[Table("Merchant")]
public class Merchant
{
    [Key, Column(Order = 0)]
    public long MerchentId { get; set; }
    [Column("MerchantName", TypeName = "nvarchar"),MaxLength(100)]
    public string MerchantName { get; set; }
    public virtual Prediction Prediction { get; set; }
}

[Table("Prediction")]
public class Prediction
{
    [Column(Order = 0), Key]
    public long MerchentId { get; set; }
    [Column("TxnDate", TypeName = "datetime", Order = 1), Key]
    public DateTime TxnDate { get; set; }
    public long TxnCount { get; set; }
    public long PredictionCount { get; set; }
    public virtual ICollection<Merchant> Merchants { get; set; }
}

modelBuilder.Entity<Merchant>().HasRequired<Prediction>(x => x.Prediction).WithMany(x => x.Merchants).HasForeignKey(x => x.MerchentId).WillCascadeOnDelete(false);

Merchant_Prediction_Source: : Multiplicity is not valid in Role 'Merchant_Prediction_Source' in relationship 'Merchant_Prediction'. Because the Dependent Role refers to the key properties, the upper bound of the multiplicity of the Dependent Role must be '1'.
Merchant_Prediction_Target_Merchant_Prediction_Source: : The number of properties in the Dependent and Principal Roles in a relationship constraint must be identical.