Standard npv-real options npv


Your company wants to invest in a new product. The marketing department provided you with the following data:

After-tax cash flows for new product

Year                  1        2       3        4       5      6
Low Demand    100    100    100    100    100    100
High Demand    300    500    600    700    700    600

All the cash flows will be received at the end of the year (Ignore taxes and depreciation). The project will require an initial investment today of $1,200.

A. Standard NPV: Assume that there is a 50% chance of high demand and a 50% chance of low demand. Compute NPV if the project is carried through to the end of Year 6 regardless of the demand. The appropriate discount rate is 11%.

B. Real Options NPV: Using the information above, if the demand is low your company can abandon the project at the end of the first year and sell the equipment for $550 (includes all tax ramifications of the sale). Use the 11% discount rate to compute the NPV including the option to abandon the project if demand is low.

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