A PROJECT REPORT ON EQUITIES AND PORTFOLIO MANAGEMENT Submitted in the partial fulfillment for the award of the degree of MASTER OF BUSINESS ADMINISTRATION BY A.INDU ROLL NO: 0640-60-121 Under the guidance of Mr.Mahender [pic] BHAVAN’S VIVEKANANDA COLLEGE Sainikpuri‚ Secunderabad (AFFILAITED TO OSMANIA UNIVERSITY) 2006-2008 DECLARATION I hereby declare that this Project Report titled EQUITIES AND PORTFOLIO MANAGEMENT submitted by me to the Department of Business
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Summary The background of this paper we need to mention is that West Coast Fashions‚ Inc. (WCF)‚ a large designer and marketer of branded apparel announced a strategic reorganization calling for a divestiture of certain assets‚ and one of the divisions it intended to shed was Mercury Athletic‚ its wholly owned footwear subsidiary. John Liedtke‚ the head of business development for Active Gear‚ Inc. (AGI)‚ a privately held athletic and casual footwear company‚ contemplated an acquisition opportunity
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Chapter 2 REVIEW OF RELATED LITERATURE AND STUDIES Related Literature Spider silk (Parasteatoda tepidarium) commonly known as agiw in Filipino‚is a material spun by varieties of spiders.Spider silk has a unique combination of mechanical strength and elasticity that makes it one of the toughest materials we know.(Arizona State University‚2013). Furthermore‚silk consists of very repetitive blocks of mainly glycine and alanine.These are the simplest and smallest amino acids allowing strands to be packed
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level of systematic risk. The level of systematic risk in a particular asset‚ relative to average‚ is given by the beta of that asset. The reward-to-risk ratio for Asset i is the ratio of its risk premium‚ E(Ri) - Rf‚ to its beta‚ Bi: [E(Ri) - Rf]/Bi In a well-functioning market‚ this ratio is the same for every asset. As a result‚ when asset expected returns are plotted against asset betas‚ all assets plot on the same straight line‚ called the security market line (SML). From the SML‚ the expected
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Stock Market Risk As indicated by the case study S&P 500 index was use as a measure of the total return for the stock market. Our standard deviation of the total return was used as a one measure of the risk of an individual stock. Also betas for individual stocks are determined by simple linear regression. The variables were: total return for the stock as the dependent variable and independent variable is the total return for the stock. Since the descriptive statistics were a lot‚ only
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possibly 8% for the next two years and 6% thereafter. Ellis based his estimates on an established long-term expansion plan into European and Latin American markets. Venturing into these markets was expected to cause the risk of the firm‚ as measured by beta‚ to increase immediately from 1.10 to 1.25. In preparing the long-term financial plan‚ Encore’s chief financial officer has assigned a junior financial analyst‚ Marc Scott‚ to evaluate the firm’s current stock price. He has asked Marc to consider
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specific/idiosyncratic risk. False. True. Question 2 (10) You have an equally weighted portfolio that consists of equity ownership in three firms. Firm A is trading at $23 per share and has a beta of 1.15; Firm B is trading at $16 per share with a beta of 1.60; Firm C is trading at $76 per share with a beta of 0.85. Assume a risk free rate of 2% and market return of 7%. If each stock has a standard deviation of 40% and the stocks have a correlation of 0.20 with each other‚ your portfolio’s expected
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BIOS 255 WEEK 5 Lab 5 - Lymphatic System & Disease Resistance 1. Describe lymphatic system functions. 1. Drains excess interstitial fluid 2. Transports dietary lipids 3. Carries out immune response 2. Locate each of the following lymphatic vessels: right lymphatic duct‚ thoracic (left lymphatic) duct‚ right and left subclavian veins‚ and cisterna chyli. a right lymphatic duct b. right and left subclavian veins c. thoracic (left lymphatic) duct d. cisterna chyli
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of capital structure and effective tax rate‚ is then applied to the Capital Asset Pricing Model‚ using the U.S. Government 10-year bond as the risk-free rate and the spread between the S&P 500 composite and the U.S. Government 10-year bond rate. Beta is based on the last five years of monthly return data. The resulting corporate WACC is 10.22%. However‚ new investments in the different divisions requires the application of a hurdle rate that reflects the business risk of that particular unit
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It can be seen that EPS has a larger and beta coefficient (.276) and it is carrying the right sign (+) in absolute terms than BVPS. The beta coefficient suggests that a unit change in EPS will result to approximately 27.6 kobo change in VEQ. It thus follows that 1 kobo change in EPS will result to approximately 27.6 kobo change in VEQ inspite of the mandatory adoption of the international financial reporting standards. The Book Value per Share (BVPS) beta coefficient -.013 implies that BVPS is not
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