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Please answer the whole question and not parts of it. Thanks! Question 1 Mr Salah has invested 1 000 000 on the first of January
Please answer the whole question and not parts of it. Thanks!
Question 1 Mr Salah has invested 1 000 000 on the first of January 2018 in the following units managed by the Klopp Investment Associates Table 1 Mr Salah's portfolio Fund A Fund B All Equities Local Index Puued Income Index Benchmarks Come of the Investment with its respective benchmark 4000X1000 600000.00 Value of portfolio at anuary 2018 2000.00 Number of Units in the portfolio at Lanuary 2018 1000.00 Me Firmino, the financial analyst of Klopp Investment Associates, reports the following movement in the selected andmarks of the respective investments Table 2. Movements of selected benchmarks Jan 1 - 15 January 2018 Feb 1 - 15 February 15 January 31 January 2018 5.00 All Equities Local Index Foxed Income Index 9.000 3.00% Table 3 reports transactions carried out by Klopp Investment Associates on behalf of Mr Salah Table Transactions carried out Jan 1 - 15 January 19 January 31 January 2018 Feb 1 - 15 February 2018 Fund A Buy 400 Units Buy 1500 units Sell 3200 Units Fund B Buy Soo Units Sell 1000 Units Buy 850 Units Required Calculate the value of each unit for each f las 15 February 2018 [14 marks Mr Pogba, a researcher living in Manchester, provides you with the following information Assets Expected Return Risk 0.75 The correlation between the asset returns is 0.35 a) Given that an individual decides to invest of his wealth in X and 40 Y calculate the expected and standard deviation of the individual's portfolio b) Calculate the filmy ratio of the individuals Assuming that the risk free rate is 2%, calculate the Sharpe ratio of the individual 14 markal Cakulate the investment proportions of the minimum-variance portfolio for the two 16 marks d) Question 1 Mr Salah has invested 1 000 000 on the first of January 2018 in the following units managed by the Klopp Investment Associates Table 1 Mr Salah's portfolio Fund A Fund B All Equities Local Index Puued Income Index Benchmarks Come of the Investment with its respective benchmark 4000X1000 600000.00 Value of portfolio at anuary 2018 2000.00 Number of Units in the portfolio at Lanuary 2018 1000.00 Me Firmino, the financial analyst of Klopp Investment Associates, reports the following movement in the selected andmarks of the respective investments Table 2. Movements of selected benchmarks Jan 1 - 15 January 2018 Feb 1 - 15 February 15 January 31 January 2018 5.00 All Equities Local Index Foxed Income Index 9.000 3.00% Table 3 reports transactions carried out by Klopp Investment Associates on behalf of Mr Salah Table Transactions carried out Jan 1 - 15 January 19 January 31 January 2018 Feb 1 - 15 February 2018 Fund A Buy 400 Units Buy 1500 units Sell 3200 Units Fund B Buy Soo Units Sell 1000 Units Buy 850 Units Required Calculate the value of each unit for each f las 15 February 2018 [14 marks Mr Pogba, a researcher living in Manchester, provides you with the following information Assets Expected Return Risk 0.75 The correlation between the asset returns is 0.35 a) Given that an individual decides to invest of his wealth in X and 40 Y calculate the expected and standard deviation of the individual's portfolio b) Calculate the filmy ratio of the individuals Assuming that the risk free rate is 2%, calculate the Sharpe ratio of the individual 14 markal Cakulate the investment proportions of the minimum-variance portfolio for the two 16 marks d)Step by Step Solution
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