Which of the following is true of Merton's model:

A. The strike price is the market value of the debt
B. The strike price is the market value of the equity
C. The strike price is the book value of the equity
D. The strike price is the face value of the debt

D

In Merton's model, the strike price is the face value of the debt

Business

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Indicate whether the statement is true or false

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What will be an ideal response?

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