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For each company you will be provided with monthly price data for a period of 5 years (60 observation). Including the Price Index and Risk-Free
For each company you will be provided with monthly price data for a period of 5 years (60 observation). Including the Price Index and Risk-Free Rate. List all steps and a bit explain on how you do the calculation 1. Return - average monthly return, the annualised return, monthly standard deviation, annualised standard deviation 2. Excess Return Monthly excess return Annual Excess Return EAR (excess Return) Monthly Expected return (Er) / Annual Expected Return (Er) Sharpe Ration (Er)/Annual 3. Correlation for all - - 4. Construct portfolio of 3 company for an equally weighted Calculate the Expected monthly Return Annual Expected Return Annual Return (EAR) Standard Deviation (Monthly & Annual) Sharpe monthly/ annual Beta For each company you will be provided with monthly price data for a period of 5 years (60 observation). Including the Price Index and Risk-Free Rate. List all steps and a bit explain on how you do the calculation 1. Return - average monthly return, the annualised return, monthly standard deviation, annualised standard deviation 2. Excess Return Monthly excess return Annual Excess Return EAR (excess Return) Monthly Expected return (Er) / Annual Expected Return (Er) Sharpe Ration (Er)/Annual 3. Correlation for all - - 4. Construct portfolio of 3 company for an equally weighted Calculate the Expected monthly Return Annual Expected Return Annual Return (EAR) Standard Deviation (Monthly & Annual) Sharpe monthly/ annual Beta
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