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Calculate the beta of your portfolio. Calculate the value of your portfolio as at 12 May 2023. Calculate the return on your portfolio. (Use the
- Calculate the beta of your portfolio.
- Calculate the value of your portfolio as at 12 May 2023.
- Calculate the return on your portfolio. (Use the opening and closing prices provided to calculate the closing value of stocks Any cash will be assumed to have earned interest equal to the 1-month BBSW, which has been provided. Multiply the opening value of cash by (1 + the 42-day interest rate). For simplicity, ignore dividends received during this period.)
- Calculate the four measures of portfolio performance (Sharpe ratio, Treynor ratio, Jensen's Alpha and the M2 measure)
| stv | 0.64% |
| RF Annual | 3.456% |
| 42 Day RF | 0.40% |
| Value | Opening Price | Closing Price | Beta |
| 19,997.98 | $ 65.14 | $ 70.97 | 0.74 |
| 19,986.32 | $ 80.59 | $ 74.02 | 1.27 |
| 19,997.27 | $ 13.43 | $ 14.28 | 0.56 |
| 19,998.58 | $ 4.22 | $ 4.32 | 0.40 |
| 20,012.30 | $ 24.86 | $ 25.06 | 0.27 |
| 20,003.75 | $ 12.31 | $ 13.58 | 0.57 |
| 19,999.02 | $ 6.62 | $ 6.25 | 1.05 |
| 139,995.22 | |||
| 99,994.72 | $ 20.32 | $ 21.98 | 0.99 |
| 99,997.92 | $ 9.44 | $ 9.42 | 0.65 |
| 99,997.50 | $ 9.95 | $ 9.98 | 1.1 |
| 100,005.75 | $ 29.25 | $ 29.26 | 1 |
| 99,998.58 | $ 22.66 | $ 22.73 | 0.85 |
| 499,994.47 |
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