RSM330 Assignment 2 – Group Work Due: March 20‚ 2015 in class & online Question 1: Fundamental Analysis (Total 20 Marks) (a) i. These two companies are both in the Auto Parts and Equipment industry. ii. The auto industry sells discretionary goods‚ which consumers can afford to purchase more of in a booming economy. Therefore these companies stocks are cyclical since their price can be affected by ups and downs in the economy. (b) Magma 2012 2013 2014 Net Profit Margin 4.6% 4.5% 5.1% Asset
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Finance and Growth Strategies QUESTION 1 a) Distinguish between systematic and unsystematic risk. as the only relevant risk and why? b) In the context of the Capital Asset Pricing Model how would you define beta? How are betas determined and where can they be obtained? limitations of betas? c) What information does beta give to a financial manager? What are the Which is often regarded QUESTION 2 a) What is the time value of money? flows? b) What factors need to be taken into account when choosing
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Alex Sharpe’s Portfolio Focus: Strategic issues in risk return tradeoff relation‚ beta estimation‚ portfolio management‚ market efficiency‚ and market timing. Assignment Questions 1 Discuss the strategy and goals of Alex Sharpe and relate them to the efficient market hypothesis. 2 Calculate the return and variability (standard deviation) of Reynolds‚ Hasbro‚ and Vanguard Index 500 Trust during the past 5 years. Which one appears to be riskiest? S&P 500 REYNOLDS HASBRO Mean 0.57%
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FINS2624 S2 2012 Mockterm FAMILY NAME OTHER NAMES STUDENT ID SIGNATURE THE UNIVERSITY OF NEW SOUTH WALES SCHOOL OF BANKING AND FINANCE TIME ALLOWED: N/A To make sure that we can identify your exam if your student ID number is hard to read‚ please tick the boxes below to fill in your seven digit student ID number. Detailed instructions are on the next page. 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 M oc kt Page 1 of 21 Please see over er FINS2624 PORTFOLIO MANAGEMENT MOCK MID-TERM
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Prentice Hall‚ New Jersey * Knight‚ J * McCulloch‚ B.‚(2003). “Geometric Return and Portfolio Analysis”. New Zealand Treasury Working Paper 03/28‚ Dec .‚ p.p 1-11 * Modigliani‚ Franco and Leah Modigliani * Sharpe‚ W.F. (1966)‚ “Mutual Fund Performance”‚ Journal of Business‚ Vol. 39 pp119-138 * Sharpe‚ W * Simons‚ K.‚ (1998). “Risk –Adjustment Performance of Mutual Funds”. New England Economic Review‚ Sep/Oct‚ P.p 33-48 * Treynor‚ J.L.(1965)‚ “How to Rate management of investment Funds”‚ Harvard Business
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weighing machine. T he capital asset pricing model (CAPM) says that the “market portfolio” is mean– variance optimal. Although the model is predicated on an array of assumptions‚ most of which are arguably not accurate‚ it leads to the conclusion that a passive investor/manager can do no better than holding a market portfolio. The finance industry‚ with considerable inspiration and perspiration from Markowitz (1952‚ 1959)‚ Sharpe (1965)‚ and many others‚ has translated that investment
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Exam Two: Chapters 10‚ 6‚ 12‚ and 7 Contract Between Bondholder & Issuer In addition to specifying a payment schedule‚ the bond *indenture‚ which is the document defining the contract between the bond issuer and the bondholder‚ also specifies a set of restrictions that protects the rights of the bondholders Such restrictions include provisions relating to collateral‚ sinking funds‚ dividend policy‚ and further borrowing. The issuing firm agrees to these so called protective covenants in order
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April 2014 Final Examination Finance 1 MGCR 341 April 24‚ 2:00PM-5:00PM FINAL EXAM: Solutions Examiner: Vadim di Pietro Student Name: McGill ID: INSTRUCTIONS: a) This is a CLOSED BOOK and CLOSED NOTES examination. b) The exam is 180 minutes in length. c) SHOW YOUR WORK: In order to receive credit for your answers‚ you must show your work. Correct answers with no work shown will not receive any credit. Incorrect answers with partial correct work may receive partial credit
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Rammal‚ H.G.‚ Rezec‚ M.‚ 2011. Islamic mutual funds ’ financial performance and international investment style: evidence from 20 countries Hooi‚ H.L.‚ Parsva‚ P.‚ 2012. Performance of Islamic Indices in Malaysia FTSE market: empirical evidence from CAPM. J. Appl. Sci. 12 (12)‚ 1274–1281. Hussein‚ A.K.‚ 2004. Ethical investment: empirical evidence from FTSE Islamic index. J. Islam. Econ. 12 (1)‚ 21–40. Jensen‚ M.C.‚ 1968. The performance of mutual funds in the period 1945–1964. J. Financ. 23 (1)‚ 389–416
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Investment and Portolio Analysis Assignment 2 (Q1) Answer to Question 1 1. Introduction This paper is to review a company called Chaoda Modern Agriculture (Holdings) Limited (the Company). The review hereafter will cover: the Company; the Market & Opportunity for Chaoda; and Financial Figures & Indicative Valuation. Based on the findings of the review‚ recommendation on “Buy” or “Don’t Buy” will be attempted to address in the last section of Conclusion. 2. The Company Chaoda Modern Agricutlure
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