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Private Real Estate Investments

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While reviewing an answer in the CFA book, there was a statement that I could not get!

Exhibit 1. Selected Property Data

 
Property #1
 
Property #2
 
Property #3

Property Type
Downtown Office Building
 
Grocery-Anchored Retail Center
 
Multi-Family
Building

Location
New York, NY
 
Miami, FL
 
Boston, MA

Occupancy
90.00%
 
93.00%
 
95.00%

Square Feet or Number of Units
100,000 sf
 
205,000 sf
 
300 units

Gross Potential Rent
$4,250,000
 
$1,800,000
 
$3,100,000

Expense Reimbursement Revenue
$330,000
 
$426,248
 
$0

Other Income (includes % Rent)
$550,000
 
$15,000
 
$45,000

Potential Gross Income
$5,130,000
 
$2,241,248
 
$3,145,000

Vacancy Loss
($513,000)
 
($156,887)
 
($157,250)

Effective Gross Income
$5,079,000
 
$2,084,361
 
$2,987,750

Property Management Fees
($203,160)
 
($83,374)
 
($119,510)

Other Operating Expenses
($2,100,000)
 
($342,874)
 
($1,175,000)

Net Operating Income (NOI)
$2,775,840
 
$1,658,113
 
$1,693,240

Which of the following is most likely accurate regarding Property #2 described in Exhibit 1?

  1. Operating expense risk is borne by the owner.

  2. The lease term for the largest tenant is greater than three years.

  3. There is a significant amount of percentage rent linked to sales levels.

Answer:

B is correct. The lease term for the anchor tenant is typically longer than the usual 3 to 5 year term for smaller tenants. The data in Exhibit 1 suggest that the operating expenses are passed on to the tenant; the sum of Property Management Fees and Other Operating Expenses equal the Expense Reimbursement Revenue. Also, Other Income is only $15,000 suggesting that there is a minimal amount of percentage rent linked to sales thresholds.

1. how do we know that “The lease term for the anchor tenant is typically longer than the usual 3 to 5 year term for smaller tenants”

2. Do not get how  the sum of Property Management Fees and Other Operating Expenses equal the Expense Reimbursement Revenue?

3. What does the ”sum of Property Management Fees and Other Operating Expenses equal the Expense Reimbursement Revenue” mean?


Reading 43-practice problem 7

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In the event that Delphinus purchases Property #2, the due diligence process would most likely require a review of:

  1. all tenant leases.

  2. tenant sales data.

  3. the grocery anchor lease.

C is correct. The due diligence process includes a review of leases for major tenants which would include the grocery anchor tenant. Typically, only major tenant leases will be reviewed in the due diligence process, and smaller tenant leases will likely not be reviewed. Also, the fact that Other Income is only $15,000 suggests that percentage rent linked to sales levels is minimal and has not been underwritten in the valuation and acquisition process.

who said that the major tenants lease include grocery anchor tenant.

Reading 43-practice problem 8

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Compared to an all-cash purchase, a mortgage on Property #1 through Richmond Life would most likely result in Delphinus earning:

  1. a lower return on equity.

  2. a higher return on equity.

  3. the same return on equity.

B is correct. Delphinus will expect to earn a higher return on equity with the use of a mortgage to finance a portion of the purchase. The quoted mortgage interest rate of 5.75% is less than the discount rate of 7.25%.

why are we comparing the interest rate to the discount rate since we are paying cash? and how the mortgage would increase the return?

Interest Only Loan

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Interest Only Loan pays interest only in the begining of the loan tenor. Then pays principle and interest. 

does this mean that the first period is like a grace period but with charge?

Please advise! Completed only 4 topics and One month to go.

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I have completed Equity, Fixed Income, Derivatives and Alt Investments. Please advise what to do and how to cover the rest of the topics. Should I just try to master FRA, Equity and Fixed Income?

Mixed Ratio

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Can some one explain with example of USD and INR below two points

1) IF LC is depreciating , translated mixed rations with Income in Num and B/S in Denominator will be larger than original ratio

2) IF LC is Appreciating , translated mixed rations with Income in Num and B/S in Denominator will be smaller than original ratio

Study Progress Update

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For Level 2 2018 , kindly share what have you completed till now and plan for next 2 months.

Mine is pretty bad ,looks like running 1 month back. Not completed reading all chapters and plan to start with mocks on May 23 onwards.

Reading 43-practice problem 22

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Assuming the forecast for interest rates is proven accurate, which bond in Exhibit 2 will likely experience the smallest price increase?

