i) ii) Assume that you purchased XYZ Ltd shares on 1 July 2021 and sold them...

 

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i) ii) Assume that you purchased XYZ Ltd shares on 1 July 2021 and sold them on 1 Jan 2022. A dividend of $0.46 was paid on 4 Sep 2021. Calculate the realised return for the period. (2 marks) Use the following information to answer b). BHP Ltd S&P/ASX200 Monthly average return 1.3% Standard Deviation 7.87% Covariance between BHP and S&P/ASX200 0.0020 b) Compute the following. 0.17% 4.38% Calculate the correlation coefficient between BHP and S&P/ASX200 and interpret the answer. (2 marks) Calculate the beta of BHP and interpret the answer. (2 marks) XYZ Ltd 1 July 2021 4 September 2021 1 Jan 2022 Price Dividend $41.84 $38.68 $0.46 i) ii) Assume that you purchased XYZ Ltd shares on 1 July 2021 and sold them on 1 Jan 2022. A dividend of $0.46 was paid on 4 Sep 2021. Calculate the realised return for the period. (2 marks) Use the following information to answer b). BHP Ltd S&P/ASX200 Monthly average return 1.3% Standard Deviation 7.87% Covariance between BHP and S&P/ASX200 0.0020 b) Compute the following. 0.17% 4.38% Calculate the correlation coefficient between BHP and S&P/ASX200 and interpret the answer. (2 marks) Calculate the beta of BHP and interpret the answer. (2 marks) XYZ Ltd 1 July 2021 4 September 2021 1 Jan 2022 Price Dividend $41.84 $38.68 $0.46

Answer rating: 100% (QA)

a Realised return sale price dividend purchase price Purchase price 3868 046 4184 4184 00645 ... View the full answer