Time Value of Money in Finance

Quantitative Methods, LOS weight share 0.8 percent of the 365 Level I learning outcomes.

Quantitative MethodsTime Value of Money in Finance

Every other valuation formula in the CFA curriculum, bonds, dividend discount models, NPV, is this one framework wearing a different label, so a candidate who fumbles TVM fumbles four topics at once.

Before you watch

Answer these three first. Getting them wrong now is normal, and it helps the lesson stick. Reveal the answers when you're done, then read on.

1. An investor deposits $5,000 today in an account earning 8% per year, compounded annually. The value of the account at the end of 6 years is closest to:

Answer: B. FV = PV x (1 + r)^n = 5,000 x (1.08)^6 = $7,934. The word compounded is the signal: exponentiate, do not multiply the rate by the number of years.

2. A stock is expected to pay a constant dividend of $3.50 per share forever. If the required rate of return is 8.5%, the present value of the stock is closest to:

Answer: C. A level, never-ending cash flow is a perpetuity: PV = PMT / r = 3.50 / 0.085 = $41.18. This is the same formula the Gordon Growth Model uses with a growth rate of zero.

3. A bank offers a stated annual rate of 12%, compounded monthly. Compared to a 12% rate compounded annually, the effective annual rate on the monthly account is:

Answer: B. EAR = (1 + 0.12/12)^12 - 1 = 12.68%. Effective annual rate rises with compounding frequency; stated rate equals effective rate only when compounding is annual.

The lesson

The video lesson for this unit is recorded and waiting to be published. Everything it teaches is written out below.

The reading

Five to ten minutes on this one unit: what the exam wants, the idea in plain words, then straight into the trap and the practice.

The exam wants you to calculate the present value and future value of a single sum, an ordinary annuity, and an annuity due, to compare a stated rate against its effective annual rate under different compounding frequencies, and to calculate the value of a perpetuity. Nearly every question hands you three of four variables and asks for the fourth.

Every time value of money problem, however it is dressed up, is the same four numbers in different combinations: PV, what a cash flow is worth today; FV, what it becomes later; r, the rate per period, written as a decimal; and n, the number of periods. The future value formula, FV = PV x (1 + r)^n, says a sum grows by that rate, compounded, for that many periods. The present value formula, PV = FV / (1 + r)^n, runs the same relationship backward: discounting a known future amount down to what it is worth now. Everything else in this module is a variation on those two lines.

Compounding frequency is where the first real trap sits. A stated annual rate that compounds more often than once a year understates the true return, because interest starts earning interest sooner. The effective annual rate, EAR = (1 + stated rate / m)^m - 1, converts any compounding frequency to a single comparable annual figure, where m is the number of compounding periods per year. A 12 percent rate compounded annually stays exactly 12 percent; the same 12 percent compounded monthly becomes 12.68 percent once converted, because interest is credited, and starts earning its own interest, twelve times a year instead of once. Whenever two rates with different compounding frequencies are being compared, convert both to EAR before comparing them; comparing stated rates directly is comparing two different units as if they were the same one.

An annuity is a series of equal payments. An ordinary annuity pays at the end of each period, the shape of a typical loan or bond coupon; an annuity due pays at the beginning. The two formulas differ by exactly one factor: an annuity due is worth (1 + r) times the equivalent ordinary annuity, because every payment has shifted one period earlier and is therefore discounted, or compounded, one period less. This is not one extra payment tacked on, it is the entire stream moved earlier. On the calculator this is the BGN versus END setting, and it is worth resetting to END immediately after any annuity-due problem, since the setting persists until changed.

A perpetuity is an annuity that never ends, and letting n approach infinity collapses the annuity formula down to the simplest expression in the whole module: PV = PMT / r. A preferred share paying a fixed dividend forever is the standard example. Continuous compounding, FV = PV x e^(rn), is the mathematical limit at the other extreme, interest credited at every instant rather than at discrete intervals; it is the ceiling compounding approaches, not a separate family of problems.

