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The South Korean multinational manufacturing firm, Nam Sung Industries, is debat

ID: 2771330 • Letter: T

Question

The South Korean multinational manufacturing firm, Nam Sung Industries, is debating whether to invest in a 2-year project in the United States. The project's expected dollar cash flows consist of an initial investment of $1 million with cash inflows of $700,000 in Year 1 and $600,000 in Year 2. The risk-adjusted cost of capital for this project is 11%. The current exchange rate is 1,061 won per U.S. dollar. Risk-free interest rates in the United States and S. Korea are:

If this project were instead undertaken by a similar U.S.-based company with the same risk-adjusted cost of capital, what would be the net present value generated by this project? Round your answer to the nearest cent.
$  

What would be the rate of return generated by this project? Round your answer to two decimal places.
   %

What is the expected forward exchange rate 1 year from now? Round your answer to two decimal places.
   won per U.S. $

What is the expected forward exchange rate 2 years from now? Round your answer to two decimal places.
   won per U.S. $

If Nam Sung undertakes the project, what is the net present value and rate of return of the project for Solitaire? Round your answers to two decimal places.

1-Year 2-Year United States 3% 4% S. Korea 2% 3%

Explanation / Answer

1

Calculation of net present value generated by this project for A US Co

Year

Cash Flows (CF)

PVF (11%)

PV = CF * PVF

Initial investment

0

$                (1,000,000.00)

                       1.00000

$                (1,000,000.00)

Cash Inflows

1

$                      700,000.00

                       0.90090

$                      630,630.63

2

$                      600,000.00

                       0.81162

$                      486,973.46

Net Present Value (Sum of PVs)

$                      117,604.09

2

Calculation of Rate of Return generated by this project for A US Co

Year

Cash Flows (CF)

Initial investment

0

$                (1,000,000.00)

Cash Inflows

1

$                      700,000.00

2

$                      600,000.00

Rate (Using IRR Excel formula)

20%

3

Calculation of expected forward exchange rate 1 year from now

Forward exchange rate = current exchange rate * (1 + 2%) / (1+3%)

Forward exchange rate = 1061 * (1 + 2%) / (1+3%)

Forward exchange rate = 1050.70 Won

4

Calculation of expected forward exchange rate 2 year from now

Forward exchange rate = current exchange rate * (1 + 3%) / (1+4%)

Forward exchange rate = 1061 * (1 + 3%) / (1+4%)

Forward exchange rate = 1050.80 Won

5

Calculation of net present value generated by this project for South Korean Co

Year

Cash Flows (CF$)

Rate (Won Per $)

Cash Flows (CF Won)

PVF (11%)

PV = CFW * PVF

A

B

C= A*B

D

C*D

Initial investment

0

$                (1,000,000.00)

                      1,061.00

           (1,061,000,000.00)

     1.00000

   (1,061,000,000.00)

Cash Inflows

1

$                      700,000.00

                      1,050.70

                 735,490,000.00

     0.90090

         662,603,603.60

2

$                      600,000.00

                      1,050.80

                 630,480,000.00

     0.81162

         511,711,711.71

Net Present Value (Sum of PVs) in Won

         113,315,315.32

Calculation of Rate of Return generated by this project for South Korean Co

Year

Cash Flows (CF Won)

Initial investment

0

           (1,061,000,000.00)

Cash Inflows

1

                 735,490,000.00

2

                 630,480,000.00

Rate (Using IRR Excel formula)

19.18%

1

Calculation of net present value generated by this project for A US Co

Year

Cash Flows (CF)

PVF (11%)

PV = CF * PVF

Initial investment

0

$                (1,000,000.00)

                       1.00000

$                (1,000,000.00)

Cash Inflows

1

$                      700,000.00

                       0.90090

$                      630,630.63

2

$                      600,000.00

                       0.81162

$                      486,973.46

Net Present Value (Sum of PVs)

$                      117,604.09

2

Calculation of Rate of Return generated by this project for A US Co

Year

Cash Flows (CF)

Initial investment

0

$                (1,000,000.00)

Cash Inflows

1

$                      700,000.00

2

$                      600,000.00

Rate (Using IRR Excel formula)

20%

3

Calculation of expected forward exchange rate 1 year from now

Forward exchange rate = current exchange rate * (1 + 2%) / (1+3%)

Forward exchange rate = 1061 * (1 + 2%) / (1+3%)

Forward exchange rate = 1050.70 Won

4

Calculation of expected forward exchange rate 2 year from now

Forward exchange rate = current exchange rate * (1 + 3%) / (1+4%)

Forward exchange rate = 1061 * (1 + 3%) / (1+4%)

Forward exchange rate = 1050.80 Won

5

Calculation of net present value generated by this project for South Korean Co

Year

Cash Flows (CF$)

Rate (Won Per $)

Cash Flows (CF Won)

PVF (11%)

PV = CFW * PVF

A

B

C= A*B

D

C*D

Initial investment

0

$                (1,000,000.00)

                      1,061.00

           (1,061,000,000.00)

     1.00000

   (1,061,000,000.00)

Cash Inflows

1

$                      700,000.00

                      1,050.70

                 735,490,000.00

     0.90090

         662,603,603.60

2

$                      600,000.00

                      1,050.80

                 630,480,000.00

     0.81162

         511,711,711.71

Net Present Value (Sum of PVs) in Won

         113,315,315.32

Calculation of Rate of Return generated by this project for South Korean Co

Year

Cash Flows (CF Won)

Initial investment

0

           (1,061,000,000.00)

Cash Inflows

1

                 735,490,000.00

2

                 630,480,000.00

Rate (Using IRR Excel formula)

19.18%

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