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Microlesson · 5-min read

Arbitrage Process

## Arbitrage Process

Arbitrage means buying an asset or security at a lower price in one market and simultaneously selling it at a higher price in another, profiting from the price difference. As investors do this, equilibrium is restored across markets.

### Role in MM theory

MM use arbitrage to prove that two identical firms — one levered (with debt) and one unlevered (no debt) — must have the same total value.

  • If the levered (higher-valued) firm is overpriced, investors sell its shares and instead buy shares of the lower-valued firm.
  • By doing so they can earn the same return at a lower outlay with the same (or lower) perceived risk — leaving them better off.
  • This buying/selling pressure pushes the two firms' values back into equilibrium, confirming that capital structure cannot create value (in a no-tax world).

### Takeaway

Arbitrage is the behavioural mechanism that enforces MM Proposition 1 — value of levered firm = value of unlevered firm.

⚠️ Common exam mistakes

  • Thinking arbitrage requires extra risk or extra investment — the point is the SAME return at a LOWER outlay with the same/lower risk.
  • Believing arbitrage opportunities persist — they vanish as investors trade and the two firms' values equalise.
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