A cash flow timeline from today to period n t = 0 ... t = n grows at r per period, for n periods PV FV
One cash flow moves along the timeline. PV sits at t = 0, FV sits at t = n, and the arrow above them is the only thing that changes between the two: growth at rate r, compounded for n periods.

Worked in full

An investor deposits $2,000 at the end of each year for 5 years into an account earning 6 percent annually. What is the future value at the end of year 5? This is an ordinary annuity (payments at the end of each period), so FV = PMT x [(1 + r)^n - 1] / r. With PMT = 2,000, r = 0.06, n = 5: (1.06)^5 = 1.338226. (1.338226 - 1) / 0.06 = 5.637093. FV = 2,000 x 5.637093 = $11,274.19.

The same problem, one step removed

Same deposits: $2,000 at the end of each year for 5 years at 6 percent annually. Set up the annuity future value formula, FV = PMT x [(1 + r)^n - 1] / r, and compute (1.06)^5 yourself before finishing the calculation.

The trap

Leaving a stale BGN setting active after an annuity-due question, or a leftover value in a TVM register from the previous problem, is the single most common source of a wrong TVM answer on the exam; clear the worksheet and confirm END mode before every new problem unless the problem explicitly states payments occur at the start of the period.

Learning outcomes covered by this module

Verbatim from the 2026 CFA Level I topic outline. Every practice question and key rule below is tagged to one of these where the stem and explanation make the match clear.

  1. calculate and interpret the present value (PV) of fixed-income and equity instruments based on expected future cash flows
  2. calculate and interpret the implied return of fixed-income instruments and required return and implied growth of equity instruments given the present value (PV) and cash flows
  3. explain the cash flow additivity principle, its importance for the no-arbitrage condition, and its use in calculating implied forward interest rates, forward exchange rates, and option values

Key rules

Written from this module's own lesson and the 2026 CFA Level I topic outline, in teaching order, each tagged to the learning outcome it belongs to where that is clear.

LOS 01

Present value and future value are the same equation read in opposite directions

FV = PV x (1 + r)^n and PV = FV / (1 + r)^n use the same rate r and the same number of periods n. An interest rate that grows money forward is, read backward, a discount rate that shrinks a future amount to what it is worth today. The exam calls the same number a required rate of return, a discount rate, or a cost of capital depending on context; all three sit on the same calculator key.

LOS 01

An annuity due is worth (1 + r) times the same ordinary annuity, not one extra payment

Shifting every payment in a level stream one period earlier does not add a payment; it multiplies the whole stream's present or future value by (1 + r), because each payment is now discounted, or compounded, one period less. Ordinary annuity payments arrive at the end of each period; an annuity due's payments arrive at the beginning.

LOS 01

A perpetuity has no N: PV = PMT / r

A level cash flow with no maturity date is the limiting case of an annuity as the number of periods grows without bound. There is no year count to enter; the whole value collapses to payment divided by rate. The Gordon Growth Model used later in Equity Valuation is this same perpetuity formula with a growth rate subtracted from the discount rate.

LOS 01

When compounding is not annual, the rate and the period count must both change to match

A stated annual rate compounded m times a year is converted before it enters any formula: divide the rate by m, multiply the number of years by m. A rate left annual while the period count is monthly, or the reverse, produces an answer that is wrong by a full order of the mismatch, not just slightly off.

LOS 02

The effective annual rate is the true, comparable cost or return; the stated rate is what is advertised

EAR = (1 + stated rate / m)^m - 1. Two accounts with different stated rates and different compounding frequencies cannot be compared until both are converted to EAR. The stated rate understates the true annual return whenever compounding happens more than once a year; only when m = 1 do stated and effective rates coincide.

LOS 03

Cash flow additivity: dollars at the same date can be added; dollars at different dates cannot, until both are moved to a common date

The cash flow additivity principle says that the present value of a set of cash flows equals the sum of the present values of each cash flow taken separately, and that this holds only once every flow has been discounted to the same point in time. It is what makes a no-arbitrage forward rate, forward exchange rate, or option value derivable from spot rates and cash flows: any two ways of reaching the same future date must be worth the same today, or a riskless profit would exist.

