Portfolio Optimization A Selection of Stocks from the Heng Seng Index 17 August 2012 Introduction A typical investor purchases an asset with the hope that it will generate income or appreciate in the future. Given the plethora of choices in the market‚ a rational investor would choose an investment with the highest expected return. The Hong Kong Stock Exchange is the sixth largest stock exchange in the world with 1‚477 listed companies and a combined market capitalization of HKD 17 trillion
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1. Suppose that you have $1 million and the following two opportunities from which to construct a portfolio: a. Risk-free asset earning 12% per year. b. Risky asset with expected return 30% per year and standard deviation of 40%. If you construct a portfolio with a standard deviation of 30%‚ what is its expected rate of return? Ans: P = 30 = yy y = 0.75 E(rP) = 12 + 0.75(30 12) = 25.5% 2. Suppose that there are many stocks in the security market and that the characteristics of Stocks
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MBA Modern Portfolio Theory Corporate Finance II Final Paper Table of Contents 1. Title Page pg. 1 2. Table of Contents pg. 2 3. Introduction/ Executive Summary pg. 3 4. Modern Portfolio Theory pg. 3 5. Portfolio Management pg. 4 6. Controlling the Risk pg. 5 7. Diversification pg. 6 8. CAPM pg. 7 9. Beta: Advantages and Disadvantages pg. 8 10. Options pg. 10 11. Hedging
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Cover letter Dear portfolio readers‚ I am writing this letter to tell about what I have learned in the 3rd semester and my progress. Moreover‚ I also want to introduce my portfolio contents and the reason why I write them. Firstly‚ through this portfolio‚ I can learn how to organize and arrange a paragraph‚ how to distinguish main and subordinate ideas and the main topic of that paragraph as well as supplementary ideas. In addition‚ I can improve my writing skills such as summary‚ taking notes
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3705 PORTFOLIO EXAMINATION 2014 Second semester Assignment number 238261 OFENTSE MOAMOGOE I‚ Ofentse Moamogoe‚ hereby declare that this is my own and personal work‚ except where the work(s) or publications of others have been acknowledged by means of reference techniques. I have read and understood Tutorial Letter CMNALLE/301 regarding technical presentation requirements‚ referencing techniques and plagiarism. OL Moamogoe 50271164 09-26-2014 B Shazi (witness) 1 TABLE OF CONTENT PAGE 1. INTRODUCTION
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and Portfolio Management Luis Goncalves-Pinto / Sem 1‚ AY 14/15 Practice Problems #1 1. You sell short 100 shares of Loser Co. at a market price of $45 per share. What is your maximum possible loss? Explain. 2. The investment bank you work for is writing its annual investments newsletter and you are in charge of the international markets outlook for next year. To prepare your section‚ you collect data on yearly returns of World Stocks (WORLD_STOCKS) and those of the US S&P500 portfolio over
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Portfolio #1 This portfolio surrounds the mathematical ideals of the LACSAP’s Fractions‚ and creating the task of answering certain questions about a specific symmetrical pattern. Through a work entirely of my own and without any unauthorized outside assistance‚ I answers all of the questions in this portfolio along with showcasing all my work‚ aided by the use of technology and patterns discovered by me. The symmetrical pattern provided possesses only 5 vertical rows‚ with number of elements
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What does the market portfolio consist of (what are the portfolio weights)? The market portfolio consists of the market values (share price x number of shares) of ALL assets: A: $10 x 10m = $100m and weight 100/1314 = 7.61% B: $20 x 12m = $240m and weight 240/1314 = 18.26% C: $8 x 3m = $24m and weight 24/1314 = 1.83% D: $50 x 1m = $50m and weight 50/1314 = 3.81% E: $45 x 20m = $900m and weight 900/1314 = 68.49% The total market value of the market portfolio is 100+240+24+50+900=$1314m
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Good Afternoon Dr. Juchartz‚ Assessing the individual work in my portfolio was a hard task. I am not sure that is better than the other. I enjoyed the process and act of creating more than I thought I would so‚ after much deliberation‚ I have ranked my portfolio as follows. 1. The tension driven short story was one of my favorites to write. It was loosely based on my grandfather who was a small time bootlegger during prohibition and did have to hide out in the Upper Peninsula. I feel the strengths
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SBLE 2103 PROCESS WRITING ASSIGNMENT: PORTFOLIO (ENTRY 3) NAME: LEONG HUI SHAN STUDENT ID: 219884 GROUP: D7 INSTRUCTOR: ROHIDA BT YAHYA SUBMISSION DATE: 20/10/2013 i. Cohesive Devices A Bad Journey It was a day of disappointments. And being an optimist I did not attach much importance to bad omens. First of all the auto I hired to the railway station rattled noisily and emitted more smoke than an ordinary vehicle can. But I had limited time at my disposal‚ so I decided to travel by it. 1)
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