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4. TWO INVESTMENT ALTERNATIVES ARE EQUIVALENT IF THEY
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A B C D E F G H
IT HAS A 95% CHANCE OF POCKETING A QUICK PROFIT OF
PROBLEM 1.12
NOTE TO INSTRUCTOR
WHAT YOU SHOULD KNOW ABOUT THIS PROBLEM IS:
THERE IS NO SINGLE CORRECT ANSWER
ECONOMICALLY SPEAKING, THE THREE ARE EQUIVALENT
RETURNED RETURNED
YOU CHANCE OF TO YOU IF CHANCE OF TO YOU IF EXPECTED
ALT INVEST SUCCESS SUCCESS FAILURE FAILURE VALUE
A$100,000.00 95% $110,789.47 5% $95,000.00 $10,000.00
B$100,000.00 60% $150,000.00 40% $50,000.00 $10,000.00
C$100,000.00 20% $510,000.01 80% $10,000.00 $10,000.00
b
c MAY WISH TO MAKE A CASE FOR 2, 3, 4, 5. NUMBER 9 IS FOR SURE.
5. MARGINAL REVENUE MUST EXCEED MARGINAL COST
9. RISKS AND RETURNS TEND TO BE POSITIVELY CORRELATED
d
1. IDENTIFY THE INVESTMENT ALTERNATIVES
4. ESTIMATE THE CASH FLOWS
7. SELECT THE PREFERRED ALTERNATIVE
HAVE THE SAME ECONOMIC WORTH
MAY WANT TO MAKE A CASE FOR 6, WITH THE EV ANALYSIS –
ALTHOUGH THAT SHOULD NOT BE EXPECTED
$10,789.47 WITH ONLY $5,000 DOWNSIDE
THE STUDENTS SHOULD BE EXPECTED TO DO A “GUT” ANALYSIS –
HOW WOULD THEY ACTUALLY DECIDE HERE?
THE STUDENTS SHOULD NOT BE EXPECTED TO DO A
PROBABILISTIC ANALYSIS – THEY WILL SEE THAT IN CHAPTER 11
ONE WHO SELECTS ALTERNATIVE C IS A RISK SEEKER (OR QUITE
RISK PRONE) – NOT MANY WILL GAMBLE ON B OR C
THE EXPECTED VALUE (PROBABILITY-WEIGHTED RETURNS LESS
PROBABILITY-WEIGHTED FAILURES) IS THE SAME FOR EACH:
$10,000.