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(15 Marko Weight SECTION A Answer ALL the questions in this section 0,07% QUESTION ONE R 2 944 477 110 Free Portfolio Net MCAP Float Factor Table 1 1.00000 0,06% Index Statistic Code Date Instrument Dividend FTSE Yield SI Clewing OP Price R 2 818 549 787 J100 2019/01/31 Accentuate 8,08% R 7,95 R 3345 996 88% 716 1.00000 0,06% 420 880 090 R2814 846 042 J100 2019/02/28 Accentuate 7,22% R 7,61 R 3 202 897 88% 485 1.00000 420 880 090 0,07% 88% J100 2019/03/31 Accentuate 684 6,22% R3 196 331 755 R 7,60 R 3198 688 420 880 090 J100 2019/04/30 Accentuate 9,95% R 8,63 R3 632 195 88% 1,00000 177 420 880 090 R3314 0,07% 851 589 1,00000 88% R 8,95 R 3 766 876 806 0,06% J 100 2019/05/30 Accentuate 8.85% 420 880 090 R3 166 701 797 1,00000 88% R 8,55 R3 598 524 770 9,98% J100 0,06% 420 880 090 2019/06/30 Accentuate R2 851 994 602 R 7,70 R 3 240 902 88% 1,00000 9,31% 957 420 880 090 J100 2019/07/31 Accentuate 0,06% R 8,01 R3 371 249 88% 1,00000 R2 966 699 578 3,18% 521 420 880 090 J100 2019/08/29 Accentuate 0,06% R8,27 R3 480 678 88% 1,00000 R3 062 996 943 5,14% 420 880 090 344 J100 2019/09/30 Accentuate 282 R302350 TE 2905 37033 R352 9125 TELE w 219251 Accent Te Accente Goussa.SE ISed Suntice cente Series within the chemical industries in South is mes comite lamesurg Sizek Ecrange AS Lee is a susident of US$100 is weight in the inders en in die face Scera mestor with a nu folic consisting only of Agenze Stas. Jie Teasury Sillate in 2014 was 3.08% in South 2 Using ducenci yec a zums Calculae Ademar Stanze sia (5 Mart (15 Marks) SECTION A Weight Answer ALL the questions in this section. QUESTION ONE Net MCAP 0.07% Table 1 Fron Portfolio Float Factor R 2 944 477 110 Index Code Statistic Date Instrument Dividend FTSE Yield SII Gross MCAP Closing Price 1,00000 88% 0,06% 716 R 3345 996 J100 8,08% 2019/01/31 Accentuate R 7,95 420 880 090 R2 818 549 787 1,00000 88% 0,06% J100 485 2019/02/28 Accentuate 7,22% R 7,61/R 3 202 897 420 880 090 R2 814 846 042 1,00000 88% J100 2019/03/31 Accentuate 6,22% 0,07% 420 880 090 R7,60 R 3 198 688 684 R 3 196 331 755 1,00000 "100 2019/04/30 Accentuate 9,95% 420 R 8,63 R 3632 195 88% 177 880 0,07% 090 R3314 851 589 88% 1,00000 00 2019/05/30 Accentuate R 8,95 R 3 766 876 8,85% 806 420 880 090 R3 166 0,06% 701 797 88% 1,00000 0 2019/06/30 Accentuate 9,98% 420 880 090 R 8,55 R 3598 524 770 0,06% 88% 1,00000 R2 851 994 602 420 R7,70 R 3 240 902 2019/07/31 Accentuate 9,31% 957 880 090 0,06% 88% 1,00000 R2 966 699 578 3,18% 420 R 8,01 R3 371 249 521 2019/08/29 Accentuate 880 090 0,06% 1,00000 R3062 996 943 R 8,27 R 3 480 678 88% 344 5,14% 019/09/30 Accentuate 420 880 090 100 2019/40/41 Accentuate 1,00000 R 3055 0,06% 589 453 10.15% 420 R8,25 R 3472 280 88% 880 743 090 0,07% 200 2019/1/29 Accentuate R3333 370 313 8,89% 420 R12,00 R 3 787 920 88% 1,00000 810 880 090 7100 2019/2/31 Accentuate 1,00000 R 3 222 0.07% 257 969 10,99% 420 R 12,70 R 3 661 656 88% 783 880 090 The Accentuale Group is a JSE listed company in South Africa, Accentuate operates within the chemical industries in South Alca JSE 100 is an Index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE 100 its weight in the index is given in table 1 above, Consider an investor with a portfolio consisting only of accentuate shares. The Treasury bill rate in 2014 was 3.06% in South Airce Using dividend yield as (returns), Calculate Accentuate Sharpe ratio. (5 Marks) QUESTION TWO December 2014 Caloulate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31 (10 Marks) QUESTION THREE Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8 (15 Marko Weight SECTION A Answer ALL the questions in this section 0,07% QUESTION ONE R 2 944 477 110 Free Portfolio Net MCAP Float Factor Table 1 1.00000 0,06% Index Statistic Code Date Instrument Dividend FTSE Yield SI Clewing OP Price R 2 818 549 787 J100 2019/01/31 Accentuate 8,08% R 7,95 R 3345 996 88% 716 1.00000 0,06% 420 880 090 R2814 846 042 J100 2019/02/28 Accentuate 7,22% R 7,61 R 3 202 897 88% 485 1.00000 420 880 090 0,07% 88% J100 2019/03/31 Accentuate 684 6,22% R3 196 331 755 R 7,60 R 3198 688 420 880 090 J100 2019/04/30 Accentuate 9,95% R 8,63 R3 632 195 88% 1,00000 177 420 880 090 R3314 0,07% 851 589 1,00000 88% R 8,95 R 3 766 876 806 0,06% J 100 2019/05/30 Accentuate 8.85% 420 880 090 R3 166 701 797 1,00000 88% R 8,55 R3 598 524 770 9,98% J100 0,06% 420 880 090 2019/06/30 Accentuate R2 851 994 602 R 7,70 R 3 240 902 88% 1,00000 9,31% 957 420 880 090 J100 2019/07/31 Accentuate 0,06% R 8,01 R3 371 249 88% 1,00000 R2 966 699 578 3,18% 521 420 880 090 J100 2019/08/29 Accentuate 0,06% R8,27 R3 480 678 88% 1,00000 R3 062 996 943 5,14% 420 880 090 344 J100 2019/09/30 Accentuate 282 R302350 TE 2905 37033 R352 9125 TELE w 219251 Accent Te Accente Goussa.SE ISed Suntice cente Series within the chemical industries in South is mes comite lamesurg Sizek Ecrange AS Lee is a susident of US$100 is weight in the inders en in die face Scera mestor with a nu folic consisting only of Agenze Stas. Jie Teasury Sillate in 2014 was 3.08% in South 2 Using ducenci yec a zums Calculae Ademar Stanze sia (5 Mart (15 Marks) SECTION A Weight Answer ALL the questions in this section. QUESTION ONE Net MCAP 0.07% Table 1 Fron Portfolio Float Factor R 2 944 477 110 Index Code Statistic Date Instrument Dividend FTSE Yield SII Gross MCAP Closing Price 1,00000 88% 0,06% 716 R 3345 996 J100 8,08% 2019/01/31 Accentuate R 7,95 420 880 090 R2 818 549 787 1,00000 88% 0,06% J100 485 2019/02/28 Accentuate 7,22% R 7,61/R 3 202 897 420 880 090 R2 814 846 042 1,00000 88% J100 2019/03/31 Accentuate 6,22% 0,07% 420 880 090 R7,60 R 3 198 688 684 R 3 196 331 755 1,00000 "100 2019/04/30 Accentuate 9,95% 420 R 8,63 R 3632 195 88% 177 880 0,07% 090 R3314 851 589 88% 1,00000 00 2019/05/30 Accentuate R 8,95 R 3 766 876 8,85% 806 420 880 090 R3 166 0,06% 701 797 88% 1,00000 0 2019/06/30 Accentuate 9,98% 420 880 090 R 8,55 R 3598 524 770 0,06% 88% 1,00000 R2 851 994 602 420 R7,70 R 3 240 902 2019/07/31 Accentuate 9,31% 957 880 090 0,06% 88% 1,00000 R2 966 699 578 3,18% 420 R 8,01 R3 371 249 521 2019/08/29 Accentuate 880 090 0,06% 1,00000 R3062 996 943 R 8,27 R 3 480 678 88% 344 5,14% 019/09/30 Accentuate 420 880 090 100 2019/40/41 Accentuate 1,00000 R 3055 0,06% 589 453 10.15% 420 R8,25 R 3472 280 88% 880 743 090 0,07% 200 2019/1/29 Accentuate R3333 370 313 8,89% 420 R12,00 R 3 787 920 88% 1,00000 810 880 090 7100 2019/2/31 Accentuate 1,00000 R 3 222 0.07% 257 969 10,99% 420 R 12,70 R 3 661 656 88% 783 880 090 The Accentuale Group is a JSE listed company in South Africa, Accentuate operates within the chemical industries in South Alca JSE 100 is an Index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE 100 its weight in the index is given in table 1 above, Consider an investor with a portfolio consisting only of accentuate shares. The Treasury bill rate in 2014 was 3.06% in South Airce Using dividend yield as (returns), Calculate Accentuate Sharpe ratio. (5 Marks) QUESTION TWO December 2014 Caloulate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31 (10 Marks) QUESTION THREE Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8