SECTION A Answer ALL the questions in this section. QUESTION ONE Table 1 Index Statistic Code Date Instrument Dividend FTSE Yield SIL J 100 Closing Price 2019/01/31 Accentuate Gross MCAP Free Portfolio Float Factor Het CRD 8,08% 88% 420 880 090 R 7,95 R 3 345 996 716 1.00000 R2944 0.07% J100 477 110 2019/02/28 Accentuate 7,22% R 7,61 R 3 202 897 485 88% 420 880 090 1,00000 R2818 549787 0.06% J 100 2019/03/31 Accentuate 6,22% 420 880 090 R 7,60 R 3198 688 684 88% 1,00000 R2814 0,06% 846 042 J100 2019/04/30 Accentuate 9,95% 420 880 090 R 8,63 R3 632 195 177 88% 1,00000 R3 196 331 755 0,07% J100 2019/05/30 Accentuate 8,85% 420 880 090 R 8,95 R 3766 876 806 88% 1,00000 R3314 851 589 0,07% J100 2019/06/30 Accentuate 9,98% 420 R 8,55 R 3598 524 770 88% 1,00000 880 090 R3 166 701 797 0,06% 100 2019/07/31 Accentuate 9,31% R7,70 R 3 240 902 88% 420 880 090 1,00000 R2 851 994 602 0,06% 957 2019/08/29 Accentuate 3,18% 420 880 090 R 8,01 R3 371 249 88% 521 1,00000 R2 966 0,06% 699 578 2019/09/30 Accentuate 5,14% 420 880 090 R 8,27 R3 480 678 88% 1,00000 344 R3062 0,06% 996 943 31 Acemate 10.15% 220 25 R 3472 260 88% 1,00000 880 090 2397125 Accentuate 743 R3055 0,06% 589 453 8.89% R 1200 R 3787 920 88% 1,00000 420 880 090 2097231 certuste 810 R 3333 0,07% 370 313 10.999 420 R 1270 R3 581 656 88% 880 090 1,00000 R3 222 0,07% 257 969 783 The Leute Gaisa JSE Isted any in South Africa Abentuate operates within the chemical industries in South en in die 1 bove JSE 30 sandex on the Johannesburg Stock Exchange. Accentuate is a constituent of JSE100 its weight in the index is Afice Using dividend yield as retums). Calculate Accentuate Sharpe ratio. Corseran investor with a bordolo consisting only of Accentuate shares. The Treasury bill rate in 2014 was 3.06% in South QUESTION TWO (5 Marks) December 2014 Calculate the capital gains for an investor who bought accentuate Shares on 31 January 2014 and held the shares until 31 QUESTION THREE (10 Marks) Accentuate is 0.8 Consider an investor with a portiolo consisting only of hocentuate shares. Calculate the Treynor ratio given that the beta of