New! Hire Essay Assignment Writer Online and Get Flat 20% Discount!!

# FIN 323 Portfolio Analysis

Published : 29-Sep,2021  |  Views : 10

## Question:

Retrieve 8 stocks prices from websites such as yahoo finance or tradingroom.com.au. Data up to one year will be sufficient, and is available free of charge from the above or other websites. Please note your data sources. All solutions to each question should be presented in tables that are readable to a novice investor.

In the body of your report, ensure you show how computed your calculations. In other words, show the formulae that you used.

1. Calculate the mean return, standard deviation, variance and holding period return for your portfolio of 8 stocks.
2. Calculate the beta of the portfolio
• Calculate the Expected Return of the portfolio.
1. Comment on how your portfolio has performed relative to the ASX 200 on the same selected period
2. What is your portfolio expected return using the APT model which considers both the ASX 200 index factor and the inflation factor during your sample period Inflation data are retrievable from the RBA website. Comment your results showing the difference between the alpha of this portfolio versus the alpha of the portfolio calculated in point i) above.
Compute the Futures price on your portfolio by analyzing the following:
• Time to maturity of 3 and 6 months (hint: how does the price changes between a 3 month and a six month time to expire?)
• The current risk-free rate (i.e. the T-bill rate from the RBA website)

Find two Corporate Bonds from the Financial Review and assume that the first bond is an asset while the second bond represents liabilities. Show how to build a synthetic portfolio that is perfect immunized by applying the duration/convexity model.

