Company Market Cap Debt Maturity Time Risk Free Rate

Escorts 6648.66 7011.3 1 0.07

Page Industries 36807.79 758.91 1 0.07
Amtek India 26639.65 18879.01 1 0.07
Eicher 62150.51 1054.3 1 0.07
Kajaria 15555.57 2737.9 1 0.07
Bosch 41090 2034.8 1 0.07
Britannia 57778.78 6039.6 1 0.07
United Breweries 200326.56 11056.5 1 0.07
 Merton
Merton Model
Model --Company
Company Asset
Asset Valuation
Valuation

Std Deviation Value of Company Assets % Difference

0.383 13659.96 -3.47%
0.348 37566.7 -0.14%
0.367 45518.66 -2.80%
0.943 63204.81 -0.11%
0.718 18293.47 -1.02%
0.439 43124.8 -0.32%
0.497 63818.38 -0.64%
0.69 211383.06 -0.35%
l --Company
Company Asset
Asset Valuation
Valuation

Based on Calculation

Value of the Company Assets Volatility of Company Assets

13185.89 0.19
37515.39 0.34
44242.30 0.22
63133.53 0.93
18107.55 0.62
42987.23 0.42
63410.07 0.45
210635.56 0.66
 Select Company Eicher

Equity 3000000.00
Debt 10000000.00
Time 1.00
Stock Volatility 0.80
Risk Free Rate 0.05

V0 Value of the Company 12395387.19

σv Volatility of Company Assets 0.21
Equation 1 0.00
Equation 2 0.00

Minimize Function 0.00