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An initial investment of $22,500 results in independent annual receipts of $6,25

ID: 2725192 • Letter: A

Question

An initial investment of $22,500 results in independent annual receipts of $6,250 until the end of the project life. The probability distribution for the project’s life is shown in the table below. MARR is 15%/year.

Life (Years)

Probability

A) Determine the probability that the present worth of the project is greater than 0.

B) Determine the probability that the present worth of the project is greater than $1,000

Life (Years)

Probability

4 0.10 5 0.25 6 0.45 7 0.15 8 0.05   

A) Determine the probability that the present worth of the project is greater than 0.

B) Determine the probability that the present worth of the project is greater than $1,000

Taxable Income (TI) Tax Rate (f) Income Tax (T) 0 < TI 50,000 .15 .15 (TI) 50,000 < TI 75,000 .25 7500 + 0.25 (TI - 50,000) 75,000 < TI 100,000 .34 13,750 + 0.34 (TI - 75,000) 100,000 < TI 335,000 .039(.34 +.05) 22,250 + 0.39 (TI - 100,000) 335,000 < TI 10,000,000 .34 113,900 + 0.34(TI - 335,000) 10,000,000 < TI 15,000,000 .35 3,400,000 + 0.35 (TI - 10,000,000) 15,000,000 < TI 18,333,333 .38(0.35+0.03) 5,150,000 + 0.38 (TI - 15,000,000) 18,333,333 < TI .35 .35 (TI)

Explanation / Answer

The net present value is when the difference between present value of cash inflows with present value of cash outflows

The assumptions of project

The initial investment is $22,500

The cost of capital is 15%

The term of project is till 8 years

We will calculate NPV from 4 years to 8 years

The year NPV is greater than zero ,the corresponding probability will the answer

The calculation of cash flows and NPV is given below

year

intial investment

Cash inflows

annual cash inflow

pV factor @15%

cash inflow at present value

cumulative cash inflow at present value

NPV

a

b

c

d

e=c*d

f

G= f-a

22,500

1

$6,250

            6,250

0.869565

              5,435

                5,435

2

$6,250

            6,250

0.756144

              4,726

              10,161

3

$6,250

            6,250

0.657516

              4,109

              14,270

4

$6,250

            6,250

0.571753

              3,573

              17,844

(4,656.39)

5

$6,250

            6,250

0.497177

              3,107

              20,951

        (1,549)

6

$6,250

            6,250

0.432328

              2,702

              23,653

    1,153.02

7

$6,250

            6,250

0.375937

              2,350

              26,003

8

$6,250

            6,250

0.326902

              2,043

              28,046

We see that at year 6 the cumulative present value of cash inflows is greater than 0 hence the probability is 0.45

The assumptions of project

The initial investment is $22,500

The cost of capital is 15%

The term of project is till 8 years

The tax rate is .15 or 15% as the income per annum is not more than$50,000

We will calculate NPV from 4 years to 8 years

The year NPV is greater than $1000 ,the corresponding probability will the answer

The calculation of cash flows and NPV is given below

year

intial investment

Cash inflows

tax rate @.15

annual cash inflow

pV factor @15%

cash inflow at present value

cumulative cash inflow at present value

NPV

a

b

c

d=b-c

e

f=d*e

g

G= g-a

22,500

1

$6,250

$937.50

            5,313

0.869565

              4,620

                4,620

2

$6,250

$937.50

            5,313

0.756144

              4,017

                8,637

3

$6,250

$937.50

            5,313

0.657516

              3,493

              12,130

4

$6,250

$937.50

            5,313

0.571753

              3,037

              15,167

(7,332.93)

5

$6,250

$937.50

            5,313

0.497177

              2,641

              17,808

        (4,692)

6

$6,250

$937.50

            5,313

0.432328

              2,297

              20,105

(2,394.94)

7

$6,250

$937.50

            5,313

0.375937

              1,997

              22,102

            (398)

8

$6,250

$937.50

            5,313

0.326902

              1,737

              23,839

          1,339

In year 8 the present value of cumulative cash inflow is $23,839 and the present value is $22,500, hence the NPV is $1,339 greater than $1000. The corresponding probability for year 8 is 0.05

year

intial investment

Cash inflows

annual cash inflow

pV factor @15%

cash inflow at present value

cumulative cash inflow at present value

NPV

a

b

c

d

e=c*d

f

G= f-a

22,500

1

$6,250

            6,250

0.869565

              5,435

                5,435

2

$6,250

            6,250

0.756144

              4,726

              10,161

3

$6,250

            6,250

0.657516

              4,109

              14,270

4

$6,250

            6,250

0.571753

              3,573

              17,844

(4,656.39)

5

$6,250

            6,250

0.497177

              3,107

              20,951

        (1,549)

6

$6,250

            6,250

0.432328

              2,702

              23,653

    1,153.02

7

$6,250

            6,250

0.375937

              2,350

              26,003

8

$6,250

            6,250

0.326902

              2,043

              28,046