Present value of a deferred growing perpetuity

An instrument makes its first payment of $60 two years from now (at t=2t=2), and every subsequent annual payment grows 3% forever. At an 8% discount rate, what is its present value today? (in dollars, to 2 decimals)

Show hints (2)+
  1. C/(rg)C/(r-g) gives the value at t=1t=1 (one year before the first $60 at t=2t=2).
  2. Then discount that t=1t=1 value back one more year: ÷ 1.08.

Answer

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1111.11 (± 0.1)

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Asked at: Game-Based Aptitude, Options Market-Making

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