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(b) Find the weights and the portfolio return of each Following the recent performance of Bakwa, Todome and Abrani shares on the Ghana Stock Exchange,

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(b) Find the weights and the portfolio return of each

Following the recent performance of Bakwa, Todome and Abrani shares on the Ghana Stock Exchange, you are to use the information to analyse their situation. (i) Calculate the holding period return for the three Assets Classes. (ii) Use above information to: (a) Using arithmetic method, calculate the return of the three assets. (3 Marks) (b) Find the weights and the portfolio return. (3Marks) (c) Calculate the risk of Todome and Abrani explain the results. (6 Marks) (iii) Calculate the covariance of Todome and Abrani shares and explain whether portfolio is well diversified or not base on the resuits. (3 Marks) (iv) Compute the correlation coefficient. (2 Marks) (v) Calculate the weights and portfolio risk for Todome and Abrani shares. (4 Marks) [Total: 30 Marks]

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