calculate the expected return of a portfolio consisting of 40% treasury bills and 60% shares. given that the treasury bill is 3.06%
calculate the expected return of a portfolio consisting of 40% treasury bills and 60% advtech shares. Given that the treasury bill rate is 3.06%
MANCOSA: BCOM FINANCIAL MANAGEMENT YEAR 3 8.9 PROJECT QUESTIONS - SEMESTER 1 PROJECT 1: INVESTMENT AND PORTFOLIO MANAGEMENT 35 Table 1 Rev tras COM oft SOL De M Yield Free Index Statistic Instrument Dividend FTSE 5 Code Date Closing Price Gros MCAP Portfolio MCNP 1100 2014/01/31 Advtech Host Factor 3,08% 420 880090 R7,95 R3345 996 716 J100 88% 2014/02/28 Advtech 1.00000 R2944477100073 3,22% 420 880 090 R7,51 R3202 897 455 88% 1100 1.00000 R2818 549787 0.06% 2014/03/31 Advtech 3,22% 420880 090 R7,60 R3198 688 684 88% 1,00000 R2814 846 042 J100 0,06% 2014/04/30 Advtech 2,95% 420 880 090 R8,63 R3 632 195 177 88% 1,000.00 R3196 331 755 0 J100 2014/05/30 Advtech 2,85% 420 880 090 R8,95 R3766876 806 88% 1,00000 R3314851 589 007 J100 2014/06/30 Advtech 2,98% 420 880 090 R855 R3598 524 770 88% 1,00000 R3 166 701 797 DOES J100 2014/07/31 Advtech 3,31% 420 880 090 R7,70 R3 240902 957 88% 1,00000 R2851 994 602 0.066 1100 2014/08/29 Advtech 3,18% 420 880 090 R8,01 R3371 249 521 88% 1.00000 R2966 699 578 0.0% J100 2014/09/30 Advtech 3,14% 420 880 090 R8,27 R3480 678 344 88% 1,00000 R3 062 99693 0,06% J100 2014/10/31 Advtech 3,15% 420 880 090 R8,25 R3472 260 743 88% 1,00000 R3055 589 453 006 J100 2014/11/28 Advtech 2,89% 420 880 090 R9,00 R3787920 810 88% 1,00000 R3 333 370313 0,07% 1100 2014/12/31 Advtech 2,99% 420 880090 R8,70 R 3661656783 88% 1,00000 R3222257969 0078 (60) QUESTION 1 The Advtech Group is a JSE listed company in South Africa. Advtech operates within the education and recruitment industries in South Africa and the rest of Africa.JSE 100 is an Index on the Johannesburg Stock Exchange, Advtech is a constituent of JSE100 its weight in the index is given in table 1 above. MANCOSA: BCOM FINANCIAL MANAGEMENT YEAR 3 8.9 PROJECT QUESTIONS - SEMESTER 1 PROJECT 1: INVESTMENT AND PORTFOLIO MANAGEMENT 35 Table 1 Rev tras COM oft SOL De M Yield Free Index Statistic Instrument Dividend FTSE 5 Code Date Closing Price Gros MCAP Portfolio MCNP 1100 2014/01/31 Advtech Host Factor 3,08% 420 880090 R7,95 R3345 996 716 J100 88% 2014/02/28 Advtech 1.00000 R2944477100073 3,22% 420 880 090 R7,51 R3202 897 455 88% 1100 1.00000 R2818 549787 0.06% 2014/03/31 Advtech 3,22% 420880 090 R7,60 R3198 688 684 88% 1,00000 R2814 846 042 J100 0,06% 2014/04/30 Advtech 2,95% 420 880 090 R8,63 R3 632 195 177 88% 1,000.00 R3196 331 755 0 J100 2014/05/30 Advtech 2,85% 420 880 090 R8,95 R3766876 806 88% 1,00000 R3314851 589 007 J100 2014/06/30 Advtech 2,98% 420 880 090 R855 R3598 524 770 88% 1,00000 R3 166 701 797 DOES J100 2014/07/31 Advtech 3,31% 420 880 090 R7,70 R3 240902 957 88% 1,00000 R2851 994 602 0.066 1100 2014/08/29 Advtech 3,18% 420 880 090 R8,01 R3371 249 521 88% 1.00000 R2966 699 578 0.0% J100 2014/09/30 Advtech 3,14% 420 880 090 R8,27 R3480 678 344 88% 1,00000 R3 062 99693 0,06% J100 2014/10/31 Advtech 3,15% 420 880 090 R8,25 R3472 260 743 88% 1,00000 R3055 589 453 006 J100 2014/11/28 Advtech 2,89% 420 880 090 R9,00 R3787920 810 88% 1,00000 R3 333 370313 0,07% 1100 2014/12/31 Advtech 2,99% 420 880090 R8,70 R 3661656783 88% 1,00000 R3222257969 0078 (60) QUESTION 1 The Advtech Group is a JSE listed company in South Africa. Advtech operates within the education and recruitment industries in South Africa and the rest of Africa.JSE 100 is an Index on the Johannesburg Stock Exchange, Advtech is a constituent of JSE100 its weight in the index is given in table 1 above
