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Unlevered beta calculation

AFM

answered on 13-Jan-24 19:22

Sir, As far as I remember unlevered beta is the beta without considering debt then why are we considering debt in denominator. Similarly , in earlier videos Beta of assets was Beta of equity * weight of equity in total value + Beta of debt * weight of debt . So,this formula is for levered?

latest answer

Unlevered beta is without any impact of debt. If debt gets added then beta increase , i.e leverage plays an impact in magnifying both losses and gains and hence sensitivity to market returns increases and hence beta increases - IN this q we are computing Equity beta for a 40:60 D:E based on org Asset beta or 100 % equity beta of 1.8 In earlier videos the formula given is right - Since beta of Debt is zero in real life the forumla discussed in earlier videos works to teh formula discussed in this video - both are derivation of each other - i explained this aspect in last 1 minute of the current video too

Hrishikesh Pradhan

Hrishikesh Pradhan

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Replacement decesions

AFM

answered on 13-Jan-24 05:56

Can anyone please help me with 26th question please

latest answer

Advanced capital budgeting decisions chapter solution to Q 36. Pls check our P590 compiler - link below. https://1fin.in/AFM_P590 You can watch entire AFM for free including solution to this Q on our website till Jan 15 To access it for free, go to free courses tab in left menu, select CA final in filter and then start watching AFM final free classes.

Sairam Reddy

Sairam Reddy

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Regarding extension

AFM

answered on 13-Jan-24 04:02

Kindly extend the validity sir .. I knw 2 days ago

latest answer

Pls watch till 15 th

Nagaraj Poojary

Nagaraj Poojary

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Macaulay Duration - Practical Example

AFM

answered on 13-Jan-24 00:09

Sir, [Timestamp @ 14:28] Should it have been divided by ₹ 100 (i.e., the 'Par Value' which is also the 'Market Price', as Coupon Rate = YTM) instead of ₹ 150?, since the numerator is summation of numbers discounted to their PV and weighted. Thanks.

latest answer

Many thanks sir. Much obliged.

Denz Philip

Denz Philip

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241

Institute suggest answer difference reg

AFM

answered on 12-Jan-24 20:27

As per ICAI suggested answer the short fall margin amount deposited Rs.10500. They calculated on difference between initial contract price amount 10500(36680-26180) but material calculated on 4th day price 9660(35840-26180) which one is correct? AFM Topic : Derivative - future& forward Illustration 27 Video no 47

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Ok Sir , thankyou for your clarification

sakthivel pandian

sakthivel pandian

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Advanced Capital Budgeting

AFM

answered on 12-Jan-24 13:52

Sir can you please tell, how did you get 393087 in the first assumption of sensitivity calculation.?

latest answer

Org NPV = 310293 New NPV = - 82795 Change is from + 310293 to -82795 Total change = 393088 ( 310293+82795)

Indira Madigeri

Indira Madigeri

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409

Why we are adding PY inflation to CY cost or revenue

AFM

answered on 12-Jan-24 13:46

To find out nominal revenue or cost for current yr , we are adding CY as well as PY inflation rate. Why PY inflation rate?

latest answer

Yes - same logic applies to your question too..:)

Shubhrata Neogi

Shubhrata Neogi

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SECURITY VALUATION -EQUITIES

AFM

answered on 12-Jan-24 13:47

ILLUSTRATION-33 While calculating NPV why we are not multiplying the cashinflow with 1st year PVF OF 13% as in the question it is mentioned as the cashinflow is after 1 year. And while calculating market price after rights issue why are we inculding NPV also same i couldnt understand while issuing publicly.

latest answer

Because after the right issue, money has come in. money will be invested in the project. Project will give benefits to all shareholders. So, value of all shares will increase.

Mohanbabu N

Mohanbabu N

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Formula of forward price

AFM

answered on 11-Jan-24 22:03

Why we did not take formula as (1+r/n)^nt

latest answer

Yes u can do that as well. In this question idea is to explain the futures concept.

Economic Times

Economic Times

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In SFM question Booklet, Page No.7.16

AFM

answered on 11-Jan-24 22:23

Illustration 18 In Hint Answer, NAV p.u. considering operating expenses = Rs.11.55 p.u instead of Rs.11.05

latest answer

Thanks Sir

Dheebhan Mahalingam T

Dheebhan Mahalingam T

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