Which Projects Generate Multiple Internal Rates of Return? | CFA® Level 1 Exam Preparation

Projects with Multiple Internal Rates of Return

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Question

Which of the following projects is likely to produce multiple Internal Rates of Return.

Project A -

Initial investment outlay: ($1,000,000)

t1: $0.00

t2: $0.00

t3: $0.00

t4: $0.00

t5: $0.00

t6: $10,000,000

Project B -

Initial investment outlay: ($1,000,000)

t1: $500,000

t2: $500,000

t3: $500,000

t4: $0.01

Project C -

Initial investment outlay: ($1,000,000)

t1: $800,000

t2: ($100,000)

t3: $550,000

Project D -

Initial investment outlay: ($500,000)

t1: $400,000

t2: ($1,000)

t3: $230,000

t4: ($50,000)

Answers

Explanations

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A. B. C. D. E. F.

F

In evaluating projects with "non-normal cash flows" the Internal Rate of Return method will often produce multiple IRRs calculation which leads to an incorrect accept/reject decision. Non-normal cash flows are defined as cash flows in which the sign changes more than once. Projects C and D involve cash outflows superimposed within their cash inflows, resulting in a sign change from positive to negative and negative to positive. In examining projects such as this, it is advisable to use either the NPV or MIRR methods, which are not subject to the problem of multiple IRRs associated with the traditional IRR method. From observation alone, we can determine that project C and D are non-normal projects, and are thus likely to result in multiple IRRs. While project A is somewhat unusual in the fact that the first five periods produce no cash flows at all, there is only one sign change present in its cash flows, and thus is characterized as a

"normal" project.