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16 - Sensitivity and scenario analysis Different techniques for analyzing project risk require different input variables and assumptions. Suppose you are using the scenario analysis

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16 - Sensitivity and scenario analysis Different techniques for analyzing project risk require different input variables and assumptions. Suppose you are using the scenario analysis technique to evaluate project risk. You would change model to evaluate the effect of the input factors on the expected value. Tanya is a risk analyst. She is conducting a sensitivity analysis to evaluate the riskiness of a new p Her risk analysis report includes the sensitivity curve shown on the graph. NPV Milions of dollars 30 Base Case NPV Base Case Price 6 12 18 CHANGES IN SELLING PRICE (Percent) 24 18 -12 24 in the several input variables together one input variable at a time ring investing in NPV (Millions of dollars) -30 Base Case NPV Base Case Price 0 -12 -8 6 12 18 24 30 CHANGES IN SELLING PRICE (Percent) -24 7-18 This curve implies that the project is very sensitive to changes in the price of the product. The proj for which the product can be sold decreases by Along with the sensitivity analysis, Tanya is including a scenario analysis for the project in her repor negative NPV. Her report includes the following information about the scenario analysis: This curve implies that the project is very sensitive to changes in the price of the product. The project's NPV is likely to become negative if the pric for which the product can be sold decreases by Along with the sensitivity analysis, Tanya is including a scenano analysis for the project in her report, giving the probability of the project generating negative NPV. Her report includes the following information about the scenario analysis: Outcome Pessimistic Most likely Optimistic Data Collected NPV -$3.50 million $5.62 million $11.34 million Probability (P) 0.20 0.45 0.35 Complete the missing information in Tanya's report The expected net present value of the project is Standard deviation of the net present value (the NPV of the project is likely to vary by) million

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