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1) Month Market index Return(%)

1 4650 2.58%
2 4770 1.47%
3 4840 2.07%
4 4940 -2.53%
5 4815 -0.56%
6 4788 5.58%
7 5055 1.38%
8 5125 -1.76%
9 5035 1.59%
10 5115 1.66%
11 5200 1.06%
12 5255 0.95%
13 5305 1.94%
14 5408 1.89%
15 5510 -1.45%
16 5430 -1.29%
17 5360 1.12%
18 5420 1.29%
19 5490 1.18%
20 5555 -0.99%
21 5500 1.36%
22 5575 1.26%
23 5645 0.89%
24 5695 1.32%
25 5770

2) Mean/ Expected Return 0.92%


Standard Deviation 1.69%
3) Coefficient of Variation 1.84

Financial Ltd offers the best


risk/reward ratio and the lowest
volatility percentage per unit of
return.However, the
construction Ltd carries with
high risk and more volatile than
financial LTD.

4)
5) Weights Standard deviation
Financial Ltd 0.5 0.027458069
Construction Ltd 0.5 0.0595646845

Covariance -0.00027623

Bordered Variance-
covariance matrix
0.5 0.5
0.5 0.00075395 -0.00027623
0.5 -0.00027623 0.0035480

0.0001194283 0.00081793
Variance 0.0009373582
Variance 0.0009373582

Standard deviation of
0.0306163065
returns for portfolio

6) Beta coefficient 0.1528078912 -1.2393592132

0.1528078912 -1.2393592132
Financial Ltd ($) Return(%)
13.05 2.68%
13.4 3.51%
13.87 -5.41%
13.12 1.91%
13.37 -2.77%
13 3.85%
13.5 2.96%
13.9 1.58%
14.12 5.31%
14.87 2.56%
15.25 5.25%
16.05 2.18%
16.4 -2.44%
16 1.56%
16.25 1.54%
16.5 3.03%
17 2.06%
17.35 3.75%
18 1.94%
18.35 1.09%
18.55 3.50%
19.2 -2.60%
18.7 -2.67%
18.2 3.02%
18.75

Mean/ Expected Return 1.56%


Standard Deviation 2.75%
Coefficient of Variation 1.76

Correlation Coefficient -0.17624


Expected return
1.56%
1.56%
Construction Ltd ($) Return(%)
8 -5.00%
7.6 -7.89%
7 10.00%
7.7 5.19%
8.1 6.17%
8.6 -3.49%
8.3 7.23%
8.9 8.99%
9.7 5.15%
10.2 4.41%
10.65 3.76%
11.05 3.62%
11.45 -4.37%
10.95 -3.65%
10.55 4.27%
11 -4.09%
10.55 -4.27%
10.1 5.94%
10.7 -11.68%
9.45 7.09%
10.12 3.26%
10.45 -3.83%
10.05 7.96%
10.85 2.76%
11.15

Mean/ Expected Return 1.56%


Standard Deviation 5.96%
Coefficient of Variation 3.81

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