PART A

IT SECTOR FMGC SECTOR

DATE INDUSTRIAL SECTOR
(B) (C)

RELIANCE TATA COMSULTANCY SERVICES LTD. ITC Ltd.

(A) (B) (C)
Apr-18 996.3 1766.05 281.45
May-18 921.35 1741.05 271.65
Jun-18 972.45 1847.75 266.2
Jul-18 1186 1940.2 297.7
Aug-18 1241.65 2078.4 319.85
Sep-18 1257.95 2183.7 297.75
Oct-18 1061.25 1938.15 280.1
Nov-18 1167.55 1968.25 285.8
Dec-18 1121.25 1893.05 281.65
Jan-19 1227.15 2014.1 278.65
Feb-19 1231.05 1983.45 276.05
Mar-19 1363.25 2001.65 297.25

RETURNS OF DIFFERENT STOCK

Return of A Return of B Return of C

-7.52% -1.42% -3.48%

5.55% 6.13% -2.01%
21.96% 5.00% 11.83%
4.69% 7.12% 7.44%
1.31% 5.07% -6.91%
-15.64% -11.24% -5.93%
10.02% 1.55% 2.03%
-3.97% -3.82% -1.45%
9.44% 6.39% -1.07%
0.32% -1.52% -0.93%
10.74% 0.92% 7.68%
 1.18% 0.60&
AVERAGE RETURN 3.08%
SD 10.17% 5.57% 5.97%
0.28% 0.32%
VARIANCE 0.94%
Ra & Rb 0.38%
Covariance Ra & Rc 0.43%
Rb & Rc 0.13%
Ra & Rb 0.75
Correlation Ra & Rc 0.77
Rb & Rc 0.41

WEIGHTS OF DIFFERENT PORTFOLIOS, PORTFOLIO RETURN, Portfolio Variance, Portfolio SD

Weightage of A Weightage of Weightage Portfolio Portfolio Portfolio Sharp

B of C Return Variance SD ratio

0% 80% 20% 1.07%

10% 50% 40% 1.14% 0.003 5.29% -0.730

20% 40% 40% 1.33% 0.003 5.78% -0.635

30% 50% 20% 1.63% 0.004 6.29% -0.536

40% 40% 20% 1.82% 0.005 6.80% -0.468

50% 40% 10% 2.07% 0.005 7.34% -0.399

60% 30% 10% 2.26% 0.006 7.88% -0.348

70% 20% 10% 2.45% 0.007 8.44% -0.302

80% 10% 10% 2.64% 0.008 9.02% -0.262

90% 10% 0% 2.89% 0.009 9.58% -0.220

100% 0% 0% 3.08% 0.010 10.17% -0.189

EFFICIENT FRONTIER GRAPH:
 PART – B
BUILDING A PORTFOLIO ON MONEY CONTROL
 INTERPRETATION:

The total net worth of portfolio is 4,66,280. Its daily gain is

295. According to our portfolio ITC shows the positive increase
of 0.7%. Whereas reliance shows the decrease of 0.44% and
TCS shows total decrease of 0.28%. Hence we can say that ITC
has positive gain, while reliance and TCS has negative gain in
total net worth.
 PART – C

CALCULATING SHARPE RATIO:

Portfolio as per CML

Return of Portfolio 2.64%

SD of Portfolio 9.58

Risk Free Return 5%

Sd of Risk free

Weightage of Portfolio Weightage of Risk free

100% 0%
90% 10%
80% 20%
70% 30%
60% 40%
50% 50%
40% 60%
30% 70%
20% 80%
10% 90%
0% 100%
 New Portfolio New Sharp
Portfolio variance Portfolio Ratio
Returns SD

2.88% 74.34 7.66 0.002

3.11% 58.74 6.71 0.002
3.35% 44.97 5.75 0.0028
3.58% 33.04 4.79 0.0029
3.82% 22.94 3.83 0.0030
4.06% 14.68 2.87 0.0032
4.29% 8.26 1.92 0.0036
4.53% 3.67 0.96 0.0041
4.76% 0.92 0.00 0
5.00% 0.00 0.00 0
0.00% 0.00 0.00 0