Question
Requirements: (Data for the ASX AORD- the market, WOW, TLS, and JBH are attached below). Using the closing value, Perform necessary calculations to answer the
Requirements: (Data for the ASX AORD- the market, WOW, TLS, and JBH are attached below). Using the closing value, Perform necessary calculations to answer the following questions:
(5) Calculate and explain the correlation between (i) WOW and the market, (ii) TLS and the market, and (iii) JBH and the market over the period.
(6) Calculate the Beta of each of these three companies. If you construct a portfolio with 50% of your investment in WOW, 26% invested in TSL, and 24% invested in JBH, what is the Beta of this portfolio?
Data for ASX AORD:
Data for WOW:
Data for TLS:
Data for JBH:
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