Time Value of Money – Growing Annuity

Practice Question

Intro to Finance
Time Value of Money
Growing Annuity
Short Answer

Your friends, Lee and Kuan, are struggling to solve for the missing cash flows of the following stream. They believe "x" must be $55.87.
The present value is $6,253.75, and the discount rate is 7.2441% compounded 6 times per year.
The stream includes:

  • A normal annuity of $320 at the end of years 1 and 2
  • A growing annuity starting at end of year 3 to year 6 with growth rate 5%
  • A perpetuity beginning at end of year 7
What is the value of the missing cash flow, "x"?

Answer +
Final Answer: $55.87
Explanation +

Step 1: Convert Quoted Rate to Effective Annual Rate

\[ EAR = \left(1 + \frac{0.072441}{6}\right)^6 - 1 \approx 0.074663 \]

Step 2: Present Value of Normal Annuity

\[ PV_{normal} = \frac{320}{(1.074663)^1} + \frac{320}{(1.074663)^2} \approx 574.85 \]

Step 3: Present Value of Growing Annuity (Years 3–6)

\[ PV_2 = \frac{1108}{0.074663 - 0.05} \left[1 - \left(\frac{1.05}{1.074663}\right)^4\right] \approx 3,984.27 \] \[ PV_0 = \frac{3984.27}{(1.074663)^2} \approx 3449.88 \]

Step 4: Present Value of Perpetuity (Begins Year 7)

\[ PV_6 = \frac{2.5x}{0.074663}, \quad PV_0 = \frac{2.5x}{0.074663 \cdot (1.074663)^6} \approx \frac{2.5x}{11.5012} \approx 21.7369x \]

Step 5: Solve for x using total PV

\[ 6253.75 = 574.85 + 3449.88 + 21.7369x \] \[ 2229.02 = 21.7369x \Rightarrow x \approx \frac{2229.02}{21.7369} \approx 55.87 \]

Conclusion: Lee and Kuan are correct. The missing value of "x" is $55.87.