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(Solved): Lets assume that marginal taxpayer (who set the price) is receiving dividends. Share price befor ...



Let’s assume that marginal taxpayer (who set the price) is receiving dividends. Share price before the stock goes ex-dividend is 101 € and dividend per stock is 5€. The tax rate for dividends is 25% and for capital gains the marginal tax rate is 30%. When the share goes ex-dividend, the expected share price decline is not the same as the size of dividend (Elton and Gruber, 1970) Please calculate the more reasonable prediction of the ex-dividend share price using the tax preference ratio.



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