Risk Return and Equity Analysis Student Name : Aamer Ikram Subject : BAO5534
Table of Contents
Introduction 3
Question No.1 Calculation of Holding Period Return 4-6
Question No.2 What is Meant by a share price Index 6
Question No.3 Determine the expected return and standard deviation 7-10
Question No.4 What factors determine the standard deviation of portfolio 10
Question No.5 Determine the systematic Risk (Beta) 11
Question No.6 Which measure is more useful Beta or standard deviation 12
Question No.7 Calculate RRR using CAPM …show more content…
& Coffee Bean Ltd. the formula for standard deviation is as follows:
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|[2] |Market index (points) |Bell Ltd ($) |Coffee Bean Ltd ($) |
|Mean |1286 |39 |28 |
|Monthly Standard Deviation |
|Months |Market index (points)|Bell Ltd ($) |Coffee Bean Ltd |
| | | |($) |
|June |23163.064 |259.787 |1.568 |
|July |27345.308 |148.058 |49.450 |
|August |108079.302 |205.003 |148.647 |
|September |72374.002 |41.447 |97.656 |
|October |35105.331 |43.138 |39.465 |
|November |14982.780 |79.351 |24.129 |
|December |3226.713 |7.442 |0.008 |
|Jan-11 |40.885 |114.107 |3.772 |
|February