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T opsider encounters significant uncertainty with its sales volume and price in

ID: 2698667 • Letter: T

Question

Topsider encounters significant uncertainty with its sales volume and price in its primary product. The firm uses scenario analysis in order to determine an expected NPV, which it then uses in its budget. The base case, best case, and worst case scenarios and probabilities are provided in the table below.

Probability Unit Sales Sales NPV

of Outcome Volume Price (In thousands)

Worst case 0.30 6,000 $3,600 $ -6,000

Base case 0.50 10,000 4,200 13,000

Best case 0.20 13,000 4,400 28,000

a. What is the standard deviation of the product’s NPV, s(NPV)?

b. What is the (cumulative) probability of a positive NPV for this product?

Explanation / Answer

Expected NPV = $10,300; σ

NPV = 12,083; CVNPV = 1.17