Chapter 6 Time Value of Money Concepts Copyright © 2015 McGraw-Hill Education. All rights reserved. Time Value of Money • Means money can be invested today to earn interest and grow to a larger dollar amount in the future Example: Invested in bank $100 Annual yield 6% Future value $106 • Useful in valuing a variety of assets and liabilities LO6-1 Simple versus Compound Interest Interest • Amount of money paid or received in excess of the amount of money borrowed or lent Simple Interest Initial Interest Period × × investment rate of time Compound Interest • Includes interest not only on the initial investment but also on the accumulated interest in previous periods LO6-1 Simple Interest Example: What is the simple interest earned each year on a $1,000 investment paying 10% interest? Investment × Interest rate × Time period = Simple interest 1 Year = $100 × $1,000 × 10% LO6-1 Compound Interest Example: Cindy Johnson invested $1,000 in a savings account paying 10% interest compounded annually. How much interest will she earn in each of the next three years, and what will be her investment balance after three years? Date Interest Balance (Interest rate × Outstanding Balance) Initial deposit End of year 1 End of year 2 End of year 3 10% × $1,000 = $100 10% × $1,100 = $110 10% × $1,210 = $121 $1,000 $1,100 $1,210 $1,331 LO6-1 Compound Interest Effective rate • Actual rate at which money grows per year Example: Assuming an annual rate of 12%: Compounded Semiannually Quarterly Monthly Interest Rate Per Compounding Period 12% ÷ 2 = 6% 12% ÷ 4 = 3% 12% ÷ 12 = 1% LO6-1 Compound Interest Example: Cindy Johnson invested $1,000 in a savings account paying 10% interest compounded twice a year. What will be her investment balance at the end of the year? What is the effective annual interest rate? Interest 10% ÷ 2 = 5% (Interest rate × Date Outstanding balance) Balance Initial deposit $1,000.00 After six months 5% × $1,000 = $50.00 $1,050 .00 End of year 1 5% × $1,050 = $52.50 $1,102.50 $1,102.50 – $1,000 Effective annual interest rate = $102.50 ÷ $1,000 = 10.25% LO6-2 Valuing a Single Cash Flow Amount Future Value of a Single Amount • The amount of money that a dollar will grow to at some point in the future FV = I (1 + i)ⁿ I = Amount invested at the beginning of the period i = Interest rate n = Number of compounding periods LO6-2 Future Value of a Single Amount Example: Cindy Johnson invested $1,000 in a savings account for three years paying 10% interest compounded annually. $1,000 0 FV = I × FV Factor FV = $1,000 × 1.331 FV = $1,331 End of year 1 End of year 2 Future value $1,331 End of year 3 LO6-3 Present Value of a Single Amount • Today’s equivalent to a particular amount in the future FV n FV = PV (1 + i) PV = (1 + i) n Example: $1,331 $1,331 PV = = $1,000 = (1 + .10)3 1.331 LO6-3 Present Value of a Single Amount Example: The present value of $1,331 received at the end of three years: PV = FV × PV Factor PV = $1,331 × .75131 PV = $1,000 LO6-3 Relation between the Present Value and the Future Value End of year 1 0 $100 End of year 2 $110 End of year 3 $121 $1,000 PV • Future value entails the addition of interest • Present value entails the removal of interest • Accountants use PV calculations much more frequently than FV $1,331 FV Concept Check √ The Versa Tile Company purchased a delivery truck on February 1, 2016. The agreement required Versa Tile to pay the purchase price of $44,000 on February 1, 2017. Assuming an 8% rate of interest, to calculate the price of the truck Versa Tile would multiply $44,000 by the: a. Future value of an ordinary annuity of $1. b. Present value of $1. c. Present value of an ordinary annuity of $1. d. Future value of $1. The calculation is for the present value today of the $44,000 to be received one year from now. LO6-4 Solving for Other Values When FV and PV Are Known Determining an Unknown Interest Rate Suppose a friend asks to borrow $500 today and promises to repay you $605 two years from now. What is the annual interest rate you would be agreeing to? Present value $500 0 Future value $605 End of year 1 n = 2, i = ? End of year 2 LO6-4 Determining an Unknown Interest Rate (continued) $500 (present value) = $605 (future value) × PVF* *Present value of $1; n = 2, i = ? $500 (present value) ÷ $605 (future value) = 0.82645* *Present value of $1; n = 2, i = ? i = 10% . .75131 .751 31 LO6-4 Solving for Other Values When FV and PV Are Known Determining an Unknown Number of Periods You want to invest $10,000 today to accumulate $16,000 for graduate school. If you can invest at an interest rate of 10% compounded annually, how many years will it take to accumulate the required amount? Present value Future value $10,000 $16,000 0 End of year 1 End of year 2 n = ?, i = 10% End of year n-1 End of year n LO6-4 Determining an Unknown Number of Periods (continued) $10,000 (present value) = $16,000 (future value) × PVF* *Present value of $1; i = 10%, n = ? $10,000 (present value) ÷ $16,000 (future value) = 0.625* *Present value of $1; i = 10%, n = ? n=5 .75131 .751 31 . . LO6-4 Preview of Accounting Applications of Present Value Techniques — Single Cash Amount Most monetary assets and monetary liabilities are valued at the present value of future cash flows Monetary assets • Include money and claims to receive money in the future, the amount of which is fixed or determinable Examples: Cash and most receivables Monetary liabilities • Obligations to pay amounts of cash in the future, the amount of which is fixed or determinable Example: Notes payable LO6-4 Valuing a Note: One Payment, Explicit Interest Example: The Stridewell Wholesale Shoe Company manufactures athletic shoes for sale to retailers. The company recently sold a large order of shoes to Harmon Sporting Goods for $50,000. Stridewell agreed to accept a note in payment for the shoes requiring payment of $50,000 after one year plus interest at 10%. Present value Future value $55,000 End of year 1 ? 0 n = 1, i = 10% LO6-4 Valuing a Note: One Payment, Explicit Interest $55,000 (future value) × 0.90909* = $50,000 (present value) *Present value of $1; n = 1, i = 10% LO6-4 Valuing a Note: One Payment, No Interest Stated Example: The Stridewell Wholesale Shoe Company recently sold a large order of shoes to Harmon Sporting Goods. Terms of the sale require Harmon to sign a noninterest-bearing note of $60,500 with payment due in two years. Present value Future value $60,500 ? End of year 2 n = 2, i = 10% To find the PV of the note (price of the shoes), we need to know either the cash price of the shoes or the appropriate interest rate for a transaction like this one. Let’s say the market rate is 10%. LO6-4 Valuing a Note: One Payment, No Explicit Interest $60,500 (future value) × .82645* = $50,000 (present value) *Present value of $1; n = 2, i = 10% Concept Check √ Turp and Tyne Distillery is considering investing in a two-year project. The company’s required rate of return is 10%. The present value of $1 for one period at 10% is .909 and .826 for two periods at 10%. The project is expected to create cash flows, net of taxes, of $240,000 in the first year, and $300,000 in the second year. The distillery should invest in the project if the project's cost is less than or equal to: a. $540,000 b. $490,860 c. $465,960 d. $446,040 $218,160 ($240,000 x 0.909) 247,800 ($300,000 x 0.826) $465,960 LO6-4 Expected Cash Flow Approach Statement of Financial Accounting Concepts No. 7 (SFAC No. 7) • Provides a framework for using future cash flows in accounting measurement when uncertainty is present. • The objective in valuing an asset or liability using present value is to approximate fair value of that asset or liability o Key to that objective is determining the present value of future cash flows, taking into account any uncertainty concerning the amounts and timing of the cash flows LO6-4 Illustration: Expected Cash Flow Approach LDD Corporation faces the likelihood of having to pay an uncertain amount in five years in connection with an environmental cleanup. Calculate the expected cash flow. Also calculate the present value of the expected cash flow if the company’s credit-adjusted risk-free rate of interest is 5%. The future cash flow estimate is in the range of $100 million to $300 million with the following estimated probabilities: Loss Amount Probability $100 million 10% $200 million 60% $300 million 30% The