The Accentuate Group is a JSE listed company in South Africa. Accentuate operates within the chemical industries in South Africa.
JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE100 its weight in the index is given in table 1 above.
Consider an investor with a portfolio consisting only of Accentuate shares.The Treasury bill rate in 2014 was 3.06% in South Africa. Using dividend yield as (returns). Calculate Accentuate Sharpe ratio.
QUESTION TWO (5 Marks)
Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31
December 2014
QUESTION THREE (10 Marks)
Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of
Accentuate is 0.8
kelvin kipkorir & Share s Investment and Portfolio Ass 2-2 (Protected View) - Word File Home Insert Draw Design Layout References Mailings Review View Help Grammarly Tell me what you want to do i PROTECTED VIEW Be carefulfiles from the Internet can contain viruses. Unless you need to edit, it's safer to stay in Protected View. Enable Editing O GET GENUINE OFFICE Your license isn't genuine, and you may be a victim of software counterfeiting. Avoid interruption and keep your files safe with genuine Office today. X Get genuine Office Learn more X 08 OTU 806 OUT 589 Selection x J100 2019/06/30 Accentuate 9,98% R 8,55 1,00000 420 880 090 R3 88% 598 524 770 R3 0,06% 166 701 797 Show All Hide All J100 2019/07/31 Accentuate 9,31% R 7.70 1,00000 0,06% 2.319 3,18% 420 880 090 R3 88% 240 902 957 R2 851 994 802 J100 2019/08/29 Accentuate 3,18% R8,01 1,00000 0,08% 420 880 090 R3 88% 371 249 521 R2 986 699 578 J100 2019/09/30 Accentuate 5,14% 1,00000 0.06% 420 R 8.27 880 090 R3 8896 480 678 344 R3 082 996 943 J100 2019/10/31 Accentuate 10,15% R 8,25 1,00000 0,06% 420 880 090 R3 8896 472 200 743 R3 055 589 453 J100 2019/11/28 Accentuate 8,89% 1,00000 0,07% 420 R 12,00 880 090 R3 88% 787 920 810 R3 333 370 313 J100 2019/12/31 Accentuate 10,99% 0.2886 1,00000 0,07% 420 R 12,70 880 090 R3 889 681 656 783 R3 222 257 989 Page 2 of 3 460 words + 65% Type here to search o FI PL w e3 S 23C 9:21 PM 9/15/2021 kelvin kipkorir & Share s Investment and Portfolio Ass 2-2 (Protected View) - Word File Home Insert Draw Design Layout References Mailings Review View Help Grammarly Tell me what you want to do i PROTECTED VIEW Be carefulfiles from the Internet can contain viruses. Unless you need to edit, it's safer to stay in Protected View. Enable Editing O GET GENUINE OFFICE Your license isn't genuine, and you may be a victim of software counterfeiting. Avoid interruption and keep your files safe with genuine Office today. X Get genuine Office Learn more X 08 OTU 806 OUT 589 Selection x J100 2019/06/30 Accentuate 9,98% R 8,55 1,00000 420 880 090 R3 88% 598 524 770 R3 0,06% 166 701 797 Show All Hide All J100 2019/07/31 Accentuate 9,31% R 7.70 1,00000 0,06% 2.319 3,18% 420 880 090 R3 88% 240 902 957 R2 851 994 802 J100 2019/08/29 Accentuate 3,18% R8,01 1,00000 0,08% 420 880 090 R3 88% 371 249 521 R2 986 699 578 J100 2019/09/30 Accentuate 5,14% 1,00000 0.06% 420 R 8.27 880 090 R3 8896 480 678 344 R3 082 996 943 J100 2019/10/31 Accentuate 10,15% R 8,25 1,00000 0,06% 420 880 090 R3 8896 472 200 743 R3 055 589 453 J100 2019/11/28 Accentuate 8,89% 1,00000 0,07% 420 R 12,00 880 090 R3 88% 787 920 810 R3 333 370 313 J100 2019/12/31 Accentuate 10,99% 0.2886 1,00000 0,07% 420 R 12,70 880 090 R3 889 681 656 783 R3 222 257 989 Page 2 of 3 460 words + 65% Type here to search o FI PL w e3 S 23C 9:21 PM 9/15/2021
