FIN435 • Final Exam • T/F Study Guide

Options, Dividends, and M&A

T/F focus only • big picture • terms • equations • traps • theories

Use this page to prepare for the conceptual part of the final.

This guide is built for the true / false part, not the full calculation part. It pulls together the main ideas from the three final buckets: options, dividend policy, and mergers & acquisitions.

The best way to use it: learn the big idea first, then the key terms, then the equation meaning, then the common confusion that turns a statement from true to false.

Big ideaKnow what problem each chapter is trying to solve.
Term precisionMany T/F questions flip on one word: direct, fixed, European, premium, board, shareholder.
Trap awarenessMost wrong statements are almost right but ignore assumptions, limits, or stakeholder conflict.

How to study this page

1
Read the overviewStart with the chapter’s main story before memorizing terms.
2
Check the equation meaningFor T/F, you usually need recognition and interpretation more than full derivation.
3
Memorize the confusionsThese are the places where statements often become false.
4
Use the T/F trapsTry to explain why each false statement is false in one sentence.
Exam overview Options Dividends M&A Final reminders

Exam overview

Options chapter story

Options are about rights, obligations, and pricing logic. Start with payoff at expiration, then move to binomial no-arbitrage logic, then Black-Scholes as the continuous-time version.

Dividend chapter story

Dividend policy asks whether payout form changes value. M&M gives the benchmark of irrelevance under strict assumptions; real-world frictions explain why payout may matter.

M&A chapter story

M&A is about process, incentives, defenses, and control. The bidder can start a deal, but boards, shareholders, activists, and regulators shape the final outcome.

Fast exam reminder: For T/F, many statements are wrong because they ignore an assumption, mix up payoff with profit, confuse board power with shareholder power, or treat one theory as always true instead of conditionally true.

Chapter: Options

Payoff • Binomial • Black-Scholes • Greeks

Big picture

A call gives the right to buy. A put gives the right to sell. Buyers have rights; sellers take on obligations. The first layer is payoff at expiration. The second layer is pricing before expiration: binomial explains value through no-arbitrage and hedge logic, and Black-Scholes writes that same logic in a compact model for European options.

Most tested confusion

Payoff is not the same as profit. Payoff is the position value at expiration before premium. Profit includes the premium paid or received. A statement that says “the call payoff equals the investor’s profit” is usually false unless premium is zero.

Long call

Right to buy at the strike price. Bullish view. Loss is limited to premium paid.

Long put

Right to sell at the strike price. Bearish view or downside protection.

Short call

Obligation to sell if exercised. Premium comes in now, but loss can be very large if stock rises sharply.

Short put

Obligation to buy if exercised. Premium comes in now, but downside loss can be large if stock falls.

Strike price (K or X)

The fixed exercise price written in the option contract.

Premium

The option price paid by the buyer and received by the seller.

European vs. American

European options exercise only at expiration. American options may be exercised earlier.

Risk-neutral probability

A pricing device in binomial valuation. It is not the market’s actual forecast probability.

Key equations to recognize

Long Call payoff = max(Sₜ − K, 0) Long Put payoff = max(K − Sₜ, 0) Short Call payoff = −max(Sₜ − K, 0) Short Put payoff = −max(K − Sₜ, 0) Long Call profit = max(Sₜ − K, 0) − Premium Long Put profit = max(K − Sₜ, 0) − Premium Short Call profit = Premium − max(Sₜ − K, 0) Short Put profit = Premium − max(K − Sₜ, 0)

Pricing equations to recognize

CRR binomial: u = e^(σ√Δt) d = 1/u p = [ e^((r−q)Δt) − d ] / (u − d) Black-Scholes: C = S e^(−qT) N(d1) − K e^(−rT) N(d2) P = K e^(−rT) N(−d2) − S e^(−qT) N(−d1) d1 = [ ln(S/K) + (r − q + 0.5σ²)T ] / (σ√T) d2 = d1 − σ√T
Core logic to remember: Binomial is easier to learn first because it shows the replicating portfolio idea and no-arbitrage logic clearly. Black-Scholes uses the same basic pricing logic in continuous time. With more binomial steps, the binomial value often approaches Black-Scholes for European options.
1 Greeks — what they tell you Open / close

Greeks describe how option value responds to input changes.

