MASTER MINDS No.1 for CA/CWA & MEC/CEC 2. CAPITAL BUDGETING SOLUTIONS TO ASSIGNMENT PROBLEMS Problem No.1 Payback reciprocal = 4,000 X100 = 20% 20,000 The above payback reciprocal provides a reasonable approximation of the internal rate of return, i.e. 19%. Problem No.2 W.N.-1: Calculation of depreciation per annum Cost - Scrap Value 80,000 − 10,000 = Rs.14,000 p.a. Depreciation p.a. = = 5 Life W.N.-2: Calculation of PAT p.a. Year PBDT Depreciation PBT / PAT (PBDT – Dep.) 1 2 3 20,000 40,000 30,000 14,000 14,000 14,000 6,000 26,000 16,000 4 5 15,000 5,000 14,000 14,000 1,000 (9,000) Since Income tax rate is not given in the problem, PBT = PAT. Calculation of ARR Step-1: Calculation of Average Profit after Tax Average Profit after tax= 6,000 + 26,000 + 16,000 + 10,000 − 9,000 = Rs. 8,000 p.a 5 Step-2: Calculation of Average Investment 1 Average investment = ( Initial Cost - Salvage Value) + Salvage Value 2 1 = ( 80,000 - 10,000) + 10,000 = Rs.45,000 2 Step-3: Calculation of Accounting Rate of Return (ARR) (Return on Avg. Capital Employed) ARR = AveragePAT 8,000 = 17.77% x100 = Average investment 45,000 Step-4: Return on Original Capital employed Return on Original Capital employed = 8,000 Average PAT x100 = x100 = 10% Orginal Investment 80,000 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________1 Ph: 98851 25025/26 www.gntmasterminds.com Problem No.3 W.N. 1: Calculation of depreciation per annum Cost - Scrap Value 80,000 − 0 = Rs.16,000 p.a. = 5 Life Depreciation p.a. = Calculation of NPV using Incremental approach Step-1: Calculation of Present Value of Cash Outflows: Particulars Amount Investment in new equipment 80,000 Additional working capital 1,50,000 Total 2,30,000 Step-2: Calculation of Present Value of Operating Cash Inflows: Particulars Amount Rs. Amount Rs. 1,00,000 Incremental net cash in flow Less: additional wages Depreciation(w.n.1) Incremental PBT Less: Tax @ 40 % Incremental PAT Add: depreciation Incremental CFAT p.a 40,000 16,000 56,000 44,000 17,600 26,400 16,000 42,400 Therefore, Present Value of Operating Cash Inflows = 42,000 X PVAF(13%,5) = 42,400 X 3.517 = 1,49,120 Step 3: Present Value of Terminal Cash Inflows = Gsp or Nsp on sale of initial equipment = 0 Recovery of additional working capital = 1,50,000 1,50,000 PV there off = 1,50,000 * PVF (13%, 5) = 1,50,000 X 0.543 = Copy Rights Reserved 81,450 To MASTER MINDS, Guntur Step 4: Calculation of NPV NPV = PV of cash inflows – PV of cash outflows = PV of Operating Cash Inflows +PV of Terminal Cash Inflows – PV of cash outflows. = 1,49,120 + 81,450-2,30,000 = Rs.570 Conclusion: Since NPV is positive it is advisable to accept. IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________2 MASTER MINDS No.1 for CA/CWA & MEC/CEC Problem No.4 W.N – 1: Calculation of depreciation p.a. Depreciation p.a. = (Rs. in Lakhs) Cost - Scrap Value 140 − 0 = Rs. 17.5 lakhs p.a. = 8 Life On supplementary equipment = 10 − 1 = 1.5 lakhs pa 6 Calculation of NPV using Incremental approach Step-1: Calculation of Present Value of Cash Outflows: Particulars Amount 140 15 155 20 135 Cost of initial equipment Cost of additional working capital Less: tax free subsidy from government Add: cost of supplementary equipment - 10 Present value there off - 10* pvf ( 12% , 2 ) - 10* 0.797 Present value of cash out flows 7.97 142.97 Step-2: Calculation of Present Value of Operating Cash Inflows Selling price per unit a. b. c. d. e. f. g. h. i. j. k. = 100 Less: - variable cost @ 40% = 40 Contribution per unit 60 = Particulars Sales volume (lakhs of unit) Total contribution ( a * Rs. 60 per unit) Fixed cost Advertisement cost Depreciation (WN – 1) PBF (b-c-d-e) (loss) Tax @ 50% PAT (f-g) CFAT (h+e) PVF @ 12 % Present value Y1 0.8 48 16 30 17.5 (15.5) (7.75) (7.75) 9.75 0.893 8.706 Y2 1.2 72 16 15 17.5 23.5 11.75 11.75 29.25 0.797 23.31 Y3 to 5 3.0 180 16 10 19(17.5+1.5) 135 67.5 67.5 86.5 1.915 165.64 Y6 to 8 2.0 120 16 4 19 81 40.5 40.5 59.5 1.363 278.765 Therefore, Present Value