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Please use the basic CAPM to calculate the return of the assets used in the portfolio from your last assignment. Use the equation where Rf=Risk
Please use the basic CAPM to calculate the return of the assets used in the portfolio from your last assignment. Use the equation where Rf=Risk Free Rate of 1%, Ba=Beta of the Security and RM=Expected market return. The equation is as follows: Ra=RF+Ba(RM-Rf).
Equities - 60%=$600,000 | |||||||||||
Equities - 60% | Beta | Alpha | R-Squared | P/E | Top Holding | 2nd Holding | 5 Year Return | 10 Year Return | Allocation % | Allocation $ | |
500 Index Fund IVV | 1 | 0 | 1% | 26.06 | AAPL | MFST | 13.85% | 7.12% | 12% | $120,000 | |
Aston Mid Cap CHTTX | 1.28 | -4.39 | 70.43% | 19.07 | Juniper | Time | 15.47% | 9.73% | 6% | $60,000 | |
Glenmede Small Cap GTCSX | 1.19 | -4.43 | 63.95% | 20.48 | Western Alliance | Radian Group | 15.33% | 8.41% | 8% | $80,000 | |
Mid Cap Index Fund IJH | 1.04 | -0.07 | 1% | 28.48 | WWAV | RMD | 13.75% | 8.85% | 5% | $50,000 | |
MSCI International | 1 | -0.80 | 1% | 23.96 | NESN | NOVN | 5.52% | 1.04% | 5% | $50,000 | |
Oakix International | 1.11 | 1.01 | 81.66% | 9.90 | Glencore | Lloyds Banking Group | 10.41% | 4.15% | 5% | $50,000 | |
Oakmark Fund OAKMX | 1.14 | -1.96 | 89.91% | 17.35 | Citigroup | Alphabet | 16.05% | 8.50% | 7% | $70,000 | |
Small Cap Index Fund IJR | 1.11 | -0.10 | 1% | 31.19 | TTWO | SLCA | 14.62% | 8.77% | 12% | $120,000 | |
Fixed Income - 40%=$400,000 | |||||||||||
Fixed Income- 40% | Beta | Alpha | R-Squared | P/E | Top Holding | 2nd Holding | 5 Year Return | 10 Year Return | Allocation % | Allocation $ | |
AGG Barclays | 1.01 | 0 | 0.01% | - | BlackRock | Fannie Mae | 2.10% | 4.19% | 11% | $110,000 | |
BSV Short Term Bond | 0.43 | 0 | 0.05% | - | US Treasury | US Treasury | 1.14% | - | 11% | $110,000 | |
HYS High Yield Fund | 0.19 | 0.24 | 0.48% | - | MGM Resorts | DISH DBS Corp | 5.58% | - | 2% | $20,000 | |
TPINX Global Bond | -0.06 | 2.06 | 0.09% | - | Vereinigte Mexikanische | United Mexican States | 3.21% | 6.08% | 6% | $60,000 | |
VTIP | 0.32 | -0.03 | 0% | - | US Treasury | US Treasury | - | - | 10% | $100,000 |
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