Can anyone help me please solve these for me?

Book ISBN 9781285432274

Thank you so much

Deltona Auto Care has an ending cash balance as of January 31, 2015 (the end of its fiscal year) was $15,000. Its expected cash collections payments for the next 6 months are give in the following table. Month Collections Payments February 24750 29100 March 27450 31200 April 34050 32400 May 43650 36450 June 48750 40050 July 54000 40800 a. b. c. Calculate the firm's expected ending cash balance for each mo Assuming that the firm must maintain an ending cash balance at least $12,000, how much must they borrow during each mon If the firm must pay 5% annual interest on its short term debt January 31, 2015 d cash collections and wing table. alance for each month ding cash balance or w during each month? ts short term debt F & R Enterprises Inc. Income Statements 2010 Total Revenue Cost of Goods Sold Gross Profit Variable G&A Fixed G&A Fixed Depreciation Fixed Rent Operating Expenses EBIT Interest Expense Earnings Before Taxes Income Tax Expense Income Before Minority Interest Minority Interest Net Income 2011 2012 0 0 884 12,000 1500 650 15,034 -15,034 575 -15,609 -6,244 -9,365 0 -9,365 0 0 1,411 12,000 1,500 650 15,561 -15,561 600 -16,161 -6,464 -9,697 13 -9,684 0 0 1,689 12,000 1,500 650 15,839 -15,839 540 -16,379 -6,552 -9,827 -17 -9,844 Units Sold Price Tax Rate Cost of Good Sold 3,800 20.00 40.0% 77.0% 4,000 20.25 40.0% 77.0% 4,100 20.75 40.0% 77.0% Share Data Basic Shares Diluted Shares Basic EPS Diluted EPS 652 659 -14.36 -14.21 647 650 -14.97 -14.90 635 638 -15.50 -15.43 Problem 4 Input sales for each year Using the Goal Seek Tool find the breakeven point Using the Goal Seek Tool find the breakeven point with ab EBIT of 1500 Calculate the DOL, DFL, and the DTL with both the % method and the Q, P, V, F method. V, F method. 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of days Me 1/4/1954 11/29/2016 22975 1/1/1994 11/29/2016 8368 Remember Excel reads dates as the number of days since Jan 1, 1900 Callable Bonds Settlement Date Maturity Date First Call Date Coupon Rate Require Return Face Value Call Price Frequency Basis Value Current Value Yield to Maturity Yield using Rate Function Yield to Call Discount Bonds Bank Discount Rate Settlement Date Maturity Date Redemption Value Purchase Price Days to Maturity Bank Discount Rate Discount Bonds Bond Equivalent Yield Settlement Date Maturity Date Redemption Value Purchase Price Days to Maturity Bond Equivalent Yield US Treasury Bonds Maturity 3 Month 6 Month Yield Yesterday Last Week Last Month Downloaded from Yahoo Finance 2 Year 3 Year 5 Year 10 Year 30 Year Maturity Yield Arranged for graphing m Yahoo Finance 1200.00% 1000.00% 800.00% 600.00% Column E 400.00% 200.00% 0.00% 0 2 4 6 8 10 12 Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis Bond 1 Bond 2 2/15/2011 2/15/2011 2/15/2031 2/15/2031 0.08 0.08 0.09 0.07 1000 1000 2 2 0 0 Value Amortization of B Years to Rate Maturity Bond 1 Value Bond 2 Value 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 0 $1,750.00 $1,650.00 $1,550.00 $1,450.00 Price Changes as TTM decreases $1,350.00 $1,250.00 $1,150.00 $1,050.00 $950.00 $850.00 0 5 10 Bond Values Arranged for G Amortization of Bond Premium or Discount Time 0 0 0 0 0 Bond 1 Bond 2 Par 0 0 0 0 0 0 5 10 15 20 25 Bond 1 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 alues Arranged for Graphing Bond 2 Par Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis 2/15/2011 2/15/2031 0.08 0.09 1000 2 0 Value YTM Bond Value 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00% 12.00% 13.00% 14.00% 15.00% Rate Changes THEOREM 1 Bond Prices move inversley with interest rates Bond V $12.00 $10.00 $8.00 $6.00 $4.00 $2.00 $0.00 0.00% 2.00% 4.00% 6.00% 8.0 Bond Value 2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00% 16.00% Bond 1 Bond 2 Bond 3 Bond 4 Bond 5 2/15/2011 2/15/2011 2/15/2011 2/15/2011 2/15/2011 2/15/2061 2/15/2051 2/15/2041 2/15/2031 2/15/2021 0.08 0.08 0.08 0.08 0.08 0.09 0.09 0.09 0.09 0.09 1000 1000 1000 1000 1000 2 2 2 2 2 0 0 0 0 0 Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis Value $890.25 Yield Bond 1 $892.17 Bond 2 $896.81 Bond 3 $907.99 Bond 4 $934.96 Bond 5 0.09 0.12 0.06 Price Change (rates up) Percentage Change Price Change (rates down) Percentage Change Theorem 2 For a given change in yield Long term bond prices will change more than short term Theorem 3 The sensitivity of bond prices to yield changes inceases at a decreasing rate as TTM increases Theorem 4 bond prices will change more when rates fall than they will fall when rates rise Bond 6 2/15/2011 2/15/2016 0.08 0.09 1000 2 0 Percentage Change 1200.00% 1000.00% TTM 800.00% Percentage Change $960.44 Percent Change 600.00% 400.00% Bond 6 200.00% 0.00% 0 2 4 6 8 10 12 Time to Maturity Chart Title 12 TTM increases TTM 10 Price Change 8 Dollar Change 6 4 2 0 0 2 4 6 8 Time To Maturity 10 ntage Change Percentage Change 4 6 8 10 12 to Maturity Chart Title 4 Column K 6 8 ime To Maturity 10 12 Bond 1 Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis Value Yield Bond 1 2/15/2011 2/15/2031 0.08 0.09 1000 2 0 Bond 2 2/15/2011 2/15/2031 0.04 0.09 1000 2 0 $907.99 $539.96 Bond 2 0.09 0.06 Price Change Percentage Change Theorem 5 High coupon bonds are less snsitive to changes in yields than are low coupon bonds coupon bonds Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis 2/15/2011 2/15/2011 2/15/2031 2/15/2031 0.08 0.04 0.09 0.09 1000 1000 2 2 0 0 Value $907.99 Yield Bond 1 0.09 0.091 Price Change % Change $12.00 $8.00 $6.00 Bond Value 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00% 12.00% 13.00% 14.00% 15.00% Bond 2 $10.00 Duration Mduration Predicted % Change YTM 539.96 Rate Changes $4.00 $2.00 $0.00 0.00% 2.00% 4.00% 6.0 Settlement Date Maturity Date Coupon Rate Require Return Face Value Frequency Basis Duration Visualized Value 2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00% 16.00% 2/15/2011 2/15/2031 0.08 0.09 1000 2 0 $907.99