  • Delta: sensitivity to stock price changes.
  • Gamma: how fast delta changes.
  • Theta: time decay effect.
  • Vega: sensitivity to volatility.
  • Rho: sensitivity to interest rates.

Typical trap: saying Greeks are payoff formulas. They are sensitivity measures, not payoff definitions.

2 American vs. European exercise Open / close

A very common mistake is to say Black-Scholes prices all options exactly the same way. The standard textbook Black-Scholes formula is for European-style options. The binomial model is especially useful because it can also handle American exercise.

3 Risk-neutral probability is not a real forecast Open / close

In binomial pricing, risk-neutral probability is a pricing tool that makes discounted expected value consistent with no-arbitrage. It does not mean the market truly believes the stock is equally likely to move that way in the real world.

False trap

“The payoff of a long call already includes the premium paid.”

True check

“A long call gives the right, but not the obligation, to buy at the strike price.”

False trap

“The standard Black-Scholes formula is equally built for all American options.”

True check

“The binomial model helps show why option value comes from no-arbitrage and hedge logic.”

Chapter: Dividends and Buybacks

M&M • payout theories • buybacks • firm fit

Big picture

Dividend policy asks whether it matters how cash is distributed. M&M says payout policy is irrelevant only under strict perfect-market assumptions. Real-world frictions such as taxes, signaling, agency issues, and investor preferences explain why payout choice may matter.

Most tested confusion

In an FCFF-WACC framework, dividends do not directly enter free cash flow to the firm, because dividends are financing cash flows, not operating cash flows. Dividend policy can still matter indirectly if it changes growth, signaling, leverage, or required return.

M&M irrelevance

Under strict assumptions, value depends on investment policy and operating cash flow, not on payout packaging.

Homemade dividends

Investors can create cash by selling shares if the firm pays less dividend than they want.

Bird-in-the-hand

Some investors may prefer current dividends to uncertain future capital gains.

Tax preference

Investors may prefer lower dividends and more capital gains if taxes or timing favor capital gains.

Signaling

Dividend changes may communicate management’s private information about future cash flow.

Residual / life-cycle view

Fund positive-NPV projects first and pay out only residual cash that remains.

Buyback / repurchase

Firm repurchases shares. Often gives more flexibility than committing to a large regular dividend.

Investor clientele

Different investors may prefer current income or lower current payout depending on goals and taxes.

Key equations to recognize

Gordon / dividend growth intuition: P₀ = D₁ / (r − g) Required return decomposition: r ≈ D₁ / P₀ + g Interpretation: Dividend yield + expected growth ≈ required return (under stable-growth conditions)

Key non-equation idea

In enterprise DCF using FCFF and WACC: Dividends are NOT directly part of FCFF. Why? Because dividends are financing cash flows, not operating free cash flows to all capital providers.
1 M&M irrelevance — benchmark theory Open / close

In the strict M&M world, payout policy does not change firm value.

  • No taxes or no tax differences between dividends and capital gains.
  • No transaction costs.
  • No information asymmetry.
  • No agency problems.
  • Investment policy is fixed and unaffected by payout choice.

Trap: saying dividends are always irrelevant in the real world. The theory is conditional on strict assumptions.

2 Bird-in-the-hand Open / close

Some investors value current cash more highly than uncertain future capital gains. Stable dividends may therefore support confidence, especially for mature firms with steady cash flow.

3 Tax preference and buybacks Open / close

If capital gains can be deferred or taxed more favorably, repurchases may look more attractive than higher regular dividends.

  • Apple and NVIDIA are useful anchors for the repurchase side.
  • Buybacks are often more flexible than promising a permanently larger dividend.
4 Signaling Open / close

Dividend increases may signal confidence in future cash flow. Dividend cuts may send a negative message. That is one reason managers are often cautious about raising regular dividends too quickly.

5 Residual / life-cycle view Open / close

Fund all positive-NPV projects first. Pay out the residual cash left over. High-growth firms often pay lower dividends; mature firms with fewer high-return projects often pay more.

