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A 2n annuity immediate has payments of 1 for the first n years and 5 for the second n years. If the annual effective interest rate is i, the present value for the annuity is 45.7753201471752. Also if the annual effective interest rate is i, the proportion of the total present value accountable by the second n years is 0.769823555046403. Find the annual effective interest rate required to force the proportion for the first n years to be equal to the proportion for the second n years.

User Dabbas
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Final answer:

To find the annual effective interest rate that equalizes the proportions of present value for the first and second n years in a 2n annuity immediate, one must solve a complex equation comparing the present values of two separate annuities.

Step-by-step explanation:

For an annuity immediate with payments of 1 for the first n years and 5 for the second n years at an annual effective interest rate i, the present value (PV) can be calculated using the formula:

PV = PV(first n years) + PV(second n years).

The present value of the first n years is the sum of the present values of payments of 1 made at the end of each year for n years. The present value of the second n years consists of payments of 5 made at the end of each year for n years, discounted back to the present.

The problem specifies that the PV of the annuity is 45.7753201471752, and that the proportion of the total PV attributable to the second n years is 0.769823555046403. However, to find the interest rate that forces the proportion of PV for the first n years to equal that of the second n years, one needs to solve for i such that:

PV(first n years) / PV = PV(second n years) / PV = 0.5

This often involves solving a complex equation that equates the present value of two separate annuities. This type of financial mathematics problem can be solved using algebraic manipulation and numerical methods like Newton-Raphson or financial calculators.

User Ali Foroughi
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