9%) is higher than the return adjusted for risk for investment A ($14% – 4%)
C) it is irrational for a risk-averse investor to select investment B because its standard
deviation is more than twice as big as investment A’s, but the return is not twice as big
D) rational investors could pick either A or B, depending on their level of risk aversion
22) Suppose the 360-day forward exchange rate is 1.657 dollars per British Pound, and
the current spot rate is 1.625 dollars per British Pound. If the 360-day interest rate in the
United States is 5% and the 360-day interest rate in Great Britain is 3%, is the market in
equilibrium according to the interest rate parity theory?
A) Yes, because the forward premium on the pound (2%) is exactly offset by the lower
interest rate in Great Britain
B) No, because the higher interest rate in the United States (2%) implies that the
forward exchange rate should be 2% lower than the current spot rate
C) No, because the forward premium on the pound is 2% while the interest rate in the
U.S is 67% higher than the interest rate in Great Britain
D) Cannot be determined without knowing the amount of money being exchanged
23) A six-year project for Little Egypt, Inc. results in additional accounts receivable of
$150,000, additional inventory of $50,000, and additional accounts payable of $80,000
today. What is the change in the NPV of a project solely due to the additional net
working capital (NWC) needs? Assume a 14% discount rate, and the recovery of net
working capital at the end of the project.
A) a decrease of $34,606
B) a decrease of $42,670
C) a decrease of $120,000
D) a decrease of $58,689
24) If you were a treasurer for a Fortune 1,000 corporation who has responsibility for
investing “excess cash balances,” which of the following alternatives would you be
least likely to select?
A) commercial paper
B) common stock
C) bankers’ acceptances
D) U.S. Treasury bills