of Operating Cash Inflows = Rs.278.765 Present value factor for years 3 to 5 = PVF (12% , 3) + PVF (12%, 4) + PVF (12%, 5) = 0.712+0.636+0.567 = 1.915 Copy Rights Reserved (or) To MASTER MINDS, Guntur PVAF (12%, 5) - PVAF (12%, 2) = 3.605 - 1.690 = 1.915 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________3 Ph: 98851 25025/26 www.gntmasterminds.com Present value factor for years 6 to 8 = PVF ( 12% , 6) + PVF (12%, 7) + PVF (12%, 8) = 0.507+0.452+0.404 = 1.363 (or) PVAF(12% , 8) - PVAF (12%, 5) = 4.968 - 3.605 = 1.363 Step-3: Present Value of Terminal Cash Inflows = Gsp or Nsp on sale of initial equipment -0 Gsp or Nsp on sale of supplementary equipment - 1 Recovery of working capital - 15 16 Pv there off = 16 * PVF (12%, 8) Copy Rights Reserved To MASTER MINDS, Guntur = 16 * 0.404 = 6.464 Step-4: Calculation of NPV NPV = PV of cash inflows – PV of cash outflows = PV of Operating Cash Inflows +PV of Terminal Cash Inflows – PV of cash outflows. = 278 + 65 – 6.464 = Rs. 142.97 Conclusion: Since NPV is positive it is advisable to accept the project. Note: It is given that the company has other profitable businesses and the loss from one business can be set off against profit of other business. Alternatively it can also be assumed that the loss is carried forward and setoff against future profit. Problem No.5 Calculation of NPV a. Step 1: Calculation of Present Value of Cash Outflows: Particulars Cost of machinery Present Value of Cash Outflows Amount 4,00,000 4,00,000 Step 2: Calculation of Present Value of Operating Cash Inflows: Particulars a. b. c. d. e. Sales volume Contribution per unit (10-6) Total contribution (axb) Fixed cost CFAT (c-d) Amount 40,000 units Rs.4 1,60,000 20,000 1,40,000 p.a PV thereof = 1,40,000 X PVAF(15%,6) = 1,40,000 X 3.784 = 5,29,760 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________4 MASTER MINDS No.1 for CA/CWA & MEC/CEC Step-3: Present Value of Terminal Cash Inflows G.S.P/N.S.P on sale of machinery = 20,000 PV thereof = 20,000 X PVF(15%,6) = 20,000 X 0.432 = 8,640 Step-4: Calculation of NPV NPV = PV of cash inflows – PV of cash outflows = PV of Operating Cash Inflows +PV of Terminal Cash Inflows – PV of cash outflows. = 5,29,760+8,640-4,00,000 = 1,38,400 Conclusion: Since NPV is positive it is advisable to accept the project. b. Let, x represents the sale volume required to justify the project. The project is acceptable if NPV is at least equal to zero Step-1: same as above – 4,00,000. Step-2: present value of operating cash inflows Particulars Amount (Rs.) a. Sales volume X unit b. Contribution per unit (10 – 6) 4 c. Total contribution 4X d. Fixed cost 20,000 e. CFAT (c-d) Present value there of 4X-20,000 = (4X – 20,000) * PVAF (15%, 6 years) = (4X – 20,000) *3.784 Copy Rights Reserved Step-3: same as above – 8,640 To MASTER MINDS, Guntur Step-4: Finding the value of X Since NPV is ‘0’ then present value of cash inflows = present value of cash outflows present value of operating cash inflows + present value of terminal cash inflows = present value of cash out flows (4X – 20,000) * 3.784 + 8,640 = 4,00,000 (4X – 20,000) = 1,03,424 4X = 1,23,424 X = 30,856 units pa Problem No.6 Given information: Project A B A&B C Investment 1,00,000 1,50,000 2,50,000 1,50,000 NPV 1,25.000 45,000 2,00,000 90,000 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________5 Ph: 98851 25025/26 www.gntmasterminds.com a. Selection of the projects if the firm has no budget constraint: Given that all the projects have positive NPV therefore it is beneficial to select all the projects I.e A,B & C. b. Selection of projects if there is a budget constraint of 2,50,000: Combination A&B A&C NPV 2,00,000 2,15,000(1,25,000+90,000) Since NPV is more in case of projects A&C, it is beneficial to invest in project A&C. Problem No.7 W.N - 1: Calculation of depreciation per annum Cost of Machinery 2,50,000 Less: Salvage value 30,000 Depreciable amount 2,20,000 Copy Rights Reserved To MASTER MINDS, Guntur Sum of