- Arts & Culture 5235
- Books in Foreign Languages 212
- Business & Economics 4640
- Computers 2334
- Dictionaries & Encyclopedias 673
- Education & Science 85581
- Abstracts 1244
- Astrology 13
- Astronomy 13
- Biology 39
- Chemistry 4280
- Coursework 3831
- Culture 29
- Diplomas 2612
- Drawings 1733
- Ecology 29
- Economy 323
- English 1257
- Entomology 2
- Ethics, Aesthetics 29
- For Education Students 24932
- Foreign Languages 117
- Geography 20
- Geology 17
- History 279
- Maps & Atlases 36
- Mathematics 9160
- Musical Literature 5
- Pedagogics 228
- Philosophy 191
- Physics 13287
- Political Science 126
- Practical Work 111
- Psychology 496
- Religion 47
- Russian and culture of speech 103
- School Textbooks 67
- Sexology 67
- Sociology 52
- Summaries, Cribs 724
- Tests 19061
- Textbooks for Colleges and Universities 211
- Theses 188
- To Help Graduate Students 19
- To Help the Entrant 109
- Vetting 424
- Works 59
- Информатика 11

- Engineering 3355
- Esoteric 1169
- Fiction 3263
- For Children 436
- House, Family & Entertainment 2467
- Law 2919
- Medicine 1228
- Newspapers & Magazines 339
- Security 310
- Sport, Tourism 1026
- Website Promotion 691

# 6 job evaluation and risk analysis, option 16

Content: 30522080520320.zip 73,55 kB

# Description

Question 16. Assessing the impact of the structure and cost of capital on the effectiveness of the investment project

Task 8.2

Determine the magnitude of the risks from the purchase of assets of the two companies, equal to the value of X1 (mln. Dollars.) And X2 (mln. Dollars.).

The value of the joint buying is described as a function: y = ex1 + kx2.

Fluctuations in the value X1 and X2 with respect to the mean value describes the standard deviation: RMS (x1) = 1 million. USD., And RMS (x2) = 2 million. Dollars.

Consider limiting the options of companies:

1) On one market;

2) independent markets;

3) Purchase of good "diversified portfolio".

Variant m = 2: k = 1/2, e = 1/2.

Objective 3.2

There is a project duration of 2 years, 1 year at an investment whose value is precisely defined, and in the second year of the receipt of income is probabilistic and the data given in the table below:

Variants of income Income (Rm) The probability (Pm) Investments (I)

1 10 000 0.1 12 000

2 12 000 0.2 12 000

3 14 000 0.4 12 000

4 16 000 0.2 12 000

5 18 000 0.1 12 000

To determine the riskiness of the project, at a discount rate r (%), calculate the NPV for different discount rates:

r2 = 10%

Task 9.2.

According to five independent experts, the project will bring revenue Q with probability P. These are placed in the table.

Q, mln. P. 10 11 12 14 15

p 0.1 0.2 0.4 0.2 0.1

Define:

1. the riskiness of the project - expected average income and the risk of receiving less expected amount;

2. What is the maximum and the minimum income to be expected with a given confidence level Rzad = 0.683, if the risk of innovation;

3. What is the expected return is received, if for reasons independent project under the same conditions will be delayed for a year, the discount rate is equal to: r = 12%.

Problem 11.2

N randomly selected loans to the bank. Defectors have appeared k loans. Find the boundaries of the interval with a level of confidence Rdov = 0.954 for the probability of non-repayment of loans by the totality of loans granted by banks.

n = 2000; k = 100.

Problem 12.2

Calculate the VaR analytical method, if the portfolio is N and bought futures on the US dollar since January performance, the current futures price of P, based on the statistics of the January futures, the values \u200b\u200bstandard deviation coefficients K corresponding to each of the confidence levels that are listed in the table :

The confidence level of 90.0% 95.0% 97.5% 99.0%

Ratio 1.28 1.65 1.96 2.33

MSE Price Tool P its current value N, thous. Pcs.

0,003 100 200

# Additional information

17 pages