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Chapter 2
Capital rationing
5.1 Introduction to capital rationing
Shareholder wealth is maximised if a company undertakes all available positive NPV
projects. Capital rationing is where there are insufficient funds to do so.
Capital rationing
Single period Multi-period
1 Calculate the profitability index (PI) for each
project
i.e. NPV / Capital invested
2 Allocate available finance to the projects with
the largest PI
Allocate available finance using linear programming. To formulate a linear
programme:
1 Define unknowns (e.g. Let x = proportion of Project X undertaken, y =
proportion of Project Y undertaken etc)
2 Formulate objective function (maximise NPV)
3 Express the given constraints as inequalities.
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