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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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Fundamental Accounting Principles
Authors: Larson Kermit, Tilly Jensen
Volume I, 14th Canadian Edition
71051503, 978-1259066511, 1259066517, 978-0071051507
