medium · Private Credit & Debt portfolio-management-monitoring-workouts

A private capital manager identifies $20M in tax savings from the step-up in basis of a portfolio company's assets.

If these savings are realized as a $1M annual tax reduction over 20 years and the fund's discount rate is 10%, what is the approximate net present value (NPV) this adds to the sponsor's return at entry?

  1. $12.3M
  2. $8.5M
  3. $20.0M
  4. $5.0M

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