Calculate the following: a. Average return for Gul Ahmed Textile Limited and KSE-100 index. b. Variance,...

  

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Calculate the following: a. Average return for Gul Ahmed Textile Limited and KSE-100 index. b. Variance, standard deviation and coefficient of variation of Gul Ahmed Textile Limited and KSE-100 index, assuming the above data as a sample. e. Covariance and beta. d. Reward-to-risk ratio. Assume that the risk-free return is 3.02%. e. Make a graph of security market line. All calculations can be done with the help of formula. Show your work step by step. Year 2018 2019 2020 Gul Ahmed Textile Limited Returns 31% 24% 10% KSE- 100 Index Returns 32% 38% 11% Calculate the following: a. Average return for Gul Ahmed Textile Limited and KSE-100 index. b. Variance, standard deviation and coefficient of variation of Gul Ahmed Textile Limited and KSE-100 index, assuming the above data as a sample. e. Covariance and beta. d. Reward-to-risk ratio. Assume that the risk-free return is 3.02%. e. Make a graph of security market line. All calculations can be done with the help of formula. Show your work step by step. Year 2018 2019 2020 Gul Ahmed Textile Limited Returns 31% 24% 10% KSE- 100 Index Returns 32% 38% 11%

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SOLUTION To calculate the required metrics well use the provided data for Gul Ahmed Textile Limited ... View the full answer