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Suppose that a risk-free investment will make three future payments of $100 in 1 year, $100 in 2 years, and $100 in 3 years. Instructions: Round your answers to 2 decimal places. a. If the Federal Reserve has set the risk-free interest rate at 8 percent, what is the proper current price of this investment? $ b. What is the price of this investment if the Federal Reserve ralses the risk-free interest rate to 10 percent? $

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Final answer:

To value a risk-free investment with future payments, each payment is discounted to present value using the current interest rate. At an 8% rate, the total present value is $257.70, and at a 10% rate, it's $248.68.

Step-by-step explanation:

The student is asking about the valuation of a risk-free investment that pays $100 in each of the next three years. To find the current price of this investment, we discount each payment back to its present value using the risk-free rate set by the Federal Reserve. The present value (PV) of a future payment can be calculated using the formula PV = FV / (1 + r)^n, where FV is the future value of the payment, r is the interest rate, and n is the number of years until the payment is received.

(a) At an 8% interest rate, the current prices of the payments are:


  • PV of first payment: $100 / (1 + 0.08)^1 = $92.59

  • PV of second payment: $100 / (1 + 0.08)^2 = $85.73

  • PV of third payment: $100 / (1 + 0.08)^3 = $79.38

The total current price of the investment is the sum of these three values, which comes to: $92.59 + $85.73 + $79.38 = $257.70.

(b) At a 10% interest rate, the current prices of the payments are recalculated:




The total current price of the investment at the higher interest rate is: $90.91 + $82.64 + $75.13 = $248.68.

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