 Date Market Index AGL ANZ CSL CTX NAB SHL WOW WPL Adjusted Close price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) Adjusted Close Price Return (%) 03-04-2016 5018 18.36 22.28 101.25 34.51 25.13 18.41 21.14 24.94 10-04-2016 5224.10 4.11% 18.24 -0.65% 23.85 7.05% 101.58 0.33% 32.06 -7.10% 26.76 6.49% 18.87 2.50% 22.19 4.97% 26.14 4.81% 17-04-2016 5299.20 1.44% 18.27 0.16% 24.35 2.10% 104.65 3.02% 33.01 2.96% 27.64 3.29% 19.63 4.03% 21.72 -2.12% 27.85 6.54% 24-04-2016 5316 0.32% 18.29 0.11% 24.27 -0.33% 105.18 0.51% 32.50 -1.54% 27.19 -1.63% 19.42 -1.07% 22.11 1.80% 28.34 1.76% 01-05-2016 5358.60 0.80% 18.93 3.50% 25.14 3.58% 109.15 3.77% 33.60 3.38% 28.19 3.68% 20.04 3.19% 21.21 -4.07% 26.96 -4.87% 08-05-2016 5396.30 0.70% 18.87 -0.32% 24.11 -4.10% 110.85 1.56% 34.20 1.79% 28.94 2.66% 20.39 1.75% 22.37 5.47% 26.96 0.00% 15-05-2016 5415.20 0.35% 18.69 -0.95% 25.09 4.06% 113.87 2.72% 33.76 -1.29% 27.29 -5.70% 21.65 6.18% 22.26 -0.49% 27.09 0.48% 22-05-2016 5469.70 1.01% 18.66 -0.16% 25.85 3.03% 115.73 1.63% 33.50 -0.77% 27.30 0.04% 21.60 -0.23% 22.08 -0.81% 27.83 2.73% 29-05-2016 5392.5 -1.41% 18.57 -0.48% 25.09 -2.94% 117.11 1.19% 33.34 -0.48% 26.48 -3.00% 21.49 -0.51% 21.71 -1.68% 26.86 -3.49% 05-06-2016 5391.60 -0.02% 19.07 2.69% 24.29 -3.19% 115.07 -1.74% 33.92 1.74% 26.07 -1.55% 21.76 1.26% 21.54 -0.78% 27.00 0.52% 12-06-2016 5248.30 -2.66% 18.77 -1.57% 23.23 -4.36% 108.79 -5.46% 32.59 -3.92% 25.04 -3.95% 20.91 -3.91% 21.00 -2.51% 25.93 -3.96% 19-06-2016 5192.80 -1.06% 18.39 -2.02% 23.44 0.90% 106.75 -1.88% 31.47 -3.44% 24.61 -1.72% 20.89 -0.10% 20.56 -2.10% 25.77 -0.62% 26-06-2016 5327 2.58% 19.52 6.14% 23.95 2.18% 111.76 4.69% 31.88 1.30% 25.27 2.68% 21.33 2.11% 20.74 0.88% 26.64 3.38% 03-07-2016 5315.60 -0.21% 19.9 1.95% 23.12 -3.47% 110.49 -1.14% 31.95 0.22% 24.43 -3.32% 21.35 0.09% 20.61 -0.63% 26.61 -0.11% 10-07-2016 5510.10 3.66% 19.99 0.45% 24.85 7.48% 113.26 2.51% 32.50 1.72% 25.91 6.06% 21.81 2.15% 21.53 4.46% 26.68 0.26% 17-07-2016 5574.30 1.17% 20.34 1.75% 25.31 1.85% 119.01 5.08% 32.57 0.22% 26.06 0.58% 22.63 3.76% 22.45 4.27% 27.30 2.32% 24-07-2016 5644 1.25% 20.58 1.18% 25.84 2.09% 118.00 -0.85% 33.16 1.81% 26.54 1.84% 22.98 1.55% 23.41 4.28% 26.53 -2.82% 31-07-2016 5585.60 -1.03% 20.41 -0.83% 25.25 -2.28% 114.69 -2.81% 32.74 -1.27% 25.87 -2.52% 22.40 -2.52% 23.41 0.00% 26.89 1.36% 07-08-2016 5626.30 0.73% 19.05 -6.66% 26.56 5.19% 116.50 1.58% 34.29 4.73% 26.95 4.17% 21.99 -1.83% 23.40 -0.04% 27.50 2.27% 14-08-2016 5625.40 -0.02% 19.1 0.26% 26.68 0.45% 107.89 -7.39% 34.50 0.61% 27.30 1.30% 23.19 5.46% 23.90 2.14% 28.90 5.09% 21-08-2016 5607.40 -0.32% 18.81 -1.52% 26.67 -0.04% 109.05 1.08% 34.23 -0.78% 27.46 0.59% 23.00 -0.82% 24.90 4.18% 29.68 2.70% 28-08-2016 5470.60 -2.44% 18.58 -1.22% 26.84 0.64% 104.93 -3.78% 34.00 -0.67% 27.14 -1.17% 22.53 -2.04% 23.98 -3.69% 28.08 -5.39% 04-09-2016 5440.5 -0.55% 17.46 -6.03% 26.76 -0.30% 101.39 -3.37% 32.68 -3.88% 27.30 0.59% 21.11 -6.30% 22.85 -4.71% 28.32 0.85% 11-09-2016 5396.70 -0.81% 17.18 -1.60% 26.36 -1.49% 102.90 1.49% 32.47 -0.64% 27.06 -0.88% 20.91 -0.95% 22.52 -1.44% 27.43 -3.14% 18-09-2016 5518.60 2.26% 17.5 1.86% 27.59 4.67% 105.66 2.68% 33.80 4.10% 28.00 3.47% 22.14 5.88% 23.35 3.69% 27.32 -0.40% 25-09-2016 5525.20 0.12% 19.05 8.86% 27.63 0.14% 107.00 1.27% 34.25 1.33% 27.87 -0.46% 22.01 -0.59% 23.27 -0.34% 28.62 4.76% 02-10-2016 5548.5 0.42% 18.82 -1.21% 28.26 2.28% 106.40 -0.56% 34.71 1.34% 28.17 1.08% 21.91 -0.45% 23.89 2.66% 29.85 4.30% 09-10-2016 5518.5 -0.54% 19.22 2.13% 27.53 -2.58% 105.65 -0.70% 34.59 -0.35% 27.76 -1.46% 21.71 -0.91% 24.28 1.63% 29.54 -1.04% 16-10-2016 5513.90 -0.08% 19.15 -0.36% 28.25 2.62% 104.06 -1.50% 31.50 -8.93% 27.74 -0.07% 21.44 -1.24% 25.29 4.16% 29.30 -0.81% 23-10-2016 5370.90 -2.59% 18.76 -2.04% 27.62 -2.23% 99.32 -4.56% 30.49 -3.21% 27.91 0.61% 20.31 -5.27% 24.23 -4.19% 28.32 -3.34% 30-10-2016 5263.10 -2.01% 19.76 5.33% 26.94 -2.46% 98.66 -0.66% 30.05 -1.44% 25.88 -7.27% 20.28 -0.15% 22.96 -5.24% 27.90 -1.48% 06-11-2016 5446.60 3.49% 19.24 -2.63% 28.30 5.05% 103.23 4.63% 29.00 -3.49% 27.80 7.42% 21.45 5.77% 23.38 1.83% 28.99 3.91% 13-11-2016 5427.5 -0.35% 20.07 4.31% 27.98 -1.13% 100.25 -2.89% 29.45 1.55% 28.47 2.41% 22.18 3.40% 23.21 -0.73% 29.40 1.41% 20-11-2016 5570.5 2.63% 20.9 4.14% 28.28 1.07% 99.25 -1.00% 30.35 3.06% 29.01 1.90% 21.80 -1.71% 23.50 1.25% 31.10 5.78% 27-11-2016 5502.60 -1.22% 21.03 0.62% 28.46 0.64% 98.08 -1.18% 29.14 -3.99% 29.07 0.21% 21.65 -0.69% 22.94 -2.38% 30.94 -0.51% 04-12-2016 5615.80 2.06% 21.17 0.67% 29.92 5.13% 95.00 -3.14% 29.27 0.45% 29.69 2.13% 21.90 1.15% 22.91 -0.13% 30.59 -1.13% 11-12-2016 5589.70 -0.46% 20.95 -1.04% 29.81 -0.37% 96.93 2.03% 29.55 0.96% 29.97 0.94% 21.59 -1.42% 22.95 0.17% 30.93 1.11% 18-12-2016 5675.10 1.53% 22.18 5.87% 30.73 3.09% 97.80 0.90% 30.60 3.55% 30.65 2.27% 21.37 -1.02% 23.85 3.92% 31.68 2.42% 25-12-2016 5719.10 0.78% 22.09 -0.41% 30.42 -1.01% 100.41 2.67% 30.46 -0.46% 30.67 0.07% 21.40 0.14% 24.10 1.05% 31.16 -1.64% 01-01-2017 5809 1.57% 22.21 0.54% 31.38 3.16% 102.33 1.91% 30.59 0.43% 31.52 2.77% 21.82 1.96% 24.19 0.37% 31.46 0.96% 08-01-2017 5776.80 -0.55% 22.03 -0.81% 30.67 -2.26% 101.08 -1.22% 30.29 -0.98% 31.10 -1.33% 21.19 -2.89% 24.38 0.79% 31.93 1.49% 15-01-2017 5709.70 -1.16% 22.77 3.36% 29.40 -4.14% 114.60 13.38% 29.86 -1.42% 30.16 -3.02% 21.00 -0.90% 24.38 0.00% 31.95 0.06% 22-01-2017 5765.60 0.98% 22.66 -0.48% 29.77 1.26% 112.88 -1.50% 29.51 -1.17% 30.68 1.72% 21.20 0.95% 25.16 3.20% 32.31 1.13% 29-01-2017 5672.5 -1.61% 23.46 3.53% 29.11 -2.22% 112.37 -0.45% 28.63 -2.98% 30.39 -0.95% 21.25 0.24% 25.39 0.91% 31.73 -1.80% 05-02-2017 5771.60 1.75% 24.68 5.20% 29.49 1.31% 114.37 1.78% 28.93 1.05% 30.87 1.58% 21.84 2.78% 25.33 -0.24% 31.52 -0.66% 12-02-2017 5851 1.38% 24.59 -0.36% 30.77 4.34% 120.27 5.16% 29.77 2.90% 31.71 2.72% 21.37 -2.15% 25.49 0.63% 31.75 0.73% 19-02-2017 5786.90 -1.10% 23.73 -3.50% 30.96 0.62% 117.74 -2.10% 29.06 -2.38% 31.90 0.60% 21.57 0.94% 26.50 3.96% 32.01 0.82% 26-02-2017 5775.40 -0.20% 24.71 4.13% 31.17 0.68% 120.50 2.34% 28.96 -0.34% 32.13 0.72% 21.59 0.09% 25.47 -3.89% 30.93 -3.37% 05-03-2017 5811.20 0.62% 25.47 3.08% 31.95 2.50% 125.91 4.49% 28.94 -0.07% 33.16 3.21% 21.35 -1.11% 26.42 3.73% 30.90 -0.10% 12-03-2017 5840.80 0.51% 25.5 0.12% 31.58 -1.16% 123.34 -2.04% 28.31 -2.18% 32.12 -3.14% 21.19 -0.75% 25.87 -2.08% 31.54 2.07% 19-03-2017 5796.10 -0.77% 26.03 2.08% 31.36 -0.70% 123.50 0.13% 29.14 2.93% 32.09 -0.09% 21.47 1.32% 25.94 0.27% 31.00 -1.71% 26-03-2017 5903.80 1.86% 26.37 1.31% 31.82 1.47% 125.33 1.48% 29.49 1.20% 33.34 3.90% 22.12 3.03% 26.50 2.16% 32.08 3.48%

### Our Amazing Features

No matter how close the deadline is, you will find quick solutions for your urgent assignments.

#### 100% Plagiarism-free content

All assessments are written by experts based on research and credible sources. It also quality-approved by editors and proofreaders.

#### 500+ subject matter experts

Our team consists of writers and PhD scholars with profound knowledge in their subject of study and deliver A+ quality solution.

#### Covers all subjects

We offer academic help services for a wide array of subjects.

#### Pocket-friendly rate

We care about our students and guarantee the best price in the market to help them avail top academic services that fit any budget.

## Getting started with MyEssayAssignmentHelp is FREE

15,000+ happy customers and counting!