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QUESTION 2 HAS FOUR PARTS (A, B, C, D) FOR A TOTAL OF 28 MINUTES. Iowa State University is a public, tax-exempt institution that receives

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QUESTION 2 HAS FOUR PARTS (A, B, C, D) FOR A TOTAL OF 28 MINUTES. Iowa State University is a public, tax-exempt institution that receives a portion of its funding needs from an endowment. Each year, the endowment pays out 3.5% of last year's market value to fund the current year's spending needs. The market value of the endowment last year was $250 million dollars, which means that this year's funding will be approximately 15% of the university's total needs. The university would like to maintain this level of support into the future. As a publicly funded institution the investment committee is wary of certain investments that contradict with the university's policy of a moral and healthy lifestyle. The inflation rate in the United States, according to the consumer price index, is expected to be 2.5% for the foreseeable future. Educational expenses have been increasing faster than consumer prices, at about 4% per year. Management expenses for the endowment are one half of a percent per year. The markets have been especially volatile over the last few years and the university investment committee is worried that they may not be able to meet spending needs in the future. Several of the past years have seen dramatic swings in the total assets of the fund and large drawdowns after yearly spending needs. The committee has asked their portfolio advisor to look into the situation and recommend possible actions. The last five years history for the endowment and spending is shown below. (all dollar amounts are in thousands USD) Year Ending Market 3.5% Spending for December Value Next Year 2007 $200,000 $7,000 2008 $275,000 $9,625 2009 $325,000 $11,375 2010 $215,000 $7,525 2011 $250,000 $8, 750 A. i. Formulate the return objective for the ISU endowment. ii. Calculate the required return for the ISU endowment. Show your calculations

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