Question 3 The following table shows the stock prices of two listed companies CXYZ and ABC) on the CSE for the period from 2011 to 2015 ABC Stock Price (Rs. 18.34 18.56 22.35 24.36 27.58 ear XYZ Stock Price (Rs 2011 2012 2013 2014 2015 20.45 25.58 32.54 34.25 33.78 Answer the following questions using the above stock prices. Calculate the average return, risk, coefficient of variation (CV) and chances of obtaining negative return of both XYZ and ABC stocks. Which stock is risker? a. (6 Marks) b. Calculate the geometric mean of both XYZ and ABC stocks. Comment on these values. (4 Marks) c. Calculate the cumulative wealth index for both stocks. Comment on these values. (4 Marks) Calculate the value at risk (VaR) at 5% for the equally weighted portfolio and compare the result with the individual assets VaR values. Correlation between ABC and XYZ is +0.65 (6 Marks) d