財管求解
數學版首po
覺得財管也是種數學
所以就來數學版問問看了
po錯版請見諒
我妹今天問我這三題財管...但年代久遠我已經忘記了><有哪位大大能教小妹這三題嗎？
好讓我教我不成材的妹妹 感謝～～
1.An all-equity firm has a beta of 1.2; the firm is expected to generate free
cash flow of $50 million this year and anticipates a 3% perpetual growth rate.
The risk-free rate is 2%, and the expected return of the market portfolio is
12%.
(a) What is the cost of capital of the firm?
(b) What should be the value of the firm?
2.project is expected to cost $10 million today, and is expected to earn $3 mi
llion per year for the next 5 years. (a)If the cost of capital is 12%, what is
the net present value (NPV) of the project?
(b)What is the profitability index of the project?
3.The expected payoff of casino roulette wheels is $0.0526 per dollar of bet.
Its standard deviation is $5.76. Suppose 3 million similar independent bets ar
e placed throughout the casino in a typical month. (a)What is the 95% confiden
ce interval for the forecasted monthly profit of the casino? (b)If the bets ar
e not independent, would the confidence interval be wider or narrower?
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