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QUESTION 2(20%) You are an Investment Manager who carries out research to select shares in your portfolio. You are considering two stocks, CFIN and MNJK.
QUESTION 2(20%) You are an Investment Manager who carries out research to select shares in your portfolio. You are considering two stocks, CFIN and MNJK. The historical performance of these two stocks can be seen as follows, along with the IHSG (Composite Stock Price Index): Apart from that, you have also conducted research on the profitability of each economic situation for the next period and its impact both on individual shares and on market conditions: a. Calculate the following returns: i. Expected returnindividually for CFIN and MNJK (usegeometric mean) (3%) ii. Expected returnif the portfolio strategy is IDR 100,000,000.00 used to buy CFIN and IDR 125,000,000.00 used to buy MNJK (5%) b. Calculate the following risks: i. Which of these stocks is more sensitive to changes in market movements? ( hint: use E(R.JCI) formarket returnsand 1.5% forrisk-free asset rate) (5%) ii. If you are asked to calculate which stocks are riskier overall, statistical tools ( statistical tools) what will you use? Why? Which stocks are riskier? (4%) c.You are asked to evaluate your company's investment strategy (see a. (ii) in portfolio strategy). Do you feel that the current stock weighting has provided maximum returns? Why? What do you recommend? (3\%)
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