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Posted on Jul 11, 2024

Question-Write a report Bank Asia Trust Bank South-Tast Bank DBBL City Banks Standard Average Return Variance Deviation Beta -0.012 0.015 0.123 -0.003 0.024 0.154 0.018

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Bank Asia Trust Bank South-Tast Bank DBBL City Banks Standard Average Return Variance Deviation Beta -0.012 0.015 0.123 -0.003 0.024 0.154 0.018 0.133 -0.009 0.020 0.142 -0.005 0.021 0.146 -0.012 0.504 1.184 0.952 1.033 1.215 Bank Asia Trust llank South-East Bank DBBL City Bank Variance-Covariance Matrix Bunk Asia Trust Bank South-Last Nank 1.808846724 1.423351104 1.269487799 1.423351104 2.803524329 1.58935900 1.269487799 1.589359008 2.114586808 1.04514397 1.553747183 1.322172499 1.427979253 1.942737313 1.680543997 DBBL 1.04514397 1.553747183 1.322172459 2.399689896 1.46536474) City Bank 1.427979253 1.94273731.3 1.680543997 1.465364741 2.545288927 Conciation 0.009 0.499 0.012 ) 0.633 Weights 0.012 0.663 Bank Asia 0.498703247 Portfolio Return -0.010932199 Covariance Bank Asia & DBBL Bank Asia & Trust Bank Bank Asia & City Bank Bank Asia & South East Bank South East Bank & DBBL South East Bank & Trust Bank South East Bank & City Bank Trust Bank & DBBL 0,011 0.646 Trust Bank a Portfolio Variance 1.477387022 0.011 0.58S South-East Bank 0.229032417 Portfolio SD 1.215478104 0.013 0.654 DUBL 0.272264336 0.014 0.722 City Bank 0 0.013 0.999 1 0.012 0.591 City Bank & DBBL City Bank & Trust Bank 0.016 0.728 Same Industry Bank Asia Trust Bank Date Closing Price Closing Price 10/31/18 16.6 31.8 11/29/18 16.8 30.8 12/27/18 16.9 32.5 1/31/19 17.9 38.9 2/28/19 19 24.5 3/31/19 17.2 28.3 4/30/19 17.9 27.5 5/31/19 20 39.2 6/30/19 19.8 31.7 7/31/19 18.3 31.6 8/31/19 18.4 30.6 9/30/19 19.3 28.6 10/31/19 19.6 29.2 11/12/19 19.3 29.8 South-East Bank Closing Price 15.1 14.8 15.6 15.5 15.5 14.6 13.9 14.2 14.2 14.3 14.3 13.4 13.4 12.8 DBBL City Bank Closing Price Closing price Market Price Index 133.6 31.8 5284.12 130.7 31.2 5281.25 144.4 30.2 5385.64 149.1 31.2 5821.01 177.1 312 5711.83 213 27.8 5491.91 74.8 25.6 5202.85 69.6 27.2 5377.74 68.9 27.9 5421.62 67.7 27.9 5138.79 66.1 27.9 5095.77 69.2 26.2 4947.63 71.9 24.4 4682.90 77.3 21.7 4779.18 Bank Asia Return 0.01201819277 0.00085229 0.06917159763 0.00068210 -0.01494444 0.04069767442 0.11731813575 -0.01000000000 -0.0757575757 0.00646440AZ 0.01891301348 0.01564404145 -0.0153051225 Trust Bank South-East Bank DBBL City Bank Return Retum Retum Retum -0.0314-465111 -0.01966755 -0.020973783 -0.018867825 0.065194805 0.054064054 0.104820199 0.1353816151 -0.006110256 0.032518178 0.03311258 -0.33304336 0 0.1977903427 0155100011 -0.058064516 0.202710333 -0.106974359 -0.02820855 -0.047945205 0.6498291 -0.079130091 0.425151515 0.021582734 -0.068518717 0.0625 -0. 