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Old MathJax webview the first question is out of 15 marks the second one is out of 5marks the third question is out of 10
Old MathJax webview
the first question is out of 15 marks the second one is out of 5marks the third question is out of 10 marks.this module is Investment and portfolio management
this is all the information on the question paper. that I have
[30 MARKO (15 Marks) SECTION A Answer ALL the questions in this section. QUESTION ONE Table 1 Weight Mat MCAP Index Code Statistic Date Instrument Dividend FTSE Yield SII Cloning Gros Price Free Portfolio FloatFactor MCAP 0,07% R2 944 477 110 88% 1,00000 J100 2019/01/31 Accentuate 8,08% R 7,95 420 880 090 R 3 345 996 716 0,06% R2818 549 787 88% 1,00000 J100 2019/02/28 Accentuate 7,22% 420 880 090 R 7,61R 3 202 897 485 0,06% 88% 1,00000 R2814 846 042 J 100 2019/03/31 Accentuate 6,22% 420 880 090 R 7,60 R 3 198 688 684 0,07% 88% 1,00000 R3 196 331 755 J100 2019/04/30 Accentuate 9,95% R 8,63 R3 632 195 420 880 090 177 0,07% 88% 1,00000 R3 314 851 589 J100 2019/05/30 Accentuate 8,85% 420 880 090 R 8,95 R 3766 876 806 0,06% 1.00000 88% J100 9,98% R3 166 701 797 2019/06/30 Accentuate 420 880 090 R 8,55 R 3598 524 770 0,06% J100 9,31% 2019/07/31 Accentuate 1,00000 88% R2 851 994 602 420 880 090 R 7,70 R 3 240 902 957 0,06% J100 1,00000 3,18% 2019/08/29 Accentuate 88% 420 880 090 R 8,01 R3 371 249 521 R2 966 699 578 2019/09/30 Accentuate J100 5,14% 88% 1,00000 420 880 090 R 8,27 R 3 480 678 344 R3062 0,06% 996 943 J100 2019/10/31 Accentuate 10,15% R 8.25 R 3472 260 420 880 090 J 100 B8% 2019/11/28 Accentuate 743 1,00000 R 3055 589 453 0.08% 8,89% R 12,00 R 3787 920 420 880 090 88% 1,00000 810 J100 0,07% 2019/12/31 Accentuate R3333 370 313 10,99% 420 R 12.70 R 3 661 656 88% 880 090 1,00000 0,07% 783 R3 222 257 969 Africa The accentuate Group is a JSE listed company in South Africa. Accentuate operates within the chemical industries in South USE 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 3,08% in South Africa. Using dividend yield as (returns). Calculate Accentuate Sharpe ratio. QUESTION TWO (5 Marks) 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 (10 Marks) Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8Step by Step Solution
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