Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

The risk-adjusted discount rate (RADR) approach recognizes that different investment projects exhibit different risk profiles. Moreover, based on the risk profile of an individual project,

image text in transcribed
The risk-adjusted discount rate (RADR) approach recognizes that different investment projects exhibit different risk profiles. Moreover, based on the risk profile of an individual project, the rate of return used to discount the project's expected cash flows can be adjusted to accommodate the specific riskiness of that specific project. This generally involves adding a project-specific risk premium to the market's risk-free rate to adjust the discount rate used to discount the proposed project's expected future cash flows and determine the project's expected net present value. In your role as a financial analyst, you've been tasked with evaluating your company's investment projects. If you believe that a specific investment project exhibits lower risk than the average risk of the firm's other projects, then you would want to use a discount rate that is _____ than the firm's average cost of capital when computing the project's net present value (NPV). Consider the case of Fantastique Fantom Costume Company: Fantastique Fantom Costume Company is owned 100% by private shareholders and carries no debt on its books. The company's beta is estimated to be 1.0. The company uses a risk-free rate of 9%, and the market expects a return of 13%. The graph below plots the security market line (SML). Based on your understanding of the capital asset pricing model and the risk-adjusted discount rate approach toward project risk, plot the following points on the graph: Use point A (orange square) to show the rate of return the company should require on a project with average risk. Use point B (green triangle) to show the rate of return the company should require on a project with a beta of o.80. Tool tip: Mouse over the points on the graph to see their coordinates. Suppose the company is analyzing a project that requires a net investment of $8.0 million. The project looks very promising and is forecasted to generate annual net cash flows of $24.0 million each year for the next five years. If the project to be or average risk, its NPV would be: $78.09 million $ 13.03 million $76.03 million -$8.00 million If the project is considered to have a lower risk than the average risk of projects in the company, and has a beta of 0.80, then the project's NPV would be: $13.50 million -$8.00 million $76.41 million $78.09 million

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Personal Finance For Musicians

Authors: Bobby Borg

1st Edition

1538163306, 978-1538163306

More Books

Students also viewed these Finance questions