19132231 0 -0.010067471 0.0125735294 -0.003151574 0.007012254 -0.017416516 -0.03164557 -0.023633678 -0.065350177 -0.062887063 0.016890638 -0.0608319 0.020979021 0.029017341 -0.00229 0.0205179-15 -0.04776119 0.075101312 -0.110655738 Return on Market -0.000513137 0.019765154 0.0B0B19018 -0.018796195 -0.038902516 -0.062623793 0.033814289 0.004168561 -0.052167064 -0.008371621 -0.029071171 -0.053306426 0.020559009 Average Return Variance Bank Asia -0.012 Trust Bank -0.003 South-East Bank -0.012 DBBL -0.009 City Band -0.005 0.015 0.024 0.018 0.020 0.021 Standard Deviation Beta 0.123 0.154| 0.133 0.142 0.146 0.504 1.184 0.952 1.033 1.215 Bank Asia Trust Bank South-East Rank DBBL City Bank Variance-Covariance Matrix Bank Asia Trust Bank South-East Bank 1.808846724 1.423351104 1.269487799 1.423351104 2.803524329 1.589359008 1.269487799 1.589359008 2.114586808 1.04514397 1.553747183 1.322172459 1.427979253 1.942737313 1.680543997 DBBL City Bank 1.04514397 1.427979253 1.553747183 1.942737213 1.322172459 1.680543997 2399689896 1.465364741 1.465364741 2.545288927 Correlation 0.009 0.499 0,012 0,633 Weights 0.012 0.6631 Bank Asia 0.498706247 Portfolio Retum -0.01101019 0.011 0.646 Trust Rank Portfolio Variance 1.477387022 Covariance Bank Asia & DBBL Bank Asia & Trust Bank Bank Asia & City Bank Bank Asia & South East Bank South East Bank & DBBL South East Bank & Trust Bank South East Bank & City Bank Trust Bank & DBBL City Bank & DBBL City Bank & Trust Bank 0.011 0.585 South-Tast Bank 0.229032417 Portfolio SD 1.215478104 0.01.3 0.654 DDBL 0.272284338 0.014 0.722 City Bank 0 0.013 0.599 1 0.012 0.591 0.016 0.728 Bank Asia Trust Bank South-Tast Bank DBBL City Banks Standard Average Return Variance Deviation Beta -0.012 0.015 0.123 -0.003 0.024 0.154 0.018 0.133 -0.009 0.020 0.142 -0.005 0.021 0.146 -0.012 0.504 1.184 0.952 1.033 1.215 Bank Asia Trust llank South-East Bank DBBL City Bank Variance-Covariance Matrix Bunk Asia Trust Bank South-Last Nank 1.808846724 1.423351104 1.269487799 1.423351104 2.803524329 1.58935900 1.269487799 1.589359008 2.114586808 1.04514397 1.553747183 1.322172499 1.427979253 1.942737313 1.680543997 DBBL 1.04514397 1.553747183 1.322172459 2.399689896 1.46536474) City Bank 1.427979253 1.94273731.3 1.680543997 1.465364741 2.545288927 Conciation 0.009 0.499 0.012 ) 0.633 Weights 0.012 0.663 Bank Asia 0.498703247 Portfolio Return -0.010932199 Covariance Bank Asia & DBBL Bank Asia & Trust Bank Bank Asia & City Bank Bank Asia & South East Bank South East Bank & DBBL South East Bank & Trust Bank South East Bank & City Bank Trust Bank & DBBL 0,011 0.646 Trust Bank a Portfolio Variance 1.477387022 0.011 0.58S South-East Bank 0.229032417 Portfolio SD 1.215478104 0.013 0.654 DUBL 0.272264336 0.014 0.722 City Bank 0 0.013 0.999 1 0.012 0.591 City Bank & DBBL City Bank & Trust Bank 0.016 0.728 Same Industry Bank Asia Trust Bank Date Closing Price Closing Price 