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Hari Day ABC Berhad Harga Penutup Closing Price (RM) ZEF Berhad Harga Penutup Closing Price (RM) KLCI Index Penutup Closing Index 1 1.20 5.00 1650

Hari

Day

ABC Berhad

Harga Penutup

Closing Price

(RM)

ZEF Berhad

Harga Penutup

Closing Price

(RM)

KLCI

Index Penutup

Closing Index

1

1.20

5.00

1650

2

1.40

5.20

1688

3

1.50

5.10

1670

4

1.30

5.30

1640

5

1.20

5.25

1675

6

1.20

5.30

1680

7

1.30

5.15

1655

8

1.20

5.50

1670

9

1.35

5.40

1680

10

1.55

5.35

1660

The above information shows the closing stock prices of ABC Berhad and ZEF Berhad together with KLC Index (KLCI) for ten (10) days of stock market transaction. Based on the information:

  1. Compute the standard deviation for return on stock ABC Berhad and ZEF Berhad. State which is a riskier stock based on the standard deviation.
  2. Compute and explain the range of return due to risk based on 68% probability for stock ABC Berhad and ZEF Berhad.
  3. Compute coefficient of variation for stocks ABC Berhad and ZEF Berhad. State which is the riskier stock for each unit of return.
  4. Compute the Beta for both stocks. Explain which is a riskier stock based on Beta.
  5. Perform segregation to show the portion (%) of systematic risk and unsystematic risk for stock ABC Berhad (only).

** Please show the working step. Thankyou

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