the companies of the assignment must be based on Dhaka stock exchange of Bangladesh
Department of Management University of Dhaka BBA Program, 23rd Batch MGT 409: Portfolio Management Assignment on of Portfolio Management Assignment Descriptions 6 (vi) Calculate risk premium for ach stock. (Assume risk free rate of return is 5% p.a. (vii) Develop SML and place the stocks in your SML diagram (viii) dearly omment on your stocks if they are correctly priced, overpriced or underpriced. Gve justification of your omment Evaluate the performance of your portfolio. Use minimum three measures Write down a statement of the knowledge learned form the assignment and a statement of reflection of your knowledge in practical field or how this knowledge can be utilized. Properly write references, tables, assumptions, appendices etc A declaration of non-plagiarism 10% Descriptions Pages needed 1 7 7 576 1 1 2 3 4 1 1 2 1-2 Marks Distribution 1% 2% 5% 10% & 57% 9 needed Half a page. 2% "Submission date: BY17th January 2021, 11:59pm **Only submission in google dassroom will be accepted. + Cover Page Concepts of portfolio management Process of portfolio management Develop your own portfolio 0) Give a name of your portfolio ii) Add minimum of 3 stocks in your portfolio It an be historical or empirical. If you develop historical portfolio show minimum 6months performance of your selected stocks, if you develop empirical portfolio use minimum three state of mature iv) The data for both cases (historical or empirical) an be developed based on hypothetical assumption. In case of Historical portfolio: Months (6month), Monthly returns of 3 stocks of your choice and market portfolio return to be given from DSE or you an develop the data in a table. Give appropriate name of the table. In case of impirical portfolio: Probability estimates of three states of the market and the forecasted returns of 3 stocks of your choice market portfolio return to be developed by yourself. Give appropriate name of the table. 5 60% Calculate: 0 As needed fii) average/expected return of ach stock Standard deviation of each stock Covariances of the returns of ach pair of stocks. Coefficient of co-relationship between ach pair of stock. Calculate beta for ach stock iv) i) Department of Management University of Dhaka BBA Program, 23rd Batch MGT 409: Portfolio Management Assignment on of Portfolio Management Assignment Descriptions 6 (vi) Calculate risk premium for ach stock. (Assume risk free rate of return is 5% p.a. (vii) Develop SML and place the stocks in your SML diagram (viii) dearly omment on your stocks if they are correctly priced, overpriced or underpriced. Gve justification of your omment Evaluate the performance of your portfolio. Use minimum three measures Write down a statement of the knowledge learned form the assignment and a statement of reflection of your knowledge in practical field or how this knowledge can be utilized. Properly write references, tables, assumptions, appendices etc A declaration of non-plagiarism 10% Descriptions Pages needed 1 7 7 576 1 1 2 3 4 1 1 2 1-2 Marks Distribution 1% 2% 5% 10% & 57% 9 needed Half a page. 2% "Submission date: BY17th January 2021, 11:59pm **Only submission in google dassroom will be accepted. + Cover Page Concepts of portfolio management Process of portfolio management Develop your own portfolio 0) Give a name of your portfolio ii) Add minimum of 3 stocks in your portfolio It an be historical or empirical. If you develop historical portfolio show minimum 6months performance of your selected stocks, if you develop empirical portfolio use minimum three state of mature iv) The data for both cases (historical or empirical) an be developed based on hypothetical assumption. In case of Historical portfolio: Months (6month), Monthly returns of 3 stocks of your choice and market portfolio return to be given from DSE or you an develop the data in a table. Give appropriate name of the table. In case of impirical portfolio: Probability estimates of three states of the market and the forecasted returns of 3 stocks of your choice market portfolio return to be developed by yourself. Give appropriate name of the table. 5 60% Calculate: 0 As needed fii) average/expected return of ach stock Standard deviation of each stock Covariances of the returns of ach pair of stocks. Coefficient of co-relationship between ach pair of stock. Calculate beta for ach stock iv) i)