10/31/18 16.6 31.8 11/29/18 16.8 30.8 12/27/18 16.9 32.5 1/31/19 17.9 38.9 2/28/19 19 24.5 3/31/19 17.2 28.3 4/30/19 17.9 27.5 5/31/19 20 39.2 6/30/19 19.8 31.7 7/31/19 18.3 31.6 8/31/19 18.4 30.6 9/30/19 19.3 28.6 10/31/19 19.6 29.2 11/12/19 19.3 29.8 South-East Bank Closing Price 15.1 14.8 15.6 15.5 15.5 14.6 13.9 14.2 14.2 14.3 14.3 13.4 13.4 12.8 DBBL City Bank Closing Price Closing price Market Price Index 133.6 31.8 5284.12 130.7 31.2 5281.25 144.4 30.2 5385.64 149.1 31.2 5821.01 177.1 312 5711.83 213 27.8 5491.91 74.8 25.6 5202.85 69.6 27.2 5377.74 68.9 27.9 5421.62 67.7 27.9 5138.79 66.1 27.9 5095.77 69.2 26.2 4947.63 71.9 24.4 4682.90 77.3 21.7 4779.18 Bank Asia Return 0.01201819277 0.00085229 0.06917159763 0.00068210 -0.01494444 0.04069767442 0.11731813575 -0.01000000000 -0.0757575757 0.00646440AZ 0.01891301348 0.01564404145 -0.0153051225 Trust Bank South-East Bank DBBL City Bank Return Retum Retum Retum -0.0314-465111 -0.01966755 -0.020973783 -0.018867825 0.065194805 0.054064054 0.104820199 0.1353816151 -0.006110256 0.032518178 0.03311258 -0.33304336 0 0.1977903427 0155100011 -0.058064516 0.202710333 -0.106974359 -0.02820855 -0.047945205 0.6498291 -0.079130091 0.425151515 0.021582734 -0.068518717 0.0625 -0. 19132231 0 -0.010067471 0.0125735294 -0.003151574 0.007012254 -0.017416516 -0.03164557 -0.023633678 -0.065350177 -0.062887063 0.016890638 -0.0608319 0.020979021 0.029017341 -0.00229 0.0205179-15 -0.04776119 0.075101312 -0.110655738 Return on Market -0.000513137 0.019765154 0.0B0B19018 -0.018796195 -0.038902516 -0.062623793 0.033814289 0.004168561 -0.052167064 -0.008371621 -0.029071171 -0.053306426 0.020559009 Average Return Variance Bank Asia -0.012 Trust Bank -0.003 South-East Bank -0.012 DBBL -0.009 City Band -0.005 0.015 0.024 0.018 0.020 0.021 Standard Deviation Beta 0.123 0.154| 0.133 0.142 0.146 0.504 1.184 0.952 1.033 1.215 Bank Asia Trust Bank South-East Rank DBBL City Bank Variance-Covariance Matrix Bank Asia Trust Bank South-East Bank 1.808846724 1.423351104 1.269487799 1.423351104 2.803524329 1.589359008 1.269487799 1.589359008 2.114586808 1.04514397 1.553747183 1.322172459 1.427979253 1.942737313 1.680543997 DBBL City Bank 1.04514397 1.427979253 1.553747183 1.942737213 1.322172459 1.680543997 2399689896 1.465364741 1.465364741 2.545288927 Correlation 0.009 0.499 0,012 0,633 Weights 0.012 0.6631 Bank Asia 0.498706247 Portfolio Retum -0.01101019 0.011 0.646 Trust Rank Portfolio Variance 1.477387022 Covariance Bank Asia & DBBL Bank Asia & Trust Bank Bank Asia & City Bank Bank Asia & South East Bank South East Bank & DBBL South East Bank & Trust Bank South East Bank & City Bank Trust Bank & DBBL City Bank & DBBL City Bank & Trust Bank 0.011 0.585 South-Tast Bank 0.229032417 Portfolio SD 1.215478104 0.01.3 0.654 DDBL 0.272284338 0.014 0.722 City Bank 0 0.013 0.599 1 0.012 0.591 0.016 0.728