliani and Miller assume about tint and PV(Distress Cost)? What do these assumptions imply about a firm's optimal debt-equity ratio?
b. In their model with corporate taxes, what do Modigliani and Miller assume about t, tint, and PV(Distress Cost)?

User Free Bud
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Final answer:

Modigliani and Miller's no-tax model assumes no personal tax on interest or financial distress costs, implying no optimal debt-equity ratio. In their corporate tax model, they assume corporate taxes exist but personal tax on interest and financial distress costs do not, suggesting an optimal debt-equity ratio would be infinitely high.

Step-by-step explanation:

When considering the value of a levered firm in a world with personal taxes on interest income but no taxes on equity distributions, Modigliani and Miller made specific assumptions in their models. In their no-tax model, they assumed that both the personal tax rate on interest income, tint, and the present value (PV) of financial distress costs are equal to zero. These assumptions imply that there would be no optimal debt-equity ratio since the value of a levered firm would be the same as an unlevered firm, as debt would neither provide a tax shield benefit nor have bankruptcy cost implications.

In their model with corporate taxes, Modigliani and Miller assumed that the corporate tax rate, t, is positive, providing a tax shield benefit to the firm, while keeping the personal tax rate tint and the PV of financial distress costs at zero. This leads to the implication that in a world of corporate taxes only, the optimal debt-equity ratio would be as high as possible, as debt would provide a tax shield while incurring no personal tax or bankruptcy costs.

User Digital Da
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