Determine investment allocation that maximises expect npv, Cost Accounting

Assignment Help:

Suppose that $4 million is available for investment in three projects.  The probability distribution of the net present value earned from each project depends on how much is invested in each project.  Let It be the random variable denoting the net present value earned by project t.  The distribution of It depends on the amount of money invested in project t, as shown in Table (a zero investment in a project always earns a zero NPV).  Use dynamic programming to determine an investment allocation that maximises the expected NPV obtained from the three investments.

Table

 

Investment (millions)

Probability

Project 1

$1

P(I1 = 2) = 0.6

P(I1 = 4) = 0.3

P(I1 = 5) = 0.1

$2

P(I1 = 4) = 0.5

P(I1 = 6) = 0.3

P(I1 = 8) = 0.2

$3

P(I1 = 6) = 0.4

P(I1 = 7) = 0.5

P(I1= 10) = 0.1

$4

P(I1 = 7) = 0.2

P(I1 = 9) = 0.4

P(I1= 10) = 0.4

Project 2

$1

P(I2 = 1) = 0.5

P(I2 = 2) = 0.4

P(I2 = 4) = 0.1

$2

P(I2 = 3) = 0.4

P(I2 = 5) = 0.4

P(I2 = 6) = 0.2

$3

P(I2 = 4) = 0.3

P(I2 = 6) = 0.3

P(I2 = 8) = 0.4

$4

P(I2 = 3) = 0.4

P(I2 = 8) = 0.3

P(I2 = 9) = 0.3

Project 3

$1

P(I3 = 0) = 0.2

P(I3 = 4) = 0.6

P(I3 = 5) = 0.2

$2

P(I3 = 4) = 0.4

P(I3 = 6) = 0.4

P(I3 = 7) = 0.2

$3

P(I3 = 5) = 0.3

P(I3 = 7) = 0.4

P(I3 = 8) = 0.3

$4

P(I3 = 6) = 0.1

P(I3 = 8) = 0.5

P(I3 = 9) = 0.4


Related Discussions:- Determine investment allocation that maximises expect npv

Break-even calculations, Break-Even Calculations As they say, a picture...

Break-Even Calculations As they say, a picture is significance a thousand words, and this is undoubtedly true for the CVP graphic just presented. Though, everyone is not an art

Use the high-low method to determine variable cost per unit, The following ...

The following data is available regarding costs and units: Observation Machine-hours Total Operating Costs January 4,000 $45,900 February 5,000 52,500 March 3,400 44,025 April 4,40

Estimate total money using marginal and average tax rate, Thomas Crown expe...

Thomas Crown expects to earn the following stream of annual income for the next four years:- $41,000; $45,000; $38,000 and $50,000. Although he has adopted the Pay Yourself First s

What was the cost of goods manufactured for the period, A company started w...

A company started with $0 in direct materials, purchased $5,000 of materials, and ended with $300 in materials. Direct labor equaled $4,000. The applied overhead for the period was

Financial statement issues that are unique to manufacturers, Financial Stat...

Financial Statement Issues that are Unique to Manufacturers Different from the retailers, manufacturers have three exclusive inventory category: 1) Raw Materials, 2)Work in

Assessment item 2, rocess costing Prepare a spreadsheet to solve the follow...

rocess costing Prepare a spreadsheet to solve the following process costing problem. Review the four process costing videos provided in Interact Resources. Note that in the situati

Process costing procedure, Process Costing Procedure 1. The production...

Process Costing Procedure 1. The production factory is divided into a number of methods. 2. An account is maintained and opened for every process. 3. Every process accou

Calculate the current stock price, The Bloomington Electric Company operate...

The Bloomington Electric Company operates in a stable industry and therefore has predictable dividend growth of 8% per year. The most recent annual dividend was paid yesterday in t

Cash Budgeting, Stopover industries ltd, a recently incorporated company pl...

Stopover industries ltd, a recently incorporated company plans to go into production next year. the following standard cost matrix has been assembled for one of the products it pro

Chapter 4 Fundamentals of Cost Analysis for Decision Making, 31. Special Or...

31. Special Orders Maria’s Food Service provides meals that nonprofi t organizations distribute to handicapped and elderly people. Here is her forecasted income statement for April

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd