212k views
2 votes
which of the following statements is false? a. one way to see why you sometimes choose not to invest in a positive-npv project is to think about the decision of when to invest as a choice between two mutually exclusive projects: (1) invest today or (2) wait. b. you invest today only when the npv of investing today exceeds the value of the option of waiting, which from option pricing theory we know to be always positive. c. when you do not have the option to wait, it is optimal to invest in any positive-npv project. d. when you have the option of deciding when to invest, it is usually optimal to invest only when the npv is positive but close to zero.

1 Answer

4 votes

Final answer:

The false statement is (d), as the optimal investment decision is generally to proceed when the NPV of investing today exceeds the option value of waiting, not just when the NPV is positive but close to zero. Therefore, the correct option is C.

Step-by-step explanation:

The false statement among the options given is (d) when you have the option of deciding when to invest, it is usually optimal to invest only when the NPV is positive but close to zero. This is incorrect because typically, the decision to invest is optimal when the net present value (NPV) of investing today is greater than the option value of waiting to invest.

A positive NPV that is not close to zero still represents an investment that is expected to generate value over and above the cost of capital. The option of waiting may have value, particularly in uncertain environments where waiting can provide additional information or favorable conditions that could improve the investment outcome.

However, it is essential to compare the NPV of an investment opportunity against the value of the option to wait. This stems from the concept of real options in finance, deriving from option pricing theory, which states that the option to wait actually has value that must be considered alongside the NPV.

It is the combination of both that should guide the investment decision. Furthermore, when the option to wait is not present, and a project presents a positive NPV, it is generally optimal to proceed with the investment, as noted in option (c).

User Loctrice
by
6.7k points