CONTACT: PRAKASH
Mob:
+919741410271
Capital Market and
Portfolio Management
1.
Nisha has 3 securities in the following amounts. The current and expected
end-of year prices are as given below:
|
Security
|
Share
Amount
|
Current
price(Rs)
|
Expected year-end
price(Rs)
|
|
SBI
|
100
|
120
|
135
|
|
Navneet
Education
|
100
|
106
|
115
|
|
Adani power
|
100
|
90
|
100
|
Calculate
the return on investment for Nisha’s portfolio for the year?
2.
The probabilities and associated returns of ABC Ltd are given below:
|
Return%
|
15
|
16
|
18
|
20
|
21
|
24
|
28
|
|
Probability
|
0.05
|
0.10
|
0.22
|
0.28
|
0.18
|
0.12
|
0.05
|
Calculate
the expected return and standard deviation.
3.
Reliance and HDFC are two mutual funds.
|
|
Observed Return
|
Beta
|
|
Portfolio Reliance
|
18%
|
0.7
|
|
Portfolio HDFC
|
22%
|
1.3
|
Return
on the market portfolio is 12%, while the risk-free return is 8%. Assume standard
Deviation of the market to be 8%.
a)
Compute the Jensen index for each of the funds
b)
Compute the Treynor index for each of the funds
CONTACT: PRAKASH
Mob:
+919741410271
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