Question: 1) Unit trust = rate of return (32.14), Total return (2316.61) 2) CAREPLS (MALAYSIA) Stock = 270.04 3) KLCI derivative market = (-) Commision (100),
1) Unit trust = rate of return (32.14), Total return (2316.61)
2) CAREPLS (MALAYSIA) Stock = 270.04
3) KLCI derivative market = (-) Commision (100), Net profit/loss (1875)
4) Bond= 12,600
b) Treynors Measure = (rp rf)/Beta portfolio
| Assets | Average annual return | Beta |
| Unit trust | From above calculation |
|
| Stock |
|
|
| Bond |
|
|
| Derivatives |
|
|
For beta figures, you have to assume based on the riskiness of your respective assets.
To calculate each asset performance based on the above formula.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
