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Foreign Exchange Risk Management

AFM

answered on 11-Sep-26 16:58

In Question No 2 of AFM Bramhastra related to Forex, NOSTRO question, it is just given Export bill purchased, DD issued. Can we assume that the above will settle on future date not today. Because nothing given about cashflow [Video Time Stamp: 42:30]

latest answer

Yes

Abdul Qadir 101

Abdul Qadir 101

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11

American call option calculation

AFM

answered on 11-Sep-26 11:31

In American option in year 1 simply compare value of option with pv of expected as we calculated like European and take max do similar exercise then we got final price This is the difference between american and European option sir? I'm I correct [Video Time Stamp: 08:08]

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Thanks sir

Santoshkumar Kalisetti

Santoshkumar Kalisetti

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12

Advanced capital Budgeting

AFM

answered on 10-Sep-26 21:47

Sir in qn 37. we are deciding whether to replace after 1 year or 2 year. in such case replacement cost of 55000 will be spent in year 1 and 2 respectively and we have to discount using 0.909 and 0.826. instead of doing this why 55000 is considered as outflow in year 0 [Video Time Stamp: 01:06:24]

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We are computing EAC for following 3 options we buy a vehicle in year 0 and replace it at end of year 1, or replace at end of year 2 or year 3 in all 3 cases the vehicle is purchased on day 0 we are computing Equalised cost incurred in all 3 cases to check when is the lowest cost incurred i.e when life of bike is 1,2 or 3 years The way we have solved is diff and the way you are looking at it is diff

AGALYA KANNAN

AGALYA KANNAN

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23

Discounted cash flows

AFM

answered on 10-Sep-26 17:24

Hi Sir, In case of taking discounted cash flows, why are we not adding the debt component. That is since we require FFCF .. it would be FCFE+ debt for all years right? [Video Time Stamp: 01:00]

latest answer

We add debt when we have to find out EV when we have to find out equity value then fcfe is only used

Varshini Rao

Varshini Rao

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16

Increase in Equity Beta

AFM

answered on 09-Sep-26 20:40

Sir, As far as I understand, an increase in equity beta would increase the cost of equity which in turn decreases the value of equity. So, should we not say the increased beta decreases the value of equity on account of leverage? [Video Time Stamp: 15:44]

latest answer

No. What we are talking abt here is that when beta value increases, the returns of a stock increase when market moves up Returns of a stock also move down when market moves down In case market moves up , the returns on equity stock increase to 3.03x as beta is 3.03. HIgher returns means higher price and hence higher value for share. What you are talking about is when When value of a firm does not increase as overall value is constant. In which case value of equity and debt keep changing with sum of their values remaining constant. However if Market performs well and consequently company performs well, because of higher leverage, PAT will be much higher and so will ROE, consequently overall value of equity will increase - high beta will lead to higher equity value in times of boom and vice versa

Gokul

Gokul

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28

Increase in Beta Value

AFM

answered on 09-Sep-26 20:41

Sir, As far as I understand, an increase in equity beta would increase the cost of equity which in turn decreases the value of equity. So, should we not say the increased beta decreases the value of equity on account of leverage? [Video Time Stamp: 15:48]

latest answer

responded there

Gokul

Gokul

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31

Systematic and Unsystematic Risk

AFM

answered on 08-Sep-26 17:35

Sir, Since risk is usually measured by taking the square root of the variance, why do we use variance instead calculating systematic risk? In exams, should we show both the variance and as well as the standard deviation of the systematic and unsystematic risk? [Video Time Stamp: 18:12]

latest answer

Depends on question If just word risk is used then compute both variance and sd

Gokul

Gokul

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30

Consideration of growth rate for valuation of stock

AFM

answered on 08-Sep-26 09:56

Sir, For the valuation of stock as at the end of 2008, we have considered the growth rate of earnings rather than the growth rate of dividends If we consider the dividend growth rate, we get a different answer. [Video Time Stamp: 07:49]

latest answer

If we use payout ratio is solution we should focus on earnings growth and not dividend growth

Gokul

Gokul

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21

Black Scholes Model

AFM

answered on 07-Sep-26 21:02

Dear Sir, In Black Scholes Model, how to calculate NT(d1) and NT(d2) value. Explain 24th Sum in pgno. 367 of Practise Book. Not only in that question in each and every question. Kindly explain.

latest answer

Pls go through videos Explained there. Also have a look At latest pdf where this is given You can also refer to yt forex revision lectures of mine where I have explained

PG Bhanusree

PG Bhanusree

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Rationale behind taking Portfolio Return as Market Return

AFM

answered on 07-Sep-26 17:05

Sir, Since the problem doesn't provide the market return, can we calculate the portfolio beta and then multiply it by the portfolio's return to find the market return? [Video Time Stamp: 05:36]

latest answer

We are doing something similar only right? If u exactly what u r suggesting also we should ideally get same answer

Gokul

Gokul

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