In January 2018, you joined Tri-Star Management Pty Ltd as an intern. On your first day, your CEO asks you to analyze information pertaining to share prices of five companies: AMP Limited (AMP.AX), Australia and New Zealand Banking Group Limited (ANZ.AX), Commonwealth Bank of Australia (CBA.AX), National Australia Bank Limited (NAB.AX) and Qantas Airways Limited (QAN.AX). The file 2019 FIN510.xlsx contains data on the adjusted end of month share prices of these five companies from January 2015 December 2017. In addition, you are provided with the value of the S&P/ASX200 market index over this period. The basic data are provided in columns A-G. You will be asked a series of questions to guide your analysis. You will need to manipulate the data to answer the questions below. Some Excel formulas are provided in the worksheet. Part 1: Average returns [5 marks 3 2 marks] Compute the monthly return on the shares of each company and the ASX200 index by using the following formula: Returnt x100 wbere Pt is the share price (or the value of ASX200 index) in time period t. (Please note that you lose the first observation when calculating returns.) (a) Using the monthly returns, calculate the average return on shares of each company from February 2015 - December 2017. Compare them with the average return on the ASX200 index. (b) Suppose an investor created an equally weighted portfolio of these five companies (i.e. invested 20% of funds in each company). what would be the average return on the portfolio? Explain how you derived your answer.
Homework Answers
| Due to high data we have calculated on random basis for one year |
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QUESTION 1 Figure 2-5 100 90 80 70 60 50 40 30 20 10 10 20...
QUESTION 1 Figure 2-5 100 90 80 70 60 50 40 30 20 10 10 20 30 40 50 60 70 80 washe Refer to Figure 2-5. It is possible for this economy to produce O a. 60 dryers and 50 washers. b. 60 dryers and 60 washers. c. 80 dryers and 50 washers. O d. All of the above.
3323435354 2131542136 4 os 456 5 9 70 20 35 00 40 20 00 60 20 40 40 162 ,6 7 4753 af st e-ta 0 63...
3323435354 2131542136 4 os 456 5 9 70 20 35 00 40 20 00 60 20 40 40 162 ,6 7 4753 af st e-ta 0 6323 533-61 3472 54 Do flo 9, 5, 1, bl ei 5678901234567890123 44455555555556666 6. Assume the flow data given in Problem 1 follows log Pearson III Type distribution. (a) Peak flow of the 100 year flood (b) Peak flow of the 50 year flood (21823, 17580) 100 year flood. Muskingum Method of routing. 7....
Oxygen Rate of Production over time Oxygen production 90 80 70 60 50 40 30 20...
Oxygen Rate of Production over time Oxygen production 90 80 70 60 50 40 30 20 10 0 1 2 3 5 6 7 4 Time (seconds) Series1 -Series2 -Series3 Which line on the graph represents no reaction?
Wind speed ydu 10 15 20 30 40 50 60 5 2 4 5 9 14...
Wind speed ydu 10 15 20 30 40 50 60 5 2 4 5 9 14 19 24 1 hours the wind has been blowing 10 15 20 30 40 2 2 2 2 4 5 5 5 5 7 8 8 9 9 13 16 17 18 19 21 25 28 31 33 29 36 40 45 48 47 54 62 67 50 2 5 9 19 33 50 69 37 The table gives n(t,v) feet, the height of...
Oxygen Rate of Production over time 90 80 70 60 Oxygen production 50 40 30 20...
Oxygen Rate of Production over time 90 80 70 60 Oxygen production 50 40 30 20 10 0 1 2 3 4 5 6 7 Time (seconds) Series1 Series2 Series3 Which line on the graph represents a reaction that increases the most over time?
Question Completion Status: 10 20 30 40 50 60 70 80 90 100 110 120 130...
Question Completion Status: 10 20 30 40 50 60 70 80 90 100 110 120 130 140 > Moving to another question will save this response. uestion 17 T-6 T-4 Start T-5 T-7 Finish T=5 T-6 Given the network in Figure, the time to complete those activities on the critical path is expected to be OA) 20 B) 22 Oo oo D) 26 A Moving to another question will save this response.
MR Demand 10 20 30 40 50 60 70 80 Duantity Refer to Figure 15-20. The...
MR Demand 10 20 30 40 50 60 70 80 Duantity Refer to Figure 15-20. The deadweight loss caused by a profit-maximizing monopoly amounts to a. $900. b. $225. c. $1,350. d. $450 Price MC 4+ F + 1 + 2 + 4 Demand 10 11 12 3 5 6 7 8 9 Quantity Refer to Figure 15-11. Which area represents the deadweight loss from monopoly? a. H b. A+B+C+D+F+I+J+H O c. S+H d. J Price MC Demand iMR: 10...
9-55 Year E Sens 0 $90 -$110-$100 $120 35 35 35 35 9-60 20 2 20 20 4 20 5 20 6 20 10 20 30 40 50 ...
