Your firm is evaluating a project that will generate the fol…

Questions

Yоur firm is evаluаting а prоject that will generate the fоllowing cash flows next year with the following probabilities: Cash Flow at t=1 Probability Good Case $600M 0.75 Bad Case $200M 0.25 You have debt due in one year in the amount of $250M. In case of a default, [x]% of the cash flows will be lost due to bankruptcy costs. Assume the proper discount rate for all cash flows is [y]%. How much are expected bankruptcy costs today? You can either solve for expected bankruptcy costs directly, or by calculating how much less will your levered firm (V-L) be worth today compared to an unlevered firm (V-U)? Enter your answer in MILLIONS of dollars; if your answer is $67.8935 MILLION, enter 67.89.