expected cash flow: $100 200 300 X X X 10% 60% 30% = = = $ 10 120 90 $220 million million million million Present value of expected cash flows: $220,000,000 X .78353 = $172,376,600 Present value of $1: n = 5, i = 5% Concept Check √ Willie Winn Track Shoes used the expected cash flow approach to determine the present of a future obligation to be paid to Betty Will Company in four years. Estimated future payment possibilities were as follows: Possible payment Probability $100 million 20% 140 million 40% 180 million 40% The risk-free interest rate is 5%. The present value of $1 in 4 periods at 5% is 0.82270. What is the estimated present value of the future obligation? a. $115 million. $100 million x 0.20 = $ 20 million $140 million x 0.40 = 56 million b. $122 million. $180 million x 0.40 = 72 million c. $140 million. $148 million d. $148 million. x .82270 $121.76 million LO6-5 Basic Annuities Annuity • Series of cash flows of same amount received or paid each period Example: A loan on which periodic interest is paid in equal amounts Ordinary Annuity • Cash flows occur at the end of each period Annuity Due • Cash flows occur at the beginning of each period LO6-5 Ordinary Annuity Example: An installment note payable dated December 31, 2016, might require the debtor to make three equal annual payments, with the first payment due on December 31, 2017, and the last one on December 31, 2019. LO6-5 Annuity Due Example: A three-year lease of a building that begins on December 31, 2016, and ends on December 31, 2019, may require the first year’s lease payment in advance on December 31, 2016. The third and last payment would take place on December 31, 2018, the beginning of the third year of the lease. Concept Check √ Justin Investor wants to calculate how much money he needs to deposit today into a savings account that earns 4% in order to be able to withdraw $6,000 at the end of each of the next 5 years. He should use which present value concept? a. Present value of $1 for 5 periods. b. Present value of an annuity due of $1 for 5 periods. c. Present value of an ordinary annuity of $1 for 5 periods. d. Future value of $1 for 5 periods. The calculation is how much needs to be deposited today, the present value, so that equal amounts can be withdrawn over the next six years at the end of the year (ordinary annuity). Concept Check √ The Knotworth Gedding Consulting Company purchased a machine for $15,000 down and $500 a month payable at the end of each of the next 36 months. How would the company calculate the cash price of the machine, assuming the annual interest rate is known? a. $15,000 plus the present value of $18,000 ($500 x 36). b. $15,000 plus the present value of an annuity due of $500 for 36 periods. c. $33,000. d. $15,000 plus the present value of an ordinary annuity of $500 for 36 periods. The cash price is equal to the present value of the future cash outflows. This includes the $15,000 today plus the value today, present value, of the $500 payments made at the end of each month (ordinary annuity). Concept Check √ If you have a set of present value tables, an annual interest rate, the dollar amount of equal payments made, and the number of semiannual payments, what other information do you need to calculate the present value of the series of payments? a. The rate of inflation. b. The timing of the payments (whether they are at the beginning or end of the period). c. The future value of the annuity. d. No other information is needed. If the payments are made at the end of each period, it is an ordinary annuity. If the payments are made at the beginning of each period, it is an annuity due. LO6-6 Future Value of an Ordinary Annuity Sally Rogers wants to accumulate a sum of money to pay for graduate school. Rather than investing a single amount today that will grow to a future value, she decides to invest $10,000 a year over the next three years in a savings account paying 10% interest compounded annually. She decides to make the first payment to the bank one year from today. FV of $1 i = 10% Payment First payment Second payment Third payment Total $10,000 10,000 × 10,000 × × 1.21 1.10 1.00 3.31 Future value (at the end of year 3) n = $12,100 2 = 11,000 = 10,000 $33,100 1 0 LO6-6 Using the FVA Table to Calculate the Future Value FVA = $10,000 (annuity amount) × 3.31* = $33,100 *Future value of an ordinary annuity of $1: n = 3, i =10% LO6-6 Future Value of an Annuity Due FV of $1 i = 10% Payment First payment Second payment Third payment Total $10,000 10,000 × 10,000 × × 1.331 1.210 1.100 3.641 Future value (at the end of year 3) n = $13,310 3 = 12,100 = 11,000 $36,410 2 1 Easier way: FVA = $10,000 (annuity amount) × 3.641* = $36,410 *Future value of an ordinary annuity of $1: n = 3, i =10% LO6-7 Present Value of an Ordinary Annuity Sally wants to accumulate a sum of money to pay for graduate school. She wants to invest a single amount today in a savings account earning 10% interest compounded annually that is equivalent to investing $10,000 at the end of each of the next three years. PV of $1 Present value i = 10% (at the beginning of the year 1) Payment First payment Second payment Third payment Total $10,000 10,000 × 10,000 × × .90909 .82645 .75131 2.48685 n = $9,091 1 = 8,264 = 7,513 $24,868 2 3 LO6-7 Using the PVA Table to Calculate the Present Value PVA = $10,000 (annuity amount) × 2.48685* = $24,868 LO6-7 Present Value of an Annuity Due In the previous illustration, suppose that the three equal payments of $10,000 are to be made at the beginning of each of the three years. What is the present value of this annuity? Payment First payment Second payment Third payment Total PV of $1 Present value i = 10% (at the beginning of the year 1) $10,000 = 1.00000 $10,000 10,000 × .90909 = 9,091 10,000 × .82645 2.73554 = 8,264 $27,355 × n 0 1 2 LO6-7 Using the PVAD Table to Calculate the Present Value PVA= $10,000 (annuity amount) × 2.73554* = $27,355 *Present value of an annuity due of $1: n = 3, i = 10% From Table 6 Concept Check √ The Stinch Fertilizer Corporation wants to accumulate $8,000,000 for plant expansion. The funds are needed on January 1, 2021. Stinch intends to make five equal annual deposits in a fund that will earn interest at 7% compounded annually. The first deposit is to be made on January 1, 2016. Present value and future value facts are as follows: Future value of an ordinary annuity of $1 at 7% for 5 periods 5.75 Future value of an annuity due of $1 at 7% for 5 periods 6.15 Present value of $1 at 7% for 5 periods .713 Present value of an ordinary annuity of $1 at 7% for 5 periods 4.10 What is the amount of the required annual deposit? a. $1,300,813 $8,000,000 6.15 * = $1,300,813 b. $1,391,304 c. d. $1,951,220 $1,704,000 *Future value of an annuity due of $1 at 7% for 5 periods) Concept Check √ I. R. Wright plans to make quarterly deposits of $200 for 5 years into a savings account. The first deposit will be made immediately. The savings account pays interest at an annual rate of 8%, compounded quarterly. How much will Wong have accumulated in the savings account at the end of the five-year period? Future value of an ordinary annuity of $1 at 8% for 5 periods 6.3359 Future value of an annuity due of $1 at 8% for 5 periods 5.8666 Future value of an ordinary annuity of $1 at 2% for 20 periods 26.1833 Future value of an annuity due of $1 at 2% for 20 periods 24.2974 a. $2,672 b. $4,000 c. $4,860 d. $5,237 $200 x 24.2974* = $4,860 *future value of an annuity due for 20 periods at 2% Concept Check √ U. B. Wong plans to make quarterly deposits of $200 for 5 years into a savings account. The deposits will be made at the end of each quarter. The savings account pays interest at an annual rate of 8%, compounded quarterly. How much will Wong have accumulated in the savings account at the end of the five-year period? Future value of an ordinary annuity of $1 at 8% for 5 periods 6.3359 Future value of an annuity due of $1 at 8% for 5 periods 5.8666 Future value of an ordinary annuity of $1 at 2% for 20 periods 26.1833 Future value of an annuity due of $1 at 2% for 20 periods 24.2974 a. $2,672 b. $4,000 c. $4,860 d. $5,237 $200 x 26.1833* = $5,237 *future value of an ordinary annuity for 20 periods at 2% LO6-7 Present Value of a Deferred Annuity Deferred annuity: • Exists when the first cash flow occurs more than one period after the date the agreement begins