the years digits = 1 + 2 + 3 + …….. + 10 = 55. st Dep. for 1 year = rd 3 year = th 5 year = 2, 20, 000 x 10 = Rs.40,000 55 2, 20, 000 x 8 = Rs. 32,000 55 2, 20, 000 x 6 = Rs.24,000 55 nd 2 year th 4 year = 2, 20, 000 x 9 = Rs.36,000 55 2, 20, 000 x 7 = Rs. 8,000 55 = W.D.V at the end of 5th year = Cost – depreciation = 2,50,000 – 1,60,000 = Rs. 90,000 Book value of machine after capital expenditure = 90,000 + 60,000 = Rs. 1,50,000 Depreciable amount from 6th to 10th year = 1,50,000 – 30,000 = Rs. 1,20,000 Sum of the years digits = 1 + 2 + 3 + 4 + 5 = 15 th Dep. for 6 year = th 8 year = th 10 year = 1, 20, 000 x 5 = Rs. 40,000 15 th 7 year = 1, 20, 000 x 3 = Rs. 24,000 15 th 1, 20, 000 x 4 = Rs. 32,000 15 9 year = 1, 20, 000 x 2 = Rs. 16,000 15 1, 20, 000 x 1 = Rs. 8,000 15 Calculation of NPV Step-1: Calculation of Present Value of Cash Outflows Particulars Cost of Machinery Add: Working capital Add: Cost of Additional equipment [60,000 x PVF (20%, 5y)] Present value of Cash Outflows Amount 2,50,000 50,000 24,120 3,24,120 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________6 MASTER MINDS No.1 for CA/CWA & MEC/CEC Step-2: Calculation of Present Value of Operating Cash Inflows. Particulars Y1 (Rs. in Lakhs) Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 1.0 0.4 1.0 0.36 1.0 0.32 1.0 0.28 1.0 0.24 1.0 0.40 1.0 0.32 1.0 0.24 1.0 0.16 1.0 0.08 P.B.T Less: Tax @ 40% 0.6 L 0.24 L 0.64 0.256 0.68 0.272 0.72 0.288 0.76 0.304 0.60 0.24 0.68 0.272 0.76 0.84 0.304 0.336 0.92 0.368 P.A.T Add:Depreciation 0.36 0.4 0.384 0.36 0.408 0.32 0.432 0.28 0.456 0.24 0.36 0.40 0.408 0.32 0.456 0.504 0.24 0.16 0.552 0.08 C.F.A.T. X P.V.F (20%, n) 0.76 0.833 0.744 0.694 0.728 0.579 0.712 0.482 0.696 0.76 0.402 0.335 0.728 0.279 0.696 0.664 0.233 0.194 0.632 0.162 P.Value 0.634 0.516 0.422 0.343 0.279 0.255 0.203 0.162 0.128 0.102 PBDT Less: Dep.(W.N-1) Therefore, Present Value of operating cash inflows = Rs.3,04,498 Step-3: Calculation of Present Value of Terminal Cash Inflows (At the end of the project) Particulars Amount G.S.P/N.S.P on sale of machinery Add: Recovery of working capital 30,000 50,000 Total of Terminal Cash Inflows 80,000 Present Value thereof = 80,000 X PVF (20%, 10y) = 80,000 X 0.162 = Rs.12,960 Step-4: Calculation of NPV NPV = PV of cash inflows – PV of cash outflows = PV of Operating Cash Inflows + PV of Terminal Cash Inflows – PV of Cash Outflows = 3,04,498 + 12,960 – 3,24,120 = - Rs. 6662 Conclusion: Since NPV is negative it is not advisable for the company to accept the project. Assumptions: • Cash flows are assumed to accrue at the end of each year. • Interim cash inflows at the end of each year are assumed to be reinvested at the rate of cost of capital. • Cash flows given in the problem are assumed to be certain. Problem No.8 Copy Rights Reserved To MASTER MINDS, Calculation of IRR: (Single out flow & multiple even cash inflows) From the given information, PVA = 36,000 periodic payment = 11,200 term of annuity = 5 years We know that, PVA = P.P X PVAF (r%, 5 yrs) 36,000 = 11,200 X PVAF PVAF = 3.214 Trace the PVAF in the PVAF table against 5 years Therefore IRR = 17% approximately IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________7 Ph: 98851 25025/26 www.gntmasterminds.com Problem No. 9 (Rs. In Lakhs) Step-1: Calculation of Pay Back Period Machine – A Year Machine – B CFAT Accumulated CFAT CFAT Accumulated CFAT 1 2 3 4 5 1.5 2.0 2.5 1.5 1.0 1.5 3.5 6.0 7.5 8.5 0.5 1.5 2.0 3.0 2.0 0.5 2.0 4.0 7.0 9.0 Pay Back Period 2+ = 2.6 Years 3+ 5.0 − 3.5 2.5 5.0 − 4.0 3.0 = 3.33 years Since Pay Back Period is less for Machine – A, it is beneficial to purchase Machine – A. Step-2: Present Value of Cash Out flows Particulars Amount Cost of Machinery Present Value of Cash Outflows 5,00,000 5,00,000 Step-3: Present Value of Operating Cash Inflows Year Y1 CFAT PVF @ 10% PV 1.5 0.909 1.3635 Machine – A Y2 Y3 Y4 Y5 Y1 2.5 0.751 1.8775 1.0 0.621 0.621 0.5 0.909 0.4545 2.0 0.826 1.652 1.5 0.683 1.0245 Machine – B Y2 Y3 Y4 