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Microlesson · 5-min read

Modigliani-Miller (MM) Approach With Tax

## Modigliani-Miller (MM) Approach — With Corporate Taxes

### Key Adjustment

When corporate taxes are introduced, the MM model recognises the tax-deductibility of interest, which creates a tax shield on debt. This makes the value of a levered firm higher than an unlevered firm.

### Relationship between Financial Leverage and Cost of Equity (with tax)

$$

\boxed{K_{eg} = K_{eu} + (K_{eu} - K_d) \times \frac{Debt(1-t)}{Equity}}

$$

Where:

SymbolMeaning
$K_{eg}$Cost of equity in a levered company
$K_{eu}$Cost of equity in an unlevered company
$K_d$Cost of debt
$t$Corporate tax rate
DebtMarket value of debt
EquityMarket value of equity

### Interpretation

  • Cost of equity (K_eg) increases linearly with the debt-equity ratio.
  • However, the increase is dampened by the (1−t) factor because tax savings on debt reduce the effective financial risk borne by equity holders.
  • Compared to the no-tax model, K_eg rises less steeply when taxes are introduced.

### Value of the Firm (with tax)

$$

V_L = V_U + (D \times t)

$$

Where D × t = present value of the interest tax shield.

> Conclusion: With corporate taxes, MM theory implies that a firm should use the maximum amount of debt to maximise its value (since each additional rupee of debt adds tax shield value).

Worked example

### Example 1

Q (May 04 — 3 Marks): Discuss the relationship between financial leverage and firm's required rate of return to equity shareholders as per MM (with tax) Proposition.

A: With corporate taxes, MM gives:

K_eg = K_eu + (K_eu − K_d) × [Debt(1−t) / Equity]

where K_eg = cost of equity in levered firm, K_eu = cost of equity in unlevered firm, K_d = cost of debt, t = tax rate. Cost of equity rises with leverage but the (1−t) factor reduces the increase because of tax shield on interest. Hence, a firm benefits from using more debt up to the point where bankruptcy/agency costs offset the tax advantage.

### Example 2

Illustration: K_eu = 15%, K_d = 10%, t = 30%, D/E = 2.

K_eg = 15% + (15% − 10%) × 2 × (1 − 0.30) = 15% + 5% × 1.4 = 22%.

If tax were ignored: K_eg = 15% + 5% × 2 = 25%. The tax shield reduces the cost of equity from 25% to 22%.

⚠️ Common exam mistakes

  • Forgetting the (1 − t) factor in the levered cost-of-equity formula under MM with tax.
  • Using book values instead of market values for Debt and Equity in the formula.
  • Confusing the WITH-tax formula with the WITHOUT-tax formula (no (1−t) in the without-tax version).
  • Stating V_L = V_U under MM with tax — actually V_L = V_U + Dt due to the tax shield.
Reference:
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