  • NVIDIA: strongest growth-first example.
  • Apple: large cash flow can support both dividends and buybacks.
  • Coca-Cola: classic dividend-led case.
  • Microsoft: balanced payout with continued investment.
What dividends do and do not tell you: Dividends may suggest stability, maturity, management confidence, and payout discipline. But dividends alone do not guarantee growth, prove undervaluation, or replace DCF / FCFF / comparable valuation.
False trap

“M&M proves dividends are irrelevant in every real-world setting.”

True check

“In the M&M setup, investors can create homemade dividends by selling shares.”

False trap

“Because dividends go to shareholders, they must directly enter FCFF in enterprise valuation.”

True check

“Repurchases are often more flexible than committing to a permanently higher regular dividend.”

Chapter: Mergers & Acquisitions

Process • defenses • voting • incentives

Big picture

In public-company deals, the bidder can start the process, the target board can negotiate or resist, and other stakeholders can influence the mood. But shareholder voting and tender decisions often matter most. M&A T/F questions often test who has what incentive and what each defense tool actually does.

Most tested confusion

The board is powerful, but it does not mean the board alone always determines the outcome. Strong offers, tender decisions, shareholder votes, activists, and regulation can all reshape the result.

Tender offer

Bidder offers to buy shares directly from target shareholders, usually at a premium.

Proxy fight

Bidder or activist tries to persuade shareholders to elect a new board.

Poison pill

Rights plan that dilutes the bidder if ownership crosses a trigger threshold.

Greenmail

Target repurchases the raider’s shares at a premium so the threat goes away.

Golden parachute

Large executive payouts triggered by a change in control and loss of role.

White knight

A friendlier alternative bidder with better price, terms, or fit.

Activist investor

Investor who pressures management or the board to change strategy, sell, or negotiate.

Regulatory review

Antitrust and other approvals can delay, reshape, or block a deal.

Who wants what?

  • Bidder: control, strategic value, and a price low enough to create value.
  • Target board: fulfill fiduciary duty, negotiate better terms, or defend independence.
  • Target shareholders: attractive premium and believable closing chance.
  • Stakeholders: employees, customers, suppliers, communities, and politicians care about jobs, continuity, and competition.

Why the board and shareholders may disagree

  • The board may think the offer undervalues stand-alone growth.
  • Shareholders may prefer the premium now.
  • The board may fear financing or regulatory failure.
  • Activists may push for a sale or new board seats.
1 Tender offer Open / close

A tender offer is a direct appeal to shareholders, usually above market price.

  • It goes around management.
  • It pressures the board.
  • Key question: will enough shareholders tender?
2 Proxy fight Open / close

In a proxy fight, the bidder or activist tries to replace directors and change company direction.

Trap: mixing up a proxy fight with a tender offer. One changes the board; the other buys shares directly.

3 Poison pill Open / close

The poison pill makes a hostile path slower and more expensive by diluting the bidder if a threshold is crossed.

  • It buys time.
  • It raises cost.
  • It does not automatically guarantee the target remains independent forever.
4 Greenmail, golden parachute, and white knight Open / close
  • Greenmail: pay the raider to go away. Other shareholders may dislike the special payoff.
  • Golden parachute: protects managers after control change, but may also look self-interested.
  • White knight: friendlier bidder can raise the final value or improve terms.
Clean summary to memorize: A tender offer talks directly to shareholders. A proxy fight changes the board. A poison pill slows the hostile bidder. Greenmail pays the threat to exit. A golden parachute protects managers after control changes. A white knight is a friendlier alternative buyer.
False trap

“A proxy fight and a tender offer are the same thing because both buy shares directly from shareholders.”

True check

“A poison pill can make a hostile takeover more expensive and buy the target board time.”

False trap

“In every public-company takeover, the target board alone always determines the final result.”

True check

“A white knight may improve the final outcome for target shareholders by offering better price or terms.”

Final reminders for the T/F section

Words that often flip the answer

  • always / never / only / directly / exactly
  • right vs obligation
  • payoff vs profit
  • European vs American
  • board vs shareholders
  • theory benchmark vs real-world case

Best quick mental checklist

  • Is the statement ignoring assumptions?
  • Is it mixing up two related but different terms?
  • Is it treating a conditional theory as universally true?
  • Is it forgetting who has the right and who has the obligation?
  • Is it confusing process with outcome?
Options: rights, payoff, pricing logic Dividends: irrelevance benchmark, real-world frictions M&A: process, defenses, incentives