2.0 0.751 1.502 1.5 0.826 1.239 Y5 3.0 0.683 2.049 2.0 0.621 1.242 Present Value there of for Machine – A= 6.5385 Present Value there of for Machine – B= 6.4865 Step-4: Present Value of Terminal Cash Inflows - Nil Step-5: Calculation of NPV and Profitability Index Particulars Machine A Present Value of cash inflows Present Value of cash outflows NPV @ 10% Profitability Index (P.V of Cash Inflows / Cash Outflows) Machine B 6.5385 (5.0) 1.5385 1.31 6.4865 (5.0) 1.4865 1.30 Since NPV and P.I. are higher for Machine – A, it is beneficial to purchase Machine – A. Step-6: Calculation of I.R.R for Machine – A Year Cash flow 0 1 2 5.0 1.5 2.0 NPV @ 20% NPV @ 24% PVF PV PVF PV 1.0 0.833 0.694 (5.0) 1.25 1.39 1.0 0.806 0.650 (5.0) 1.21 1.30 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________8 MASTER MINDS No.1 for CA/CWA & MEC/CEC 3 4 5 2.5 1.5 1.0 NPV 0.579 0.482 0.402 1.45 0.72 0.40 0.21 0.524 0.423 0.341 1.31 0.63 0.34 (0.21) Using Interpolation IRR = Ll + NPV@ L1 NPV@ L1 − NPV@ L 2 (L2 – L1) = 20 + 0.21 (4) = 22%. 0.21 + 0.21 Step-7: Calculation of IRR for Machine – B Year NPV @ 18% Cash flow 5.0 0.5 1.5 2.0 3.0 2.0 0 1 2 3 4 5 NPV @ 20% PVF PV PVF PV 1.0 0.847 0.718 0.609 0.516 0.437 (5.0) 0.42 1.08 1.22 1.55 0.87 1.0 0.833 0.694 0.579 0.482 0.402 (5.0) 0.42 1.04 1.16 1.45 0.80 0.14 (0.13) Using Interpolation IRR NPV@ L1 = Ll + = 18 + = 19.04% NPV@ L1 − NPV@ L 2 (L2 – L1) 0.14 × 2 = 18 + 1.012 = 19.04% 0.14 + 0.13 Copy Rights Reserved To MASTER MINDS, Since IRR is high for Machine – A, it is beneficial to purchase Machine – A. Step-8: Calculation of Average Rate of Return 1. Depreciation Particulars Machine– A Machine – B Cost − Scrap Life 1,00,000 1,00,000 2,50,000 2,50,000 2. Average Investment = 1 2 (Initial Investment − Scrap ) + Scrap + Add.W/cap 3. Average PAT. p.a. (Avg CFAT – Depreciation) 4. Average Rate of Return (3) / (2) 70,000 80,000 1.5 + 2 + 2.5 + 1.5 + 1 − 1 5 0.5 + 1.5 + 2 + 3 + 2 − 1 5 0.28 (70,000/2,50,000) 0.32 (80,000/2,50,000) Since machines are mutually exclusive and A.R.R. is high for Machine – B, it is beneficial to purchase Machine – B. Conclusion: In all the above cases except in the case of A.R.R - purchase of Machine - A is beneficial. IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________9 Ph: 98851 25025/26 www.gntmasterminds.com Assumptions: 1. For Pay back period: Cash flows are assumed to accrue evenly throughout the year. 2. For NPV • Cash flows are assumed to accrue at the end of each year. • Interim cash inflows at the end of each year are assumed to be reinvested at the rate of cost of capital. • Cash flows given in the problem are assumed to be certain. Copy Rights Reserved To 3. For IRR MASTER MINDS, • Cash flows are assumed to accrue at the end of each year. • Interim cash inflows at the end of each year are assumed to be reinvested at the rate of IRR. • Cash flows given in the problem are assumed to be certain. Problem No. 10 Step-1: Calculation of CFAT p. a Particulars Machine X Estimated savings in cost Estimated savings in Wages Less: Additional cost of maintenance Additional cost of supervision CFAT p.a Machine Y 500 6,000 800 1,200 4,500 800 8,000 1,000 1,800 6,000 Step-2: Calculation of Pay back period Particulars Payback period = Machine X Initial Investment 9000 CFAT 4500 = 2yrs. Machine Y 18000 = 3 yrs. 6000 Assumption: The two machines are mutually exclusive. Conclusion: It is beneficial to select the machine with least pay back period i.e. Machine X. Problem No.11 (a) (i) Payback Period Project A: 10,000/10,00 = 1 year Project B: 10,000/7,500 = 1 1/3 years. Project C: 2 years + 10,000 − 6,000 1 = 2 years 12,000 3 Project D: 1 year. (ii) ARR (10,000 − 10,000)1/ 2 =0 Project A: (10,000)1/ 2 Copy Rights Reserved To MASTER MINDS, Guntur IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________10 MASTER MINDS No.1 for CA/CWA & MEC/CEC (15,000 − 10,000)1/ 2 2,500 = = 50% (10,000)1/ 2 5,000 (18,000 − 10,000)1 / 3 2,667 = = 53% Project C: (10,000)1 / 2 5,000 (16,000 − 10,000)1/ 3 2,000 = = 40% Project D: (10,000)1/ 2 5,000 Project B: Copy Rights Reserved To MASTER MINDS, Guntur Note: This net cash proceed includes recovery of investment also. Therefore, net cash earnings are found by deducting initial investment. (iii) IRR Project A: The net cash proceeds in year 1 are just equal to investment. Therefore, r = 0% Project B: This project produces an annuity of Rs.7,500 for two years. Therefore, the required PVAF is: 10,000/7,500 = 1.33. This factor is found under 32% column. Therefore, r = 32% Project C: Since cash flows are uneven, the trail and error method will be followed. Using 20% rate of discount the NPV is + Rs.1,389. At 30% rate of discount, the NPV is –Rs.633. The true rate of return should be less than 30%. At 27% rate of discount it is found that the NPV is –Rs.86 and at 26% + Rs.105. Through interpolation, we find r = 26.5% Project D: In this case also by using the trail and error method, it is found that at 37.6% rate of discount NPV becomes almost zero. Therefore, r = 37.6% (iv) NPV Project A: at 10% at 30% -10,000+10,000x0.909 = -910 -10,000+10,000x0.769 = -2,310 Project B: at 10% -10,000+7,500(0.909+0.826) = 3,013 at 30% -10,000+7,500(0.769+0.592) = +208 Project C: at 10% -10,000+2,000x0.909+4,000x0.826+12,000x0.751 = +4,134 at 30% -10,000+2,000x0.769+4,000x0.592+12,000x0.455 = -633 Project D: at 10% -10,000+10,000x0.909+3,000x(0.826+0.751) = +3,821 at 30% -10,000+10,000x0.769+3,000x(0.592+0.4555) = +831 The Project are ranked as follows according to the various methods: Ranks Projects A B C D PB 1 2 3 1 ARR 4 2 1 3 IRR 4 2 3 1 NPV (10%) 4 3 1 2 NPV (30% 4 2 3 1 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________11 Ph: 98851 25025/26 www.gntmasterminds.com (b) Payback and ARR are theoretically unsound method for choosing between the investment projects. Between the two time-adjusted (DCF) investment criteria, NPV and IRR, NPV gives consistent results. If the projects are independent (and there is no capital rationing), either IRR or NPV can be used since the same set of projects will be accepted by any of the methods. In the present case, except Project A all the three projects should be accepted if the discount rate is 10%. Only Projects B and D should be undertaken if the discount rate is 30%. If it is assumed that the projects are mutually exclusive, then under the assumption of 30% discount rate, the choice is between B and D (A and C are unprofitable). Both criteria IRR and NPV give the same results – D is the best. Under the assumption of 10% discount rate, ranking according to IRR and NPV conflict (except for Project A). If the IRR rule is followed, Project D should be accepted. But the NPV rule tells that Project C is the best. The NPV rule generally gives consistent results in conformity with the wealth maximization principle. Therefore, Project C should be accepted following the NPV rule. Problem No.12 (a) Payback Period Method: A = 5 + (500/900) = 5.5 years B = 5 + (500/1200) = 5.4 years C = 2 + (1000/2000) = 2.5 years Net Present Value: NPVA = (- 5000) + (900 - 6.145) = (5000) + 5530.5 = Rs.530.5 NPVB is calculated as follows: Year Cash flow (Rs.) 10% discount factor Present value (Rs.) 0 (5,000) 1.000 (5,000) 1 700 0.909 636 2 800 0.826 661 3 900 0.751 676 4 1,000 0.683 683 5 1,100 0.621 683 6 1,200 0.564 677 7 1,300 0.513 667 8 1,400 0.467 654 9 1,500 0.424 636 10 1,600 0.386 618 1591 NPVC = (-5000) + (2000×2.487) + (1000×0.683) = Rs.657 Internal Rate of Return If NPVA = 0, present value factor of IRR over 10 years = 5000/900 = 5.556 From tables, IRR A = 12 per cent. Copy Rights Reserved To MASTER MINDS, Guntur IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________12 MASTER MINDS No.1 for CA/CWA & MEC/CEC IRRB Year Cash flow (Rs.) 10% discount factor Present value (Rs.) 0 1 2 3 4 5 6 7 8 9 10 (5,000) 700 800 900 1,000 1,100 1,200 1,300 1,400 1,500 1,600 1.000 0.909 0.826 0.751 0.683 0.621 0.564 0.513 0.467 0.424 0.386 (5,000) 636 661 