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1 What is the maximum price that you would be willing to pay for a non-constant

ID: 2753412 • Letter: 1

Question

1 What is the maximum price that you would be willing to pay for a non-constant growth stock that has the following characteristics: (a) Non-Constant Growth Rate: 20%, (b) Constant Growth Rate: 5.5%, (c) Dividend: $2.36, and (d) Required Rate of Return: 12%.

2 Determine how much you would be willing to pay for an annuity due that has the following characteristics: (a) PMT: $12,000, (b) RATE: 9.4%, and (c) NPER: 12.

3. How much would you be willing to pay for a bond that pays semi-annual coupon payments and has the following characteristics: (a) NPER: 12, (b) YTM: 5.25%, and Coupon Payment: $25.80.

4.

Table 1: Cash Flow Summary

Year Project A Project B

0 -30000 -30000

1 15000 12500

2 15000 10000

3 10000 15000

4 10000 15000

16. If Company XYZ has a WACC of 7% and the two projects are independent, which project would you accept based upon NPV rules?

17. If Company XYZ has a WACC of 22% and the two projects are mutually exclusive which project would you accept based upon NPV rules?

18. What is the Internal Rate of Return for Project B?

19. What is the Profitability Index for Project A?

20. What is the Payback Period for Project A?

21. What is the Crossover Rate for Project’s A and B?

22. Calculate the difference between daily and annual compounding, given the following information: (a) PV: $25,000, (b) NPER: 30, and (c) RATE: 11%.

23. Calculate the PMT on a mortgage, given the following information: (a) PV: $362,000, (b) RATE: 5%, and NPER: 30.

24. Calculate the present value of a lump sum payment with the following characteristics: (a) RATE: 4.0%, (b) NPER: 10, and (c) FV: $65,230.

25. Calculate the RATE given the following characteristics: (a) PV: $12,520, (b) FV: $54,000, and (c) NPER: 20.

26. Calculate the NPER given the following characteristics: (a) PV: $80,000, (b) FV: $134,000, and (c) RATE: 6.3%.

27. Calculate the RATE given the following characteristics: (a) PMT: $15,250 (you are paying), (b) FV: $134,000, and (c) NPER: 10.

28. Calculate the required rate of return on a company’s stock that has the following characteristics: (a) Constant Growth Rate: 4%, (b) Price: $22.30, and (c) Dividend (Has Been Paid): $5.00.

Explanation / Answer

1. Constant growth rate

Price of the stock = D1 / (r-g), where d1 is the dividend at year 1 and r is the required rate and g is the growth rate

D1 = 2.36 * (1+5.5%)

D1 = 2.49

2.49 / 12%-5.5%

= $ 38.30

the duration for non constant is not given thus the price cannot be determined.

2)

Present value of annuity due =

P + P ( 1-(1+r)^-(n-1))/r

P is the PMT=12,000, r = 9.4%, n= 12

12,000 +12,000 ( 1-(1+9.4%)^-11)/9.4%

= 12,000 + 12,000 * 6.68

= $ 92,141.06

NPV Calculatioan:

Both project can be accepted at 7% as NPV is positive as both the projects are independent.

At 22% NPV of project A is higher thus it should be accepted as the projects are mutually exclusive.

The formula for IRR is:

0 = P0 + P1/(1+IRR) + P2/(1+IRR)2 + P3/(1+IRR)3 + . . . +Pn/(1+IRR)n

where P0, P1, . . . Pn equals the cash flows in periods 1, 2, . . . n, respectively; and
IRR equals the project's internal rate of return.

general rule of thumb is that the IRR value cannot be derived analytically. Instead, IRR must be found by using mathematical trial-and-error to derive the appropriate rate. However, most business calculators and spreadsheet programs will automatically perform this function.

= 42912/30000

= 1.43

Payback period for project A is 2 years ( 15,000 in year 1 and 15,000 is year 2)

since crossover rate is the rate at which NPVs of two projects are equal, we can find it by equating NPV equation for the first project with NPV equation for the second project and then solving it for r.

24. Calculate the present value of a lump sum payment with the following characteristics: (a) RATE: 4.0%, (b) NPER: 10, and (c) FV: $65,230.

= 65230/(1+4%)^10

= 44,067

25. Calculate the RATE given the following characteristics: (a) PV: $12,520, (b) FV: $54,000, and (c) NPER: 20.

54,000 = 12,520 * (1+r)^20

r = 7.6%

Year Project A PV at 7% PV at 22% Project B PV at 7% PV at 22% 0         (30,000)         (30,000)         (30,000)    (30,000)         (30,000)         (30,000) 1           15,000           14,019           12,295      12,500           11,682           10,246 2           15,000           13,102           10,078      10,000              8,734              6,719 3           10,000              8,163              5,507      15,000           12,244              8,261 4           10,000              7,629              4,514      15,000           11,443              6,771 NPV           12,912              2,394           14,105              1,996