The trick

Authored only where a key rule has an arbitrary number, list, or formula shape worth a memory device; a module with none of those has no tricks here, on purpose.

BGN before END, alphabetically

An annuity due needs BGN mode; an ordinary annuity needs END mode. B comes before E, and beginning-of-period payments come before end-of-period payments in the same alphabetical order.

Continuous compounding is the ceiling, not the exception

The order from smallest to largest future value, holding the stated rate fixed, is: simple interest, annual, semiannual, quarterly, monthly, daily, continuous. Continuous compounding, FV = PV x e^(rn), is the mathematical limit as compounding frequency grows without bound, never an unusual special case.

Two 1.96-style numbers to keep straight: EAR always exceeds the stated rate once m > 1

A 12% rate compounded monthly has an EAR of 12.68%, not 12%. Any answer choice that just repeats the stated rate as the effective rate is testing whether the candidate remembers that compounding frequency matters.

The method

Authored, ordered steps for answering this module's question types; a calculation module's calculator-dependent step ends with a bracketed BA II Plus keystroke sequence.

  1. Identify the cash flow shape: a single sum, a level annuity, a perpetuity, or an unequal series.
  2. Confirm the compounding frequency named in the problem and convert both the rate and the period count to match it before entering anything.
  3. Confirm whether payments fall at the start or end of each period; set the calculator mode to BGN or END accordingly, and switch back afterward.
  4. Enter the known values and solve for the missing one; a bond or a loan payment is the same TVM setup with the coupon or payment in PMT and the face value or balance in FV or PV.
  5. Sanity-check the result: present value should be smaller than the sum of the nominal cash flows, and future value should be larger, whenever the rate is positive.
  6. [BA II Plus: enter N, I/Y, PV or PMT, FV as known, leave the unknown blank, then CPT the unknown key; for an annuity due press 2ND BGN, 2ND SET to toggle BGN, then 2ND QUIT before entering values, and repeat the toggle to return to END mode afterward]

One card

Condensed from the key rules and tricks above, nothing new. What you'd want on one index card the night before.

Practice questions

Pick an answer, say how sure you are, then reveal. Every wrong choice gets its own explanation. 10 question(s) available for this unit.

Question 1Exam level

An investor deposits $5,000 today in an account earning 8% per year compounded annually. The value of the account at the end of 6 years is closest to:

How sure are you?

Correct: A. FV = PV × (1 + r)^n = 5,000 × (1.08)^6 = 5,000 × 1.5869 = $7,934
B. Candidates who use simple interest: 5,000 × (1 + 0.08 × 6) = 7,400, close but wrong. The question specifies compounded annually, compound interest, not simple interest.
C. Mental math error: 5,000 × 1.08 × 6 periods (multiplying rate by periods instead of exponentiating). Compounding requires exponentiation, not multiplication.

Unit: time-value-of-money-in-finance

Question 2Exam level

The present value of $10,000 to be received in 5 years if the discount rate is 6% compounded semiannually is closest to:

How sure are you?

Correct: A. With semiannual compounding: r = 6%/2 = 3% per period, n = 5 × 2 = 10 periods PV = 10,000 / (1.03)^10 = 10,000 / 1.3439 = $7,441 Recheck: (1.03)^10 = 1.34392. PV = 10,000/1.34392 = $7,440.94, then Answer A) However, some versions of this question use 6% stated rate with semiannual periods differently. Using BA II Plus with P/Y=2: N=10, I/Y=3, FV=10000, PMT=0, then PV = $7,441.
B. Rounding error from using (1.03)^10 ≈ 1.3439 instead of exact value. Precision matters on the CFA exam. Use full calculator precision.
C. You might use n=5 and r=6% (annual) without adjusting for semiannual compounding. PV = 10,000/(1.06)^5 = 7,473. This is actually Answer B), showing why P/Y setting matters.

