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Tawanda Matsokotere N0071432X
Tawanda Matsokotere N0071432X
INPUT VALUES
Expected Return Standard Deviation
Riskfree rate 6%
Asset A 14% 20%
Asset B 8% 15%
Correlation 20%
OUTPUT VALUES
Weight in Asset 1 Standard Deviation Risk Return Trade-Off
Efficient Trade off Curve -60% 24.6% 4.4%
Efficient Trade off Curve -50% 22.7% 5.0%
Efficient Trade off Curve -40% 20.9% 5.6%
Efficient Trade off Curve -30% 19.2% 6.2%
Efficient Trade off Curve -20% 17.6% 6.8%
Efficient Trade off Curve -10% 16.2% 7.4%
Efficient Trade off Curve 0% 15.0% 8.0%
Efficient Trade off Curve 10% 14.0% 8.6%
Efficient Trade off Curve 20% 13.4% 9.2%
Efficient Trade off Curve 30% 13.1% 9.8%
Efficient Trade off Curve 40% 13.2% 10.4%
Efficient Trade off Curve 50% 13.6% 11.0%
Efficient Trade off Curve 60% 14.4% 11.6%
Efficient Trade off Curve 70% 15.5% 12.2%
Efficient Trade off Curve 80% 16.9% 12.8%
Efficient Trade off Curve 90% 18.4% 13.4%
Efficient Trade off Curve 95% 19.2% 13.7%
Efficient Trade off Curve 100% 20.0% 14.0%
Efficient Trade off Curve 110% 21.7% 14.6%
Efficient Trade off Curve 120% 23.6% 15.2%
Efficient Trade off Curve 130% 25.5% 15.8%
Efficient Trade off Curve 140% 27.4% 16.4%
Efficient Trade off Curve 150% 29.4% 17.0%
Efficient Trade off Curve 160% 31.5% 17.6%
Efficient Trade off Curve 170% 33.5% 18.2%
Efficient Trade off Curve 180% 35.6% 18.8%
Efficient Trade off Curve 190% 37.7% 19.4%
Optimal Combination 84.00% 17.4%
Efficient Trade off Line 0% 0.0% 6.0%
Efficient Trade off Line 100% 17.4% 13.0%
Efficient Trade off Line 200% 34.9% 20.1%
Optimization 2 Assets
20.0%
15.0%
Expected Return
10.0%
5.0%
Optimal Portfolio
Weight of Asset 1 84.00%
Weight of Asset 2 16.00%
Expected Return 13.04%
Standard Deviation 17.44%
Coefficient of Variation 0.748
13.0%
Valuation (USD Treasury Bills)
Input Values
Face Amount $100.00
Discount Amount 10%
Day Basis 360
Maturity 180
Workings
Settlement (Days) 0 1 2
Maturity 180 180 180
Days to Maturity 180 179 178
OUTPUT VALUES
[Npm-Nsm] or Holding period 66
Realised Yield 10.69%
Value at Sale
Value at Purchase
n (USD Treasury Bills)
3 4 5 6 7 8 9 10 11
180 180 180 180 180 180 180 180 180
177 176 175 174 173 172 171 170 169
OUPUT VALUES
Interest Before Tax ZAR 5.48 ZAR 95.89 ZAR 383.56
Tax Amont ZAR 0.82 ZAR 14.38 ZAR 57.53
Interest After Tax ZAR 4.66 ZAR 81.51 ZAR 326.03
Maturity Value ZAR 100,004.66 ZAR 100,081.51 ZAR 100,326.03
on of a Fixed Deposit (ZAR Accounts)
30 60 90 120 180
13% 15% 18% 21% 25%
ZAR 1,068.49 ZAR 2,465.75 ZAR 4,438.36 ZAR 6,904.11 ZAR 12,328.77
ZAR 160.27 ZAR 369.86 ZAR 665.75 ZAR 1,035.62 ZAR 1,849.32
ZAR 908.22 ZAR 2,095.89 ZAR 3,772.60 ZAR 5,868.49 ZAR 10,479.45
ZAR 100,908.22 ZAR 102,095.89 ZAR 103,772.60 ZAR 105,868.49 ZAR 110,479.45