At January 1, 2016, you are considering acquiring an investment that will provide three equal payments of $10,000 each to be received at the end of three consecutive years. However, the first payment is not expected until December 31, 2018. The time value of money is 10%. How much would you be willing to pay for this investment? LO6-7 Present Value of a Deferred Annuity (continued) At January 1, 2016, you are considering acquiring an investment that will provide three equal payments of $10,000 each to be received at the end of three consecutive years. However, the first payment is not expected until December 31, 2018. The time value of money is 10%. How much would you be willing to pay for this investment? PV of $1 i = 10% Payment First payment Second payment Third payment Total $10,000 10,000 10,000 Present value = $7, 513 × .75131 .68301 = 6,830 × .62092 = 6,209 $20,552 × n 3 4 5 LO6-7 Present Value of a Deferred Annuity Alternative: Two-Step Process 1. Calculate the PV of the annuity as of the beginning of the annuity period. 2. Reduce the single amount calculated in (1) to its present value as of today. Illustration: LO6-7 Present Value of a Deferred Annuity—Two-Step Process (continued) Step 1: PVA= $10,000 (annuity amount) × 2.48685* = $24,868 *Present value of an ordinary annuity of $1: n = 3, i = 10%* Step 2: PV = $24,868 (future amount) × .82645* = $20,552 *Present value of $1: n = 2, i = 10%* Concept Check √ Harry Byrd’s Chicken Shack agrees to pay an employee $50,000 a year for six years beginning two years from today and decides to fund the payments by depositing one lump sum in a savings account today. The company should use which present value concept to determine the required deposit? a. Future value of $1. b. Future value of a deferred annuity. c. Present value of a deferred annuity. d. None of the above. The calculation is the amount to be deposited today, the present value, of six equal payments (an annuity), that doesn’t start for two years (deferred annuity). LO6-7 Financial Calculators Texas Instruments model BA-35 has: Example: • Assume you need to determine the present value of a 10period ordinary annuity of $200 using a 10% interest rate. • Enter N to be 10, %I to be 10, and PMT to be −200, then press CPT and PV to obtain the answer of $1,229. LO6-7 Excel • We can use spreadsheet software, such as Excel, to solve time value of money problems. • Excel has a function called PV that calculates the present value of an ordinary annuity. • To use the function, you would select the pull-down menu for “Insert,” click on “Function” and choose the category called “Financial.” Scroll down to PV and double-click. • Then input the necessary variables—interest rate, the number of periods, and the payment amount. LO6-8 Solving for Unknown Values in Present Value Situations Determining the Annuity Amount when Other Variables are Known $700 (present value) = 3.31213* × annuity amount $700 (present value) ÷ 3.31213* = $211.34 (annuity amount) * Present value of an ordinary annuity of $1: n = 4, i = 8% LO6-8 Solving for Unknown Values in Present Value Situations Determining the Unknown Number of Periods—Ordinary Annuity $700 (present value) = $100 (annuity amount) × ?* * Present value of an ordinary annuity of $1: n = ?, i = 7% PVA table factor $700 (present value) ÷ $100 (annuity amount) = 7.0000* * Present value of an ordinary annuity of $1: n = ?, i = 7% In the PVA table (Table 4), search the 7% column ( i = 7%) for this value and find 7.02358 in row 10. So it would take about 10 years to repay the loan. LO6-8 Solving for Unknown Values in Present Value Situations Determining i When Other Variables Are Known $331(present value) = $100 (annuity amount) × ?