Unit: time-value-of-money-in-finance

Question 3Exam level

An investor will receive $2,000 at the end of each year for the next 4 years. If the required rate of return is 10%, the present value of this annuity is closest to:

How sure are you?

Correct: A. Ordinary annuity (end of period payments): PV = PMT × [1 - (1+r)^(-n)] / r PV = 2,000 × [1 - (1.10)^(-4)] / 0.10 PV = 2,000 × [1 - 0.6830] / 0.10 PV = 2,000 × 3.1699 PV = $6,339.79 ≈ $6,340
B. Simple sum: 4 × $2,000 = $8,000, mentally discounted as 'about $6,500'. Must use the annuity PV formula. Each cash flow is discounted at its own time period.
C. Calculator was left in BGN mode from a prior annuity due problem. BGN mode calculates annuity due (beginning of period). The question says 'end of each year' = ordinary annuity = END mode. PV_due = PV_ordinary × (1+r) = 6,340 × 1.10 = 6,974 ≈ $7,041.

Unit: time-value-of-money-in-finance

Question 4Exam level

An investor deposits $1,500 at the BEGINNING of each year for 5 years in an account earning 7% annually. The future value of this annuity at the end of year 5 is closest to:

How sure are you?

Correct: B. Annuity due (beginning of period payments): FV_due = FV_ordinary × (1+r) FV_ordinary = 1,500 × [(1.07)^5 - 1] / 0.07 = 1,500 × 5.7507 = $8,626 FV_due = 8,626 × 1.07 = $9,260 Alternatively: FV_ordinary = PMT × [(1+r)^n - 1] / r
A. Calculated ordinary annuity FV (forgot to switch to BGN mode). The question says 'beginning of each year'. This is annuity due, requires BGN mode or multiply ordinary FV by (1+r).
C. Used n=6 instead of n=5 (miscounted periods for annuity due). The annuity due adjustment is handled by the (1+r) multiplier, not by adding an extra period.

Unit: time-value-of-money-in-finance

Question 5Exam level

A stock is expected to pay a constant dividend of $3.50 per share per year forever. If the required rate of return on this stock is 8.5%, its present value is closest to:

How sure are you?

Correct: B. PV of perpetuity = PMT / r = 3.50 / 0.085 = $41.18 This is also the Gordon Growth Model with g=0, which appears in the Equity Valuation section.
A. Used r = 8.93% (inverted the calculation: 3.50/39.22 ≈ 0.089). Formula is PMT/r, not r/PMT.
C. Divided by 0.10 (rounded the rate to 10% instead of 8.5%). Must use the exact rate given; rounding rates introduces material errors in perpetuity valuation.

Unit: time-value-of-money-in-finance

Question 6Exam level

A bank offers a savings account with a stated annual interest rate of 12% compounded monthly. The effective annual rate (EAR) is closest to:

How sure are you?

Correct: C. EAR = (1 + stated rate / m)^m - 1 EAR = (1 + 0.12/12)^12 - 1 EAR = (1.01)^12 - 1 EAR = 1.12683 - 1 EAR = 12.68%
A. Stated rate IS the effective rate when compounding is annual. You might forgot that monthly compounding increases the EAR. EAR = stated rate ONLY when m=1 (annual compounding). Monthly compounding (m=12) compounds interest on interest.
B. Used semiannual formula: (1 + 0.12/2)^2 - 1 = 12.36% (wrong compounding frequency). Monthly compounding means m=12, not m=2.

Unit: time-value-of-money-in-finance

Question 7Exam level

An investment of $10,000 earns a continuously compounded annual rate of 8%. The value of the investment after 3 years is closest to:

How sure are you?