676 683 683 677 667 654 636 618 1,591 Interpolating: IRRB = 10 + 20% discount factor 1.000 0.833 0.694 0.579 0.482 0.402 0.335 0.279 0.233 0.194 0.162 Present value (Rs.) (5,000) 583 555 521 482 442 402 363 326 291 259 (776) 1,591x10 = 10+6.72 = 16.72 per cent (1,591 + 776) IRRC 15% discount factor Present value (Rs.) 18% discount factor Present value (Rs.) (5,000) 1.000 2,000 0.870 (5,000) 1.000 (5,000) 1,740 0.847 1,694 2 2,000 0.756 1,512 0.718 1,436 3 2,000 0.658 1,316 0.609 1,218 4 1,000 0.572 572 0.516 516 Year Cash flow (Rs.) 0 1 140 136 140x3 = 15 + 1.52 = 16.52 per cent (140 + 136) Accounting Rate of Return 5,000 ARRA: Average capital employed = = Rs.2,500 2 (9,000 − 5,000 ) Average accounting profit = = Rs.400 10 ( 400x100) ARRA = = 16 per cent 2,500 (11,500 − 5,000 ) = Rs.650 ARRB: Average accounting profit = 10 (650x100) ARRB = = 26 per cent 2,500 (7,000 − 5,000 ) = Rs.500 ARRC = Average accounting profit = 4 (500 x100) ARRC = = 20 per cent 2,500 Interpolating: IRRC = 15 + IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________13 Ph: 98851 25025/26 www.gntmasterminds.com (b) Summary of Results Project A 5.5 16 12.4 530.5 Payback (years) ARR (%) IRR (%) NPV (Rs.) B 5.4 26 16.7 1,591 C 2.5 20 16.5 657 Comparison of Rankings Method 1 2 3 Payback C B A ARR B C A IRR B C A NPV B C A Problem No.13 Calculation of NPV & IRR: Year NPV at the rate of 12% Cash flow 0 PVF @12% PV NPV at the rate of 13% PVF @13% PV (35,00,000) 1 (35,00,000) 1 (35,00,000) 1-4 10,00,000 3.037 30,37,000 2.974 29,74,000 5 5,00,000 0.567 2,83,500 0.543 2,71,500 6 5,00,000 0.507 2,53,500 0.48 2,40,000 NPV 74,000 (14,500) Using interpolation, IRR = l1 + NPV @ l1 (l2 − l1 ) NPV @ l1 − NPV @ l2 Copy Rights Reserved 74,000 (13% − 12%) =12% + 88,500 = 12.836% To MASTER MINDS, Guntur Since NPV is positive, it is beneficial for the company to accept the proposal. Since IRR is > cost of capital, it is beneficial for the company to accept the proposal. Problem No.14 1. Computation of Net Present Values of Projects: Cash flows Year 0 1 2 Project A Rs. (1) 1,35,000 30,000 Project B Rs. (2) 2,40,000 60,000 84,000 Discounting Discounted Factor @ 16% Cash flow Project A Project B (3) Rs. (3) x (1) Rs. (3) x (2) 1.000 1,35,000 2,40,000 0.862 51,720 0.743 22,290 62,412 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________14 MASTER MINDS No.1 for CA/CWA & MEC/CEC 3 4 5 Net present value 1,32,000 84,000 84,000 96,000 1,02,000 90,000 0.641 0.552 0.476 84,612 46,368 39,984 58,254 61,536 56,304 42,840 34,812 2. Computation of Cumulative Present Values of Projects Cash inflows: Year Project A PV of cash Cumulative inflows PV Rs. 1 2 3 4 5 Project B PV of Cumulative cash inflows PV Rs. Rs. 51,720 51,720 62,412 1,14,132 61,536 1,75,668 56,304 2,31,972 42,840 2,74,812 Rs. 22,290 84,612 46,368 39,984 22,290 1,06,902 1,53,270 1,93,254 (i) Discounted payback period: (Refer to Working note 2) Cost of Project A = Rs.1,35,000 Cost of Project B = Rs.2,40,000 Cumulative PV of cash inflows of Project A after 4 years = Rs.1,53,270 Cumulative PV of cash inflows of Project B after 5 years = Rs.2,74,812 A comparison of projects cost with their cumulative PV clearly shows that the project A’s cost will be recovered in less than 4 years and that of project B in less than 5 years. The exact duration of discounted pay back period can be computed as follows: Project A Project B 18,270 34,812 (Rs.1,53,270 – Rs.1,35,000) (Rs.1,53,270 – Rs.1,35,000) period 0.39 year 0.81 years To recover excess amount of cumulative PV over project cost (Rs.18,270 / Rs.46,368) (Rs.34,812 / Rs.42,840) 3.61 year 4.19 years (4 – 0.39 years (5 – 0.81) years Excess PV of cash inflows over the Project cost (Rs.) Computation required of (Refer to Working note2) Discounted payback period (ii) Profitability Index : = Sumofdisco untcash inf lows initiancas houtlay Profitability Index (for Project A) = Profitability Index (for Project B) = (iii) Net present value (for Project A) (Refer to Working note 1) Net