Index Statuto Code Date Instrument Dividend FTSE Cloning Grom Yield SU Prica MCAP Free Portfolio Float Factor Mat MCAP Welger 0100 2019/01/31 Accentuale 0,08 R7,96 R3 345 996 88% 1.00000 420 280 090 216 R2944 0,07% 477110 0100201900/28 Accentuate 7,22% 420 R76 RS 202 897 88% 1,00000 800 485 090 R2818 0,08% 549787 01002019043 Accentuate 8.22% 420 R7.00 R 398 88 88% 00000 890 384 090 R2814 0,06% 848 042 3100 2019/04/30 Accentuate 9,95% 420 R8, R3832 195 68% 00000 TEK R3 196 0.07% 331 755 090 3100 2019/06/30 Accentuate 3,86% 420 880 090 R 8,95 R3 168 8762 83% 100000 808 R2314 0.07% 851 689 3100 2018/08/20 Accentuate 98% 100000 420 000 090 R8,55 R$698 5 ses 720 RS 160 0,08% 701 797 J100 2014/07/3 Accennale 9.31% 420 890 090 BBS 240 902 0 100000 982 R2861 0,06% 994 802 J10 2019 Accentuate TAN 4201 BRO RO A33724 88% 521 100000 R2 900 0,00 B99 578 hestion Click here to download the Short Question J100 20100:31 Abcentuate 10,16 420 880 090 R&,20 R$ 472 280 BBX 1.00000 743 R3005 0,00% 589 482 J100 2019/10 Accertate 8,89% 420 R1200 R 3 TR7 920 88% 1,00000 180 BRO 090 R3333 0,07% 370 313 J100 2019/12/31 Accentuate 10,99% 420 R1270 R30818668800000 NO 783 090 R3202 0.07% 257 989 The Accentuale Group is a JSE listed company in South Africa, Accentuale operates within the chemical Industnes in South Alica JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a continuento SE100 is weight in the index is given in table 1 above. Consider an investor with a portfolio consisting only of Accentuale shares. The Treasury bill rate in 2014 was 3.06% South Alica. Using dividend yield as (returres). Calculate Accentuate Sharpe raso (Marks) QUESTION TWO Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until December 2014 (10 Marks) QUESTION THREE Consider an investor with a portfolio consisting only ol Accentuate shares Calculate the Treyneratie given that the beta of Accentuate is 0.8 SECTION A 120 MARKS Answer All the questions in this section. QUESTION ONE (18 Marts) The Instrument Dividend FTSE Closing Gross Yield SH Price MCAP Code Date Free Portiolla Net MCAP Weight Float Factor J100 20190431 Accentuate 8,08% 420 GO 090 R7,95 R3 345 996 88% 100000 AG R29440,07% 477110 0100 20100326 Accentuale 7.22% 420 R7,81 R3 202 897 88% 100000 445 BO 090 R2 848 0,06% 549 787 1100 20790131 Accentuate D0000 420 500 090 R70 R298888 88% GB R2814 0,00% B48 042 11002019047130 Acouale 9,95% 420 R2,83 R3 632 195 089 00000 177 R3 194 0.07% 331 255 090 JIO 2019/06/30 acentuale 3,85% 1,00000 420 R8,95 2766 876 88% 680 090 R234 0,07% 851 589 806 J10020190630 Ascenate 9,98% 1.00000 10 880 090 R 8.65 R3598624 8844 770 R3 100 0,00 709797 Index Statuto Code Date Instrument Dividend FTSE Cloning Grom Yield SU Prica MCAP Free Portfolio Float Factor Mat MCAP Welger 0100 2019/01/31 Accentuale 0,08 R7,96 R3 345 996 88% 1.00000 420 280 090 216 R2944 0,07% 477110 0100201900/28 Accentuate 7,22% 420 R76 RS 202 897 88% 1,00000 800 485 090 R2818 0,08% 549787 01002019043 Accentuate 8.22% 420 R7.00 R 398 88 88% 00000 890 384 090 R2814 0,06% 848 042 3100 2019/04/30 Accentuate 9,95% 420 R8, R3832 195 68% 00000 TEK R3 196 0.07% 331 755 090 3100 2019/06/30 Accentuate 3,86% 420 880 090 R 8,95 R3 168 8762 83% 100000 808 R2314 0.07% 851 689 3100 2018/08/20 Accentuate 98% 100000 420 000 090 R8,55 R$698 5 ses 720 RS 160 0,08% 701 797 J100 2014/07/3 Accennale 9.31% 420 890 090 BBS 240 902 0 100000 982 R2861 0,06% 994 802 J10 2019 Accentuate TAN 4201 BRO RO A33724 88% 521 100000 R2 900 0,00 B99 578 hestion Click here to download the Short Question J100 20100:31 Abcentuate 10,16 420 880 090 R&,20 R$ 472 280 BBX 1.00000 743 R3005 0,00% 589 482 J100 2019/10 Accertate 8,89% 420 R1200 R 3 TR7 920 88% 1,00000 180 BRO 090 R3333 0,07% 370 313 J100 2019/12/31 Accentuate 10,99% 420 R1270 R30818668800000 NO 783 090 R3202 0.07% 257 989 The Accentuale Group is a JSE listed company in South Africa, Accentuale operates within the chemical Industnes in South Alica JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a continuento SE100 is weight in the index is given in table 1 above. Consider an investor with a portfolio consisting only of Accentuale shares. The Treasury bill rate in 2014 was 3.06% South Alica. Using dividend yield as (returres). Calculate Accentuate Sharpe raso (Marks) QUESTION TWO Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until December 2014 (10 Marks) QUESTION THREE Consider an investor with a portfolio consisting only ol Accentuate shares Calculate the Treyneratie given that the beta of Accentuate is 0.8 SECTION A 120 MARKS Answer All the questions in this section. QUESTION ONE (18 Marts) The Instrument Dividend FTSE Closing Gross Yield SH Price MCAP Code Date Free Portiolla Net MCAP Weight Float Factor J100 20190431 Accentuate 8,08% 420 GO 090 R7,95 R3 345 996 88% 100000 AG R29440,07% 477110 0100 20100326 Accentuale 7.22% 420 R7,81 R3 202 897 88% 100000 445 BO 090 R2 848 0,06% 549 787 1100 20790131 Accentuate D0000 420 500 090 R70 R298888 88% GB R2814 0,00% B48 042 11002019047130 Acouale 9,95% 420 R2,83 R3 632 195 089 00000 177 R3 194 0.07% 331 255 090 JIO 2019/06/30 acentuale 3,85% 1,00000 420 R8,95 2766 876 88% 680 090 R234 0,07% 851 589 806 J10020190630 Ascenate 9,98% 1.00000 10 880 090 R 8.65 R3598624 8844 770 R3 100 0,00 709797