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McDougan Associates, a U.S.-based investment partnership, borrows €75,000,000 at

ID: 2790990 • Letter: M

Question

McDougan Associates, a U.S.-based investment partnership, borrows €75,000,000 at a time when the exchange rate is $1.3381/€. The entire principal is to be repaid in three years, and interest is 6.850% per annum, paid annually in euros. The euro is expected to depreciate vis-à-vis the dollar at 3.5% per annum. What is the effective cost of this loan for McDougan?

Complete the following table to calculate the dollar cost of the euro-denominated debt for years 0 through 3. Enter a positive number for a cash inflow and negative for a cash outfow. (Round the amount to the nearest whole number and the exchange rate to four decimal places.) Year O Year 1 Year 2 Year 3 75,000,000 Proceeds from borrowing euros Interest payment due in euros Repayment of principal in year 3 (75,000,000) Total cash flow of euro-denominated debt Expected exchange rate, SVE 1.3381 Dollar equivalent of euro-denominated cash fiow

Explanation / Answer

McDOUGAN ASSOCIATES: Year 0 Year 1 Year 2 Year 3 Proceeds from borrowing euros €      75,000,000 Interest payment due in euros €         (5,137,500) €        (5,137,500) €        (5,137,500) Repayment of principal in year 3 €      (75,000,000) Total cash flow of euro denominated debt €         (5,137,500) €        (5,137,500) €      (80,137,500) Expected exchange rate 1.3381 1.2913 1.2461 1.2025 Dollar equivalent of euro denominated cash flow €   100,357,500 €         (6,634,054) €        (6,401,839) €      (96,365,344)