Required rate of return & risk

2010-12-28 3:17 am
ABC Limited came up with the following estimation on the risk of the expected cash flow for Project A.

Year Expected cash flow for Project A Certainty equivalent coefficient
0 -$2000000 1.00
1 $200000 0.94
2 $400000 0.89
3 $600000 0.84
4 $800000 0.80
5 $1000000 0.76
6 $650000 0.70

If the required rate of return for Project A is 13.27%, including a 6.27 risk premium, is this project worth investing in?

回答 (1)

2011-01-04 12:33 pm
✔ 最佳答案
$200,000 x 0.94 + $400, 000 x 0.89 + $600, 000 x 0.84 + $800, 000 x 0.80 + $1,000,000 x 0.76+$650, 000 x 0.70 = $188,000 + $356,000 + $504,000 + $640,000 + $760,000 + $455,000=$2,903,000COMP return = interest: PV=cash in $2,000,000, n=6 years, FV = cash , received at the end of 6 years = $2,903,000Int = 6.4068%No, this project is not worth investing in.
參考: 月光光


收錄日期: 2021-04-19 23:50:21
原文連結 [永久失效]:
https://hk.answers.yahoo.com/question/index?qid=20101227000051KK01121

檢視 Wayback Machine 備份