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Veggie Burgers, Inc., would like to maintain its cash account at a minimum level

ID: 2615838 • Letter: V

Question

Veggie Burgers, Inc., would like to maintain its cash account at a minimum level of $259,000 but expects the standard deviation in net daily cash flows to be $13,400, the effective annual rate on marketable securities to be 4.3 percent per year, and the trading cost per sale or purchase of marketable securities to be $34.50 per transaction.

What will be its optimal cash return point? (Use 365 days a year. Do not round intermediate calculations and round your answer to 2 decimal places.)

Optimal Cash Return Point $ ___________

Veggie Burgers, Inc., would like to maintain its cash account at a minimum level of $259,000 but expects the standard deviation in net daily cash flows to be $13,400, the effective annual rate on marketable securities to be 4.3 percent per year, and the trading cost per sale or purchase of marketable securities to be $34.50 per transaction.

Explanation / Answer

Optimal cash return point formula

= (3*F*V/(4*r))^(1/3) + M

where M is minimum level of cash account

F is trading cost per sale or purchase of marketable securities

V is variance of daily cash flows

r is daily interest rate

so r = 4.3%/365 = .01178%

V = 13400^2 = 179560000

F = 34.5

M = 259,000

while putting all the values in the above given equation we will get the value of optimal cash return point equal to $293039.37