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Q1.Collect the data from Yahoo Finance and answer the following questions (using the instructions given in the next page): a) b) ) d) ) g)
Q1.Collect the data from "Yahoo Finance" and answer the following questions (using the instructions given in the next page): a) b) ) d) ) g) Collect the market price index (All Ordinaries), Share price for a selected company (as per instructions given in page 2) and display the data for two sub-periods (Period 1: December 2020 to April 2022; Period 2: September 2022 to January 2024) separately in two separate tables. (1 marks) Calculate the return of share prices (rj) and market return (rm) (from market price index). Display the calculated returns along with the risk-free rate of return (given in a separate excel file) in a table for two sub periods. Calculate and tabulate, ('}- RF) and(rm - R,,,.). (1 marks) Calculate the mean, standard deviation, variance, and correlation coefficient for (r}. FRF) and (r - Rf,.) separately (for two sub-period in a table-see next page) and m comment on the result. (2+2=4 marks, 2 for calculation 2 for the comment) Estimate beta (E;) for your selected company for the two sub-periods. (1.5+1.5=3 marks) Explain the value of beta that you have calculated. (1.5+1.5=3 marks-1.5 for each sub-period) Provide a brief description of the selected company. (3 marks) Why the estimated value of beta is different for two sub-periods? (2.5+2.5=5 marks)
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