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please use the excel solver for computation and conclusion for either word or hand thanks Question (5) The following are the potential shares to be
please use the excel solver for computation and conclusion for either word or hand thanks
Question (5) The following are the potential shares to be included in a portfolio. Perform stock allocation (W in %) for an optimal portfolio based on a Single Index Model (Cut-Off Method) given the following information. Mean Return Beta Variance No Share % 20 40 40 10 1 2 3 4 5 6 7 8 9 10 Risk free rate % 5 5 5 5 5 5 5 5 5 5 % 11.0 17.0 11.0 16.0 7.0 12.0 8.0 15.0 6.0 11.0 A B D E F G H I J 16 Variance KLCI % 10 10 10 10 10 10 10 10 10 10 1.0 1.5 1.2 2.0 0.8 1.5 1.0 1.0 1.2 2.0 30 20 50 6 40 (15 marks) Question (5) The following are the potential shares to be included in a portfolio. Perform stock allocation (W in %) for an optimal portfolio based on a Single Index Model (Cut-Off Method) given the following information. Mean Return Beta Variance No Share % 20 40 40 10 1 2 3 4 5 6 7 8 9 10 Risk free rate % 5 5 5 5 5 5 5 5 5 5 % 11.0 17.0 11.0 16.0 7.0 12.0 8.0 15.0 6.0 11.0 A B D E F G H I J 16 Variance KLCI % 10 10 10 10 10 10 10 10 10 10 1.0 1.5 1.2 2.0 0.8 1.5 1.0 1.0 1.2 2.0 30 20 50 6 40 (15 marks)Step by Step Solution
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Financial Management For Public, Health, And Not-for-Profit Organizations
Authors: Steven A. Finkler, Daniel L. Smith, Thad D. Calabrese, Robert M. Purtell
6th Edition
150639681X, 978-1506396811