present value (for Project B) = Rs.1,93,254 = 1.43 Rs.1,35,000 Rs.2,74,812 = 1.15 Rs.2,40,000 Rs.58,254 = Rs.34,812 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________15 Ph: 98851 25025/26 www.gntmasterminds.com Problem No.15 Advise to the Hospital Management: Determination of Cash inflows Amount Sales Revenue Less: Operating Cost 40,000 7,500 32,500 9,250 23,250 6,975 16,275 9,250 25,525 12,000 13,525 Less: Depreciation (80,000 – 6,000)/8 Net Income Tax @ 30% Earnings after Tax (EAT) Add: Depreciation Cash inflow after tax per annum Less: Loss of Commission Income Net Cash inflow after tax per annum In 8th Year : New Cash inflow after tax Add: Salvage Value of Machine Net Cash inflow in year 8 13,525 6,000 19,525 Calculation of Net Present Value (NPV): Year CFAT 13,525 19,525 1 to 7 8 Present Value of Cash inflows PV Factor @10% 4.867 0.467 Less: Cash Outflows NPV 65,826.18 9,118.18 74,944.36 80,000.00 (5,055.64) Sum of discounted cash inflows 74,944.36 = =0.937 Present value of cash outflows 80,000 Advise: Since the net present value is negative and profitability index is also less than 1, therefore, the hospital should not purchase the diagnostic machine. Profitability Index = Note: Since the tax rate is not mentioned in the question, therefore, it is assumed to be 30 percent in the given solution. Problem No.16 (i) Payback Period of Projects Particulars C0 C1 C2 C3 A (10,000) 6,000 2,000 2,000 3 years B (10,000) 2,500 2,500 5,000 3 years C (3,500) 1,500 2,500 D (3,000) 0 0 1 year and 9.6 months 3,000 3 years 12 x2,000 i.e. 2,500 (ii) If standard payback period is 2 years, Project C is the only acceptable project. But if standard payback period is 3 years, all the four projects are acceptable. IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________16 MASTER MINDS No.1 for CA/CWA & MEC/CEC (iii) Discounted Payback Period (Cash flows discounted at 10%) A 10,000 + 5,454.6 + 1,652.8 + 1,502.6 + 8,196 3years + 12 x1,390 = 3 years and 2 months 8,196 B 10,000 + 2,272.75 + 2,066 + 3,756.5 + 5,122.50 3years + 12 x1,904.75 = 3 years and 4.6 months 5,122.55 C 3,500 + 1,363.65 + 2,066 + 375.65 + 3,415 2years + 12 x70.35 =2 years and 2.25 months 375.65 D 3,000 + 0 + 0 + 2,253.9 + 4,098 3years + 12 x746.10 =3 years and 2.18 months 4,098 If standard discounted payback period is 2 years, no project is acceptable on discounted payback period criterion. If standard discounted payback period is 3 years, Project ‘C’ is acceptable on discounted payback period criterion. Problem No.17 Recommendations regarding Two Alternative Proposals: (i) Net Present Value Method: Computation of Present Value Project A = Rs.4,00,000 x 3.791 = Rs.15,16,400 Project B = Rs.5,80,000 x 3.791 = Rs.21,98,780 Computation of Net Present Value: Project A = Rs.15,16,400 – 12,00,000 = Rs.3,16,400 Project B = Rs.21,98,780 – 18,00,000 = Rs.3,98,780 Advise: Since the net present value of Project B is higher than that of Project A, therefore, Project B should be selected. (ii) Present Value Index Method: Present Value Index = Pr esentValue ofCash inf low InitialInv estment 15,16,400 = 1.264 12,00,000 21,98,780 = 1.222 Project B = 18,00,000 Copy Rights Reserved Project A = To MASTER MINDS, Guntur Advise: Since the present value index of Project A is higher than that of Project B, therefore, Project A should be selected. IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________17 Ph: 98851 25025/26 www.gntmasterminds.com (iii) Internal Rate of Return (IRR): Project A: P.V. Factor = InitialInvestment 12,00,000 = =3 AnnualCashInflow 4,00,000 PV factor falls between 18% and 20% Present Value of cash inflow at 18% and 20% will be: Present Value at 18% = 3.127 x 4,00,000 = 12,50,800 Present Value at 20% = 2.991 x 4,00,000 = 11,96,400 12,50,800 − 12,00,000 x(20 − 18) IRR = 18 + 12,50,800 − 11,96,400 50,800 x2 54,400 = 18 + 1.8676 = 19.868% = 18 + Copy Rights Reserved To MASTER MINDS, Guntur Project B: P.V. Factor = 18,00,000 = 3.103 5,80,000 Present Value of