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    Portfolio Evaluation Problems

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    Rahul Rock

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    Portfolio Evaluation Problems

    Uploaded by

    Rahul Rock
    13 views10 pages

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    13 views10 pages

    Portfolio Evaluation Problems

    Uploaded by

    Rahul Rock

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
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    " proble @ problems on Sees are on po eesenlll cochlea = Ay fa eB sa fuc vg “Yeham | oF porttolio Te SES EES ce Wea eNaIT DEON Bisnot given _ poss fol ‘on Betq i Ee 4 = arg. maxket return. vtfollo slatichice E a po thl ghar leer nd ee " Todelaisk= BG, 4% es 5 z Paviasianqes D port telic component; Ung? By kg om ho LEER pene v Be Sholar te = Sa 3 pert Peles | peat fo/o. V9 Annual Setan Ta — =a ee Sora Leia ast oe eae ae ate TE Ga eds 5 Intexpret ore xeses/ts iv Selyf Calculation of B [eth Beta anes oo " (ray : (2 oc o7 alte aan aia ob Mes ke F Te order of ‘G' EW) get reversed 17 Fae. Tereynoric “neler. Ties may be clue to mien Che velationsh; pp extth moatkes 16, the. DRS rik, —* Ubolint H Vox mation day mutual Tarde EWcLauacies em sarer des & Jenson _measube ee a \ tands § Fhe m pratkes Inoler Blipasticalavenes] oe ; Tre ynov's Sharpe Tensen | Seal Te R- Pork | TS RR = Reo eRe ERM CRas RY | A 12-4 aa 1Q- afer n(u~ 6] S| 3 r i & an 24a | Fa sil ee ae 2(-6) i: = ae) [ rtaket | furgye 5 [es om n-feri 6] | ea eos Rank Gre a Oram aati Se GAB Od Cra eee oan ea = a 3) Be Pollocsing intowmation is _provited. seaet dhe pevborrvance of Phe funds namel s _sdvsciage fundaram Grow ariel Templeton tor oF fix rronths endin See ob. The risk hk pee oak fg Oagir dife OP. Rank Fhem free Sere Oa aoe ixla gt SSC ris ae 4, the Kelp oF af Sharpe 3 Fadex andl Tee ynor por aa Lith whe Ruse? | pg aac | De. Shalbenr HS.68 Ao mca 26-38) |) ae T. q-0! i 3SE “Seln particulars. Bixla ———+ Sharpe id ) gfe Sucllia 4 An investor ants to ‘ f following Pour Stocks. Wh the given. cletarks:, find | wa Polo return & postfolio vasiance. he pread. egually over the Sfocks|. es ves/dual variance _| 0°92 4YSAS fee | eee spise— ah 196-23 EN RIS Tre riatke A veteran CR anol Vervance on mar Ke return rs 26. Son) We Knoes. R= at BR, ott + (0-93) ly) = re | Asteward) Fe Phnet 5 Gros) + (17-540. sfmereaoTe bene ar, f eae feeseed + acts) 1 28 BY — Va rages aaa ne Du Fhe raket as a whole wesults Risk Pree vate = 2% Refurm 07 masket por you axe post Polio given the pollo erin: man ag ers clung, pean Retuta ad, the velevont WPT al loses were as Polos. yesalts por your he parodl _ Beta | - Monag Ss | 0-3 oS Fas aon Qu. Sholine #5 ea a) pe halate Pha expected coher each port (SE EE TES 75 the bes + pet hormen ea In} MeA=Tep ty meas, x a eed ME xe ®= [Ret B(Ree “Remaaks esi ane AS 5! ee [et o-8 (iu- 2] Onder priced. 28. » = Lat reslu-)| "over priced. Tee ae eee Cat 03 H25(1u~ 8) unde priced | ae 5 B+ O70 (ua) = 1a Ver priced is 9iven Pssume_ a_vchk Sree rate ot 4 — ie Retutns 7. oY. os P a 2p Shaler dol | Bee eer aes _& g BSE Lense x Evaluate fhe Mies seaes ceo oes Soln See port toto [shapes se aee “ieee | Treynests ribet A 1 | ts Bp Rank. “penser 23- [at 4-u (ral 15 18-Cat aia] ae rae = bog ea 2 Rank a ne —. Dr. Sholet HF. = Prhiining 4 Fe poothelie Gncisding ore cor ee Ss Bee yal ast ap ven ae feet bavesbed i Expectad vetur | Beto i ~ Seiad | ae: ¢ oS = E a2 — 0-95 157. blo 4 LE TG Oe expected return on phic port Iola) thes (PoaTaLaT Does the 2B Oe (055 tips sro; [Beta | oivh os oso | 0-08 ae | oe O19 E oa eee BPRS = Fu xB= Fb BS The following Fable pwovides sin Pormralon reg ating the _portTolio’ xehurn £ rk 7 3) a a asst Zaria Ta iad i 2 A SS c £ ; Ee i; IZ : @ ics 14 a Be vreasury bill vate rs 57. WK ch porthlo rs the best? aah asda Wee possible: fo eaxn ‘12%. vefarn With O- pO oa E327 &24s hen bab fortovo will yidd FI) = 284416) = 11-Y : 2+ mey not be possible to get /2% Fohean ee 7 ME/AE OS case study © TH Markel intosmation vegoreling Yaa Palos Stocks is Noa Sable <9 fre x eae Gr ge ABC Sal 225 |[Boug l- = x Rei | $0.08 0-3 F005 a E av. | o00 | #1 |: ovo ‘ 3 24 he market Indexc 1S expected. eo have 2 vettrn of 0-20 § @ Variance of 0.20 wich Single shock, dooulel- the investor preter to own. trom fhe isk & getuen. pornt of Wee)? as znterpref Vhe 6? value. § Whe & value of RSE j Si MSEC ie Sera a ee Abc: R= 29s H+ 4 X02) > 0-27 BRACE ih: foog + (-234x02)> 0-02 Giv , Apr tooo + (b1x0-2)- 0-2 = ; =p. lela =a _ az Con Ub Real cee a Cee); Total x) ste e _ABe , Te O-5l) $0004 = 0-552 aoe 0-542. oe KS or = evel, GIV) 7 = Or24a F0-/0 E Stock implies Vhat V40 antycde bs Fre Sto valu of & oe Tmeke aisk 6s ni in Nhat sri oo M8 meons Yhat chen mkt xeduin 160. Stk return is & os. Rank He following mutual EL aT ree Reever : x oF gensen. Fe xrck tree wate of and the ava masked | refedtn ef 12 Funda |. Furl Bil ae = ae yes 12 68 6G Bela. alk oe eee Ea | petealass | Fend A Shes pe fu-2\ Se RoR Quis oD = LIRR | Rank, zl pe Leeyns Tes \ 73) | Bekerky (ate /

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