Financial risks - 3 objectives

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Uploaded: 13.09.2013
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7. There is a project duration of 2 years, 1 year at an investment whose value is precisely defined, and in the second year of the receipt of income is probabilistic and the data given in the table below:
Option (m) Revenue (Rm) The probability (Pm) Investments (I)
1 10 000 0.1 12 000
2 12 000 0.2 12 000
3 14 000 0.4 12 000
4 16 000 0.2 12 000
5 18 000 0.1 12 000
To determine the riskiness of the project, at a discount rate r (%), calculate the NPV for different discount rates:
m5: r = 12%

19. In the opinion of five independent experts, the project will bring revenue Q, with probability p. These are placed in the table.
Q (mln) 10 11 12 14 15
P (Embodiment m = 2) 0.1 0.2 0.4 0.2 0.1
Define:
- The riskiness of the project - expected average income and the risk of not getting the expected amount.
- What is the maximum and the minimum income to be expected with a confidence level of Rzad = 0,683 (t = 1). If the risk of innovation.
- What the expected revenue will be obtained if an independent reason for the project will be delayed for a year. The discount rate is 12%.

15. For each percentage (%) fulfillment of the plan relies prize - Award (thous. Rubles), and for each percentage underperformance earnings decreased fines (thous. Rub.), But no more than 100 000 rubles. Find the expected size of the Prize if the probabilistic forecast of the plan is that (P - probability):
% 96 97 98 99 100 101 102 103 104 110
F 0.01 0.02 0.03 0.2 0.2 0.2 0.1 0.02 0.08 0.04
Title
Overfulfillment options
Award (thous. Rubles) Shortfall
Fine (thous. Rubles)
Variant 1 50 m = 30

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