cash inflow at 18% and 20% will be: Present Value at 18% = 3.127 x 5,80,000 = 18,13,660 Present Value at 20% = 2.991 x 5,80,000 = 17,34,780 18,13,660 − 18,00,000 x(20 − 18) IRR = 18 + 18,13,660 − 17,34,780 13,660 x2 = 18 + 78,880 = 18 + 0.3463 = 18.346% Advise: Since the internal rate of return of Project A is higher than that of Project B, therefore, Project A should be selected. Problem No.18 Working notes: Cost - Scrap Value 1,50,000 = Rs.30,000 = 5 Life Depreciation on machine. X = 2,40,000 Cost - Scrap Value = Rs.40,000 = 6 Life Depreciation on machine. Y = Particulars Annual savings: Wages Scrap Total savings(A) Annual estimated cash cost: Indirect material Supervision Maintenance Total cash cost(B) Machine X Machine Y 90,000 10,000 1,00,000 1,20,000 15,000 1,35,000 6,000 12,000 7,000 25,000 8,000 16,000 11,000 35,000 IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________18 MASTER MINDS No.1 for CA/CWA & MEC/CEC Annual cash savings(A-B) Less: depreciation Annual savings before tax Less: tax @ 30 % Annual profit after tax Add: depreciation Annual cash in flows 75,000 30,000 1,00,000 40,000 45,000 13,500 60,000 18,000 31,500 30,000 42,000 40,000 61,500 82,000 Evaluation of alternatives: (i) ARR = average annual net savings Average investment 31,500 x100 = 42% Machine X = 75,000 42,000 x100 = 35% Machine Y = 1,20,000 Copy Rights Reserved To MASTER MINDS, Guntur Decision: Machine X is better. [Note: ARR can be computed alternatively taking initial investment as the basis forcomputation (ARR = Average Annual Net Income/Initial Investment). The value ofARR for Machines X and Y would then change accordingly as 21% and 17.5%respectively] (ii) Present Value Index Method Present Value of Cash Inflow = Annual Cash Inflow x P.V. Factor @ 10% Machine X = 61,500 x 3.79 = Rs.2,33,085 Machine Y = 82,000 x 4.354 = Rs.3,57,028 P.V index = present value of cash inflow Investment Machine X = 2,33,085 = 1.5539 1,50,000 Machine Y = 3,57,028 = 1.4876 2,40,000 Decision: Machine X is better. Problem No.19 PART – A Project Present Value of Cash Inflows A B C D E 1,87,600 x PVAF (12%, 2y ) = 317044 66,000 x PVAF (12%, 5y ) = 2,37,930 1,00,000 x PVAF (12%, 3y) = 2,40,200 20,000 x PVAF (12%, 9y) = 1,06,560 66,000 x PVAF (12%, 10y) = 3,72,900 Initial cash outlay 3,00,000 2,00,000 2,00,000 1,00,000 3,00,000 NPV P.I 17,044 37,930 40,200 6,560 72,900 1.057 1.19 1.201 1.066 1.243 Ranking as per NPV IV III II V I Ranking as per P.I V III II IV I IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________19 Ph: 98851 25025/26 www.gntmasterminds.com PART – B All the projects have positive NPV. So, we can accept all the projects subject to availability of funds. It is also given that the company is having limited funds of Rs.4,00,000 and we need Rs.11,00,000 to invest in all the projects. So, it is required to do capital rationing. Capital Rationing, assuming that the projects are divisible Project E Cash Outflow 3,00,000 C 1,00,000 NPV 72,900 20,100 Total Surplus funds 1,00,000 40,200 x 1,00,000 2,00,000 93,000 - PART - C All the projects have positive NPV. To accept all the projects we need initial investment of Rs.11,00,000. But the available funds are just Rs.5,00,000. Therefore, it is necessary to do capital rationing. Capital Rationing, assuming that the projects are divisible Project E C Cash outlay 3,00,000 2,00,000 NPV 72,900 40,200 1,13,100 Total Surplus funds 2,00,000 --- Assumptions: • Perfect linear relationship is assumed to exist between inflows and outflows. In other words, NPV changes proportionately to changes in investment. • It is assumed that there is scarcity of funds in the current year only. In other words, there is no scarcity of funds in subsequent years. • The given projects are mutually independent. • A project can be accepted only once. • A project can either be accepted now or rejected. In other words, there is no question of postponement. THE END IPCC_33e_F.M_ Capital Budgeting_Assignment Solutions ________________20