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Warren Corporation%u2019s stock sells for $42 per share. The company wants to se

ID: 2701558 • Letter: W

Question

Warren Corporation%u2019s stock sells for $42 per share. The company wants to sell some 20-year, annual interest, $1,000 par value bonds. Each bond would have 75 warrants attached to it, each exercisable into one share of stock at an exercise price of $47. The firm%u2019s straight bonds yield 10%. Each warrant is expected to have a market value of $2.00 given that the stock sells for $42. What coupon interest rate must the company set on the bonds in order to sell the bonds-with-warrants at par?

Explanation / Answer

valueofwarrents per bond = 75 * 2 =150



1,000 - 150 - (1000/1.05^40) = the discounted stream of coupons X/1.05^n+ +


707.95 = Coupon * [(1 - (1/(1.05^40)]/0.05
Coupon = 709.95 / 17.159086
Coupon = 41.258024, .../1000 = 0.041258 * 2 = 0.082516 or 8.25%