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The monthly datafor the Australian All Ordinaries share price index is below: date open close jul 17 5764.00 5773.90 aug 17 5773.90 5776.30 sep 17
The monthly datafor the Australian All Ordinaries share price index is below:
date open close
jul 17 5764.00 5773.90
aug 17 5773.90 5776.30
sep 17 5776.30 5744.90
oct 17 5744.90 5976.40
nov 17 5976.40 6057.20
dec 17 6057.20 6167.30
jan 18 6167.30 6146.50
feb 18 6146.50 6117.30
mar 18 6117.30 5868.90
apr 18 5868.90 6071.60
may 18 6071.60 6123.50
jun 18 6123.50 6289.70
- Calculate the monthly holding period returns (%) for the Australian share market (MKT) during 2017-2018 FY.(4 marks)
- Calculate the average monthly holding period return (%) for the MKT (ALL ORDS).(1.5 marks)
- Calculate the annual holding period return (in % terms) for the Australian share market (MKT) (as proxied by the All Ords index) during 2017-2018 FY.(3 marks)
- Calculate the risk for 2018 as measured by standard deviation of both A2M and the MKT.(4 marks)
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