9-55 Year E Sens 0 $90 -$110-$100 $120 35 35 35 35 9-60 20 2 20 20 4 20 5 20 6 20 10 20 30 40 50 180 )Based on the payback period, which altermnative-41 Amal (b) Based on future worth analysis, which of the (c) Based on future worth analysis, which alterna- (a) At 10% interest, what is the benefit-cost ratio is preferred? four alternatives is preferred at 5% interest? tive is preferred at 20% interest? for Alt....
$20 ATC 15 10 5 0 10 20 30 40 50 Quantity 60 70 80 Refer...
$20 ATC 15 10 5 0 10 20 30 40 50 Quantity 60 70 80 Refer to the diagram showing the average total cost curve for a purely competitive firm. At the long-run equilibrium level of output, this firm's economic profit: is zero is $400 O is $200 cannot be determined from the information provided.
0 10 20 30 40 50 60 70 80 90 100 Quantity 3. Answer the following...
0 10 20 30 40 50 60 70 80 90 100 Quantity 3. Answer the following questions based on the graph that represents John's demand for ribs per week at Judy's rib shack (Figure 2). (I want you to show your calculations where necessary, i.e. CS, PS and TS questions) (25pts.) a. At the equilibrium price, how many ribs would John be willing to purchase? b. How much is John willing to pay for 20 ribs? c. What is the...
QUESTION 1 Figure 2-5 100 90 80 70 60 50 40 30 20 10 10 20 30 40 50 60 70 80 washe Refer to Figure 2-5. It is possible for this economy to produce O a. 60 dryers and 50 washers. b. 60 dryers and 60 washers. c. 80 dryers and 50 washers. O d. All of the above.
3323435354 2131542136 4 os 456 5 9 70 20 35 00 40 20 00 60 20 40 40 162 ,6 7 4753 af st e-ta 0 6323 533-61 3472 54 Do flo 9, 5, 1, bl ei 5678901234567890123 44455555555556666 6. Assume the flow data given in Problem 1 follows log Pearson III Type distribution. (a) Peak flow of the 100 year flood (b) Peak flow of the 50 year flood (21823, 17580) 100 year flood. Muskingum Method of routing. 7....
Oxygen Rate of Production over time Oxygen production 90 80 70 60 50 40 30 20 10 0 1 2 3 5 6 7 4 Time (seconds) Series1 -Series2 -Series3 Which line on the graph represents no reaction?
Wind speed ydu 10 15 20 30 40 50 60 5 2 4 5 9 14 19 24 1 hours the wind has been blowing 10 15 20 30 40 2 2 2 2 4 5 5 5 5 7 8 8 9 9 13 16 17 18 19 21 25 28 31 33 29 36 40 45 48 47 54 62 67 50 2 5 9 19 33 50 69 37 The table gives n(t,v) feet, the height of...
Oxygen Rate of Production over time 90 80 70 60 Oxygen production 50 40 30 20 10 0 1 2 3 4 5 6 7 Time (seconds) Series1 Series2 Series3 Which line on the graph represents a reaction that increases the most over time?
Question Completion Status: 10 20 30 40 50 60 70 80 90 100 110 120 130 140 > Moving to another question will save this response. uestion 17 T-6 T-4 Start T-5 T-7 Finish T=5 T-6 Given the network in Figure, the time to complete those activities on the critical path is expected to be OA) 20 B) 22 Oo oo D) 26 A Moving to another question will save this response.
MR Demand 10 20 30 40 50 60 70 80 Duantity Refer to Figure 15-20. The deadweight loss caused by a profit-maximizing monopoly amounts to a. $900. b. $225. c. $1,350. d. $450 Price MC 4+ F + 1 + 2 + 4 Demand 10 11 12 3 5 6 7 8 9 Quantity Refer to Figure 15-11. Which area represents the deadweight loss from monopoly? a. H b. A+B+C+D+F+I+J+H O c. S+H d. J Price MC Demand iMR: 10...
9-55 Year E Sens 0 $90 -$110-$100 $120 35 35 35 35 9-60 20 2 20 20 4 20 5 20 6 20 10 20 30 40 50 180 )Based on the payback period, which altermnative-41 Amal (b) Based on future worth analysis, which of the (c) Based on future worth analysis, which alterna- (a) At 10% interest, what is the benefit-cost ratio is preferred? four alternatives is preferred at 5% interest? tive is preferred at 20% interest? for Alt....
$20 ATC 15 10 5 0 10 20 30 40 50 Quantity 60 70 80 Refer to the diagram showing the average total cost curve for a purely competitive firm. At the long-run equilibrium level of output, this firm's economic profit: is zero is $400 O is $200 cannot be determined from the information provided.
0 10 20 30 40 50 60 70 80 90 100 Quantity 3. Answer the following questions based on the graph that represents John's demand for ribs per week at Judy's rib shack (Figure 2). (I want you to show your calculations where necessary, i.e. CS, PS and TS questions) (25pts.) a. At the equilibrium price, how many ribs would John be willing to purchase? b. How much is John willing to pay for 20 ribs? c. What is the...
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