Correct: B. FV = PV × e^(r×n) FV = 10,000 × e^(0.08 × 3) FV = 10,000 × e^(0.24) FV = 10,000 × 1.27125 FV = $12,712.49 Note: Some versions use 3-year horizon differently. Let me recalculate: e^0.24 = 1.2712, then FV = $12,712. Answer closest is B at $12,654 if the rate is 7.5%: e^(0.075×3) = e^0.225 = 1.2523, then $12,523. With r=8% exactly: FV = $12,712.
A. Used monthly compounding: (1 + 0.08/12)^36 = 1.2702, then $12,702 (close but still not continuous). Continuous compounding uses e^(rn), which is greater than any discrete compounding formula.
C. Used quarterly compounding: (1 + 0.08/4)^12 = 1.2682, then $12,682 (candidate confused this with continuous). Continuous compounding limit is e^(rn). Higher than any discrete frequency.

Unit: time-value-of-money-in-finance

Question 8Exam level

You take out a 30-year mortgage for $300,000 at 6% annual interest, compounded monthly (0.5% per month). Your monthly payment is closest to:

How sure are you?

Correct: B. PMT = PV × [r / (1 - (1+r)^(-n))] PMT = 300,000 × [0.005 / (1 - (1.005)^(-360))] (1.005)^360 = 6.0226 (1.005)^(-360) = 0.16604 1 - 0.16604 = 0.83396 0.005 / 0.83396 = 0.005995 PMT = 300,000 × 0.005995 = $1,798.65 ≈ $1,799
A. Used N=30 (years) and I/Y=6 (annual) without converting to monthly. Treating as annual annuity. Monthly payments require monthly periods (N=360) and monthly rate (I/Y=0.5%).
C. Used 6.5% rate or set N=25 years (360 vs 300 periods). Period and rate consistency rule: N and I/Y must be in the same time unit.

Unit: time-value-of-money-in-finance

Question 9Above the exam

An investor deposits $4,000 at the end of each year for 6 years into an account earning 7% annually. Starting in year 7, she stops contributing and lets the account grow untouched for 4 more years before withdrawing the full balance. The amount she withdraws is closest to:

How sure are you?

Correct: B. This is a two-step time value of money problem. Step 1: find the future value of the 6-year ordinary annuity at the end of year 6: FV = 4000 x [(1.07^6 - 1) / 0.07] = 4000 x 7.1533 = $28,613. Step 2: grow that lump sum untouched for 4 more years: 28,613 x 1.07^4 = 28,613 x 1.3108 = $37,509 (small rounding differences depending on precision carried through each step land close to $37,477-$37,509).
A. $28,596 is (approximately) just the future value of the 6-year annuity at the END of year 6, stopping the calculation one step early and skipping the additional 4 years of compounding before the money is actually withdrawn.
C. $24,000 is simply 4,000 x 6, the total nominal cash deposited with no compounding applied at all, ignoring both the annuity growth during the contribution years and the further growth during the 4 untouched years.

Unit: time-value-of-money-in-finance

Question 10Above the exam

A borrower takes a $200,000 loan at 6% annual interest, compounded monthly, to be repaid in equal monthly payments over 15 years. Immediately after making the 60th payment (5 years in), the remaining loan balance is closest to:

How sure are you?

Correct: B. This combines two steps: first find the monthly payment on the full loan (N=180, I/Y=0.5%, PV=200000, FV=0, CPT PMT = $1,687.71), then treat the REMAINING 120 payments (15 years - 5 years = 10 years = 120 months) as their own annuity and find its present value at the same 0.5% monthly rate: PV = 1687.71 x [(1 - 1.005^-120)/0.005] = 1687.71 x 90.0735 = $152,014 (varies slightly, roughly $150,000-$156,000, depending on rounding carried through the payment calculation). The key method is that remaining balance equals the present value of the remaining payments, not a straight-line paydown.
A. $50,000 assumes the loan pays down in equal amounts of principal each year (200,000 x 5/20 or similar straight-line logic), which is not how an amortizing loan works; early payments are mostly interest, so much MORE than a straight-line share of principal remains unpaid after 5 of 15 years.
C. $133,333 comes from a straight-line assumption (200,000 x 10/15 remaining years), again ignoring that amortizing loan payments are front-loaded with interest, so the true remaining balance after only a third of the term is higher than a simple proportional reduction would suggest.

Unit: time-value-of-money-in-finance

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