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Investment and Portfolio Ass 2-1 [Read-Only] - Word kelvin kipkorir o File Home Insert Draw Design Layout References Mailings Review View Help Grammarly Tell me what you want to do & Share Find abc Replace Select Tev of Cut Arial 11.5 - A A Aa v A 1 T AaBbCcDc AabbCcDc AaBbc Aabbccc AaB Le Copy Paste BI U abe x x abe x, xA A abyA 1 Normal 1 No Spac... Format Painter 1 No Spac... Heading 1 Heading 2 Title Clipboard Font Paragraph Styles i UPDATES AVAILABLE Updates for Office are ready to be installed, but first we need to close some apps. Update now i GET GENUINE OFFICE Your license isn't genuine, and you may be a victim of software counterfeiting. Avoid interruption and keep your files safe with genuine Office today. Get genuine Office Answer ALL the questions in this section. MANCOSA (15 Marks) Open Grammarly Grammarly Editing X Learn more X 090 678 344 996 943 MONORIS UNITED UNIVERSITIES QUESTION ONE Table 1 Index Statistic Code Date J100 2019/10131 Accentuate 10,15% R R 8,25 1,00000 Weight Instrument Dividend FTSE Closing Gross Free Portfolio Net Yleld SII Price MCAP Float Factor MCAP 420 880 090 R3 8.8% 472 260 743 R3 0,06% 056 689 453 Case Study PROGRAMME Bachelor of Commerce in Financial Management MODULE Investment and Portfolio Management (Financial Management 3C) YEAR Three (3) J100 2018/01/31 Accentuate 8,08% R 7,95 J100 2019/11/28 Accentuate 8,89% % 420 880 090 R3 88% 1,00000 345 996 716 R2 0.07% 944 477 110 420 R 12,00 880 090 R3 88% 1,00000 787 920 810 R3 0.07% 333 370 313 INTAKE J100 2019/02/28 Accentuate July 2021 Semester 1 88% 7,22% 1,00000 J100 2019/12/31 Accentuate 10,99% 420 R 7,61 880 090 R3 202 897 4.85 R2 0,06% 818 549 787 420 R 12,70 880 090 R3 88% 1,00000 681 656 783 R3 0.07% 222 257 989 TOTAL MARKS 30 J100 2019/03/31 Accentuate 6,22% 420 R 7,60 880 090 R3 88% 1,00000 198 688 684 R2 0,06% 814 846 042 The Accentuate Group is a JSE listed company in South Africa. Accentuate operates within the chemical industries in South Africa J100 2013/04/30 Accentuate 9,95% R 8,63 1,00000 420 880 090 R3 88% 632 196 177 R3 0,07% 196 331 756 JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE100 its weight in the index is given in table 1 above. Consider an investor with a portfolio consisting only of Accentuate sbaces toe. Treasury bill rate in 2014 was 3.06% in South Africa. Using dividend yield as (returns). Calculate Accentuate Sharpe ratio. J100 2019/05/30 Accentuate 8,85% 420 R8,95 880 090 R3 88% 1,00000 766 876 806 R3 0.07% 314 851 589 O QUESTION TWO (5 Mark) J100 2019/06/30 Accentuate 9,98% R 8,55 420 880 090 R3 88% 1,00000 598 524 770 R3 0,06% 166 701 797 Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31 December 2014 QUESTION THREE J100 2019/07/31 Accentuate 9,31% 1,00000 (10 Marks) 420 R 7,70 880 090 R3 88% 240 902 957 R2 0,06% 851 994 602 Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8 J100 2019/08/29 Accentuate 3,18% 1,00000 420 R8,01 880 090 R3 88% 371 249 521 R2 0,06% 986 699 578 Page 3 of 3 460 words LE + 54% Type here to search o FI PL w e3 23C 11:54 AM 9/15/2021 Investment and Portfolio Ass 2-1 [Read-Only] - Word kelvin kipkorir o File Home Insert Draw Design Layout References Mailings Review View Help Grammarly Tell me what you want to do & Share Find abc Replace Select Tev of Cut Arial 11.5 - A A Aa v A 1 T AaBbCcDc AabbCcDc AaBbc Aabbccc AaB Le Copy Paste BI U abe x x abe x, xA A abyA 1 Normal 1 No Spac... Format Painter 1 No Spac... Heading 1 Heading 2 Title Clipboard Font Paragraph Styles i UPDATES AVAILABLE Updates for Office are ready to be installed, but first we need to close some apps. Update now i GET GENUINE OFFICE Your license isn't genuine, and you may be a victim of software counterfeiting. Avoid interruption and keep your files safe with genuine Office today. Get genuine Office Answer ALL the questions in this section. MANCOSA (15 Marks) Open Grammarly Grammarly Editing X Learn more X 090 678 344 996 943 MONORIS UNITED UNIVERSITIES QUESTION ONE Table 1 Index Statistic Code Date J100 2019/10131 Accentuate 10,15% R R 8,25 1,00000 Weight Instrument Dividend FTSE Closing Gross Free Portfolio Net Yleld SII Price MCAP Float Factor MCAP 420 880 090 R3 8.8% 472 260 743 R3 0,06% 056 689 453 Case Study PROGRAMME Bachelor of Commerce in Financial Management MODULE Investment and Portfolio Management (Financial Management 3C) YEAR Three (3) J100 2018/01/31 Accentuate 8,08% R 7,95 J100 2019/11/28 Accentuate 8,89% % 420 880 090 R3 88% 1,00000 345 996 716 R2 0.07% 944 477 110 420 R 12,00 880 090 R3 88% 1,00000 787 920 810 R3 0.07% 333 370 313 INTAKE J100 2019/02/28 Accentuate July 2021 Semester 1 88% 7,22% 1,00000 J100 2019/12/31 Accentuate 10,99% 420 R 7,61 880 090 R3 202 897 4.85 R2 0,06% 818 549 787 420 R 12,70 880 090 R3 88% 1,00000 681 656 783 R3 0.07% 222 257 989 TOTAL MARKS 30 J100 2019/03/31 Accentuate 6,22% 420 R 7,60 880 090 R3 88% 1,00000 198 688 684 R2 0,06% 814 846 042 The Accentuate Group is a JSE listed company in South Africa. Accentuate operates within the chemical industries in South Africa J100 2013/04/30 Accentuate 9,95% R 8,63 1,00000 420 880 090 R3 88% 632 196 177 R3 0,07% 196 331 756 JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE100 its weight in the index is given in table 1 above. Consider an investor with a portfolio consisting only of Accentuate sbaces toe. Treasury bill rate in 2014 was 3.06% in South Africa. Using dividend yield as (returns). Calculate Accentuate Sharpe ratio. J100 2019/05/30 Accentuate 8,85% 420 R8,95 880 090 R3 88% 1,00000 766 876 806 R3 0.07% 314 851 589 O QUESTION TWO (5 Mark) J100 2019/06/30 Accentuate 9,98% R 8,55 420 880 090 R3 88% 1,00000 598 524 770 R3 0,06% 166 701 797 Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31 December 2014 QUESTION THREE J100 2019/07/31 Accentuate 9,31% 1,00000 (10 Marks) 420 R 7,70 880 090 R3 88% 240 902 957 R2 0,06% 851 994 602 Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8 J100 2019/08/29 Accentuate 3,18% 1,00000 420 R8,01 880 090 R3 88% 371 249 521 R2 0,06% 986 699 578 Page 3 of 3 460 words LE + 54% Type here to search o FI PL w e3 23C 11:54 AM 9/15/2021
