He is my Assignment 3. Please read the requirement carefully and prepare the hard copy report.
The format of the report will be like (Also include in Requirement):
- Complete set of tables for SIM and CCM including the beta for each security.
-
The columns on these tables should have clear labels so that I know what the figures on
these columns are. -
If you had negative beta for some of the securities, explain how you have handled these
securities. -
You should have an explanation/analysis for the way you obtained your portfolio (the one
obtained with your model) as well as a good explanation for your last part (part 9).
Simply reporting the expected return and variance of each portfolio is not enough. -
You may use any method you want for your own model. Examples are:
Equally Weighted Portfolios
Portfolios with weights in reverse order of market risks
Portfolios with weights in reverse order of total risks
etc.
I don’t have any page or word limited, Just briefly explain.
I selected 20 company and All the raw bates was located in Assignment Two file.
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