* * Present value of an ordinary annuity of $1: n = 4, i = ? PVA table factor $331 (present value) ÷ $100 (annuity amount) = 3.31* * Present value of an ordinary annuity of $1: n = 4, i = ? In the PVA table (Table 4), search row four (n = 4) for 3.31. We find it in the 8% column. So the effective interest rate is 8%. LO6-8 Determining i When Other Variables Are Known— Unequal Cash Flows $400 (present value) = $100 (annuity amount) × PVA* + $200 (single payment) × PV† * Present value of an ordinary annuity (PVA) of $1: n = 3, i = ? † Present value (PV) of $1: n = 4, i = ? Using i = 9% PV = $100 (2.53129)* + $200 (.70843)† = $395 Using i = 8% PV = $100 (2.57710)* + $200 (.73503)† = $405 $400 This indicates that the interest rate implicit in the agreement is about 8.5%. Concept Check √ The Omagosh Company purchased office furniture for $25,800 and agreed to pay for the purchase by making five annual installment payments beginning one year from today. The installment payments include interest at 8%. The present value of an ordinary annuity for 5 periods at 8% is 3.99271. The present value of an annuity due for 5 periods at 8% is 4.31213. What is the required annual installment payment? a. $5,160 b. $6,462 c. $5,982 d. $4,398 $25,800 3.99271* = $ 6,462 *present value of an ordinary annuity for 5 periods at 8% LO6-9 Valuing a Long-Term Bond Liability On June 30, 2016, Fumatsu Electric issued 10% stated rate bonds with a face amount of $200 million. The bonds mature on June 30, 2036 (20 years). The market rate of interest for similar issues was 12%. Interest is paid semiannually (5%) on June 30 and December 31, beginning December 31, 2016. The interest payment is $10 million (5% X $200 million). What was the price of the bond issue? What amount of interest expense will Fumatsu record for the bonds in 2016? Present value of an ordinary annuity of $1: n = 40, i = 6% PVA = $10 million (annuity amount) X 15.04630 = $150,463,000 PV = $200 million (lump-sum) X .09722 = 19,444,000 Price of the bond issue = $169,907,000 Present value of $1: n = 40, i = 6% Interest expense = $169,907,000 × 6% = $10,194,420 LO6-9 Valuing a Long-Term Lease Liability On January 1, 2016, the Stridewell Wholesale Shoe Company signed a 25-year lease agreement for an office building. Terms of the lease call for Stridewell to make annual lease payments of $10,000 at the beginning of each year, with the first payment due on January 1, 2016. Assuming an interest rate of 10% properly reflects the time value of money in this situation, how should Stridewell value the asset acquired and the corresponding lease liability? PVAD = $10,000 (annuity amount) × 9.98474 = $99,847 Present value of an annuity due of $1: n = 25, i =10% Journal Entry Debit Leased office building Lease payable 99,847 Credit 99,847 Concept Check √ On March 31, 2016, the Gusto Beer Company leased a machine from B. A. Lush, Inc. The lease agreement requires Gusto to pay 8 annual payments of $16,000 on each May 31, with the first payment due on May 31, 2016. Assuming an interest rate of 6% and that this lease is treated as an installment sale (capital lease), Gusto will initially value the machine by multiplying $16,000 by which of the following? a. Present value of $1 at 10% for 6 periods. b. Present value of an ordinary annuity of $1 at 10% for 6 periods. c. Present value of an annuity due of $1 at 10% for 6 periods. d. Future value of an annuity due of $1 at 10% for 6 periods. Present value of an annuity due of $1 at 10% for 6 periods. The calculation is how much is recorded today, the present value of equal payments that start today (annuity due). LO6-9 Valuing a Pension Obligation On January 1, 2016, the Stridewell Wholesale Shoe Company hired Sammy Sossa. Sammy is expected to work for 25 years before retirement on December 31, 2040. Annual retirement payments will be paid at the end of each year during his retirement period, expected to be 20 years. The first payment will be on December 31, 2041. During 2016 Sammy earned an annual retirement benefit estimated to be $2,000 per year. The company plans to contribute cash to a pension fund that will accumulate to an amount sufficient to pay Sammy this benefit. Assuming that Stridewell anticipates earning 6% on all funds invested in the pension plan, how much would the company have to contribute at the end of 2016 to pay for pension benefits earned in 2016? This is a deferred annuity. Present value of an ordinary annuity of $1: n = 20, i = 6% PVA = $2,000 (annuity amount) X 11.46992 = $22,940 $5,666 PV = $22,940 (future amount) X .24698 = Present value of $1: n = 24, i = 6% Summary of Time Value of Money Concepts End of Chapter 6