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13% 17:19 FJ VODAFONE 3G Finance Discipline Group UTS Business School 1 of 4 25503 Investment Analysis Assignment Part I Autumn 2017 The assignment should be completed in groups of 3-4 students (your group does 1. not need to be the same All group members receive the same torial class 2. One representative fron each group must email the subject coordinator vitali, alexeeveuts.edu.au) by 5pm Friday 31 March 2017 with the names and student numbers of all the group members. No changes can be made to group membership after this date without obtaining consent from the subject coordinator It is your responsibility to find a group, keep the group together, and to ensure that all deadlines are me 3. Help: For consultation times, please check UTSOnline and the subject outline Note that email is not an efficient way for asking questions about the assignment; please post any questions on the UTSOnline discussion board. i. Due date: A hard copy of the assignment should be submitted im the assignment box marked "FINANCE 2" located in Building 8, Level 5. by 5:00pm Wednes- day 3 May 2017 Late submissions wi not be accepted and no soft copy is required. 5. Complete a cover sheet (available on UTSOnline) with all the signatures from your group members and attach it to a printout of your answers. 6. The assignment computations are to be done in Eroei, but the solutions ay be pasted into Word and formatted for submission. The final report, including all text, tables and figures should be printed out on A4 paper with a minimum font ze of 12. Also, the final report (excluding the cover sheet) should not exceed 12 Subject Coordinator: Vitali Alexeev You will find an Ercel workbook called AssignnentData.xlsx on UTSOnline which is needed to complete this assignment. It contains weekly inder data for five asset classes arad one in- dividual asset (Gold) Due to the reputation of UTS for producing work-ready graduates, you are head-hunted by a small asset management company to work part-time as a portfolio manager whilst you complete your degree. After learning all about mean-variance analysis and efficient asset allocation in 25503 Investment Analysis you are hoping to some of the tools you have leamed in constructing your very first portfolio first day on the job at It is your your boss is keen to see how ch you really know She provides you wi h a list of five asset classes and tasks you and your team to investigate the efficient asset allocation between these asset classes. Moreover, you are asked to satisfi a 17% expected return target on the portfolio you construct. To get started you decide to collect historical performance data for the last five years in order to estimate the expected retum and variance ance structure of the asset classes (the data in the Excel file 13% 17:19 FJ VODAFONE 3G Finance Discipline Group UTS Business School 1 of 4 25503 Investment Analysis Assignment Part I Autumn 2017 The assignment should be completed in groups of 3-4 students (your group does 1. not need to be the same All group members receive the same torial class 2. One representative fron each group must email the subject coordinator vitali, alexeeveuts.edu.au) by 5pm Friday 31 March 2017 with the names and student numbers of all the group members. No changes can be made to group membership after this date without obtaining consent from the subject coordinator It is your responsibility to find a group, keep the group together, and to ensure that all deadlines are me 3. Help: For consultation times, please check UTSOnline and the subject outline Note that email is not an efficient way for asking questions about the assignment; please post any questions on the UTSOnline discussion board. i. Due date: A hard copy of the assignment should be submitted im the assignment box marked "FINANCE 2" located in Building 8, Level 5. by 5:00pm Wednes- day 3 May 2017 Late submissions wi not be accepted and no soft copy is required. 5. Complete a cover sheet (available on UTSOnline) with all the signatures from your group members and attach it to a printout of your answers. 6. The assignment computations are to be done in Eroei, but the solutions ay be pasted into Word and formatted for submission. The final report, including all text, tables and figures should be printed out on A4 paper with a minimum font ze of 12. Also, the final report (excluding the cover sheet) should not exceed 12 Subject Coordinator: Vitali Alexeev You will find an Ercel workbook called AssignnentData.xlsx on UTSOnline which is needed to complete this assignment. It contains weekly inder data for five asset classes arad one in- dividual asset (Gold) Due to the reputation of UTS for producing work-ready graduates, you are head-hunted by a small asset management company to work part-time as a portfolio manager whilst you complete your degree. After learning all about mean-variance analysis and efficient asset allocation in 25503 Investment Analysis you are hoping to some of the tools you have leamed in constructing your very first portfolio first day on the job at It is your your boss is keen to see how ch you really know She provides you wi h a list of five asset classes and tasks you and your team to investigate the efficient asset allocation between these asset classes. Moreover, you are asked to satisfi a 17% expected return target on the portfolio you construct. To get started you decide to collect historical performance data for the last five years in order to estimate the expected retum and variance ance structure of the asset classes (the data in the Excel file