  1. Bond 1

  2. Bond 3

  3. Bond 4

C is correct. The consensus economic forecast is for interest rates to decrease. In an environment of decreasing interest rates, all bond prices should rise ignoring any price impact resulting from any embedded options. When interest rates fall, the value of the embedded call option in Bond 4 (callable) increases, causing an opposing effect on price. The put option of putable bonds, by contrast, increases in value when interest rates rise rather than decline.

why would putable option increase when the interest rates decrease, should not the putable bond be further out of the money and accordingly less investors prefer to purchase the putable bond and accordingly the value of the put option should be lower?


Can someone explain how R&D is accounted for in EVA calculations?

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I came across this problem in a the CFAI mock today (2nd mock, AM session)…

Kim believes that analyst forecasts are too pessimistic with respect to DongSun’s residual income prospects after 2014. In a recent conference call, DongSun’s management presented its plan to improve future profitability, particularly the economic value added (EVA), by focusing on the following three strategic company goals:

  1. Adjust financial leverage to the optimal level.
  2. Implement efficiencies in administrative functions.
  3. Reduce research and development (R&D) expenses.

Q. Which of management’s three strategic goals will least likely result in a higher EVA for DongSun?

  1. Goal 1
  2. Goal 2
  3. Goal 3

The answer is 3- reducing R&D. can someone explain how this is accounted for? is it added back to NOPAT? Further, if NOPAT is just EBIT after tax, then wouldnt adding back R&D just negate it, making the actual amount not matter?

Uncovered interest rate parity (UIRP) violates supply and demand?

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UIRP states that high yielding currencies tend to depreciate (vice versa)…however, if the X currency has a higher yield than Y currency, wouldn’t more investors demand X, thus appreciating X currency instead of depreciating it?

[Equity] Reading 33 - Residual Income valuation EOC Q29

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Hi all,

Just wondering if I can get some help here.

It’s regarding the reading 33 - EOC Question 29

The solution calculates Interest expense as

“Total assets * proportion of debts * pretax cost of debt”

to get Net Income and there is no adjustment for the tax. so I think the calculation should be

“Total assets * proportion of debts * pretax cost of debt * (1 - tax rate)

Please advise if I am missing some bit here.

Thanks in advance.

Inflation effect on depreciation-Capital budgeting

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In Reading 21 question #9,

“A company invests in depreciable assets, financed partly by issuing fixed-rate bonds. If inflation is lower than expected, the value of the real tax savings from depreciation and the value of the real after-tax interest expense are both reduced.”

For Concept 1, the statement is correct regarding the effects on:

  1. the real tax savings from depreciation, but incorrect regarding the real after-tax interest expense.

  2. both the real tax savings from depreciation and the real after-tax interest expense.

  3. neither the real tax savings from depreciation nor the real after-tax interest expense.

C is correct. The value of the depreciation tax savings is increased, and the value of the real after-tax interest expense is also increased. Due to the lower inflation, the value has increased (essentially discounting at a lower rate).

I do not get why inflation has an effect since we are looking at the real values? 

Reverse stress test

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Is there a difference between a “Reverse Stress Test” and a “Stress Test”?

Modigiliani Miller Propositions with Taxes

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I’m confused about MM Propositions 1 & 2 (with taxes). 

Schweser writes:

  • The optimal proportion of debt and equity financing will minimize the firm’s WACC. This is also the capital structure that will maximize the value of the firm.”
  • MM Proposition I (with taxes) - value is maximized at 100% debt; the tax shield provided by debt causes the WACC to decline as leverage increases.
  • MM Proposition II (with taxes) - WACC is minimized at 100% debt; the tax shield provided by debt causes the WACC to decline as leverage increases.

Maybe I’m misunderstanding something, but to me these appear to be the same thing. If value is maximized at 100% debt in prop I, then that means WACC is minimized at 100% debt. How is this different than MM Prop II (with taxes)?

covariance

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Covariance with the MSCI Europe Large Cap Index

VeriZoom: 0.022
MSCI Europe Large Cap Index: 0.04

My question is why the covariance of MSCI Europe Large Cap Index with itself is not 1?


economics - growth rate of output

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Why capital accumulation affects level of output but not growth rate of output?

Research Objectivity Standards

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Do you guys know in the CFA research objectivity standards, does the final research report issued by the company have to state that it is a final research report, or can it just be a regular report on the company?

Residual Income Formula

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Guys, can someone please show me algebraically how the equations below are arrived at:

RI = E - (r * Bt-1) = (ROE - r) * Bt-1

Also, logically, what does this term imply: ROE - r?

Equity Carve out

Is ex-ante PPP same as Relative PPP?

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