Question: OPERATIONS MANAGEMENT MONTE CARLO SIMULATION TRY TO DETERMINE THE OPTMINATION ASSET ALLOWING CONSIDERING BETA BETWEEN 1.3 AND 1.5 OR (MIN = 1.3 AND MAX =

OPERATIONS MANAGEMENT

MONTE CARLO SIMULATION

TRY TO DETERMINE THE OPTMINATION ASSET ALLOWING CONSIDERING BETA BETWEEN 1.3 AND 1.5 OR (MIN = 1.3 AND MAX = 1.5) FROM THE FOLLOWING INFORMATION (SIBANYE-STILLWATER LTD, SYGWD.JO AND MTN.JO) YOU CAN USE EXCEL TO GENERATE THE RESULTS BUT ALSO GRAPHS IF POSSIBLE AND FOR WEIGHTS YOU CAN MAYBE USE EXCEL SOLVER TO GENERATE THEM)

Date Currency: LOCAL - Market Price Sibanye-Stillwater Ltd. Monthly returns Date SYGWD.JO Monthly returns MTN.JO Monthly returns
1 37.4969258 -0.053672316 1 0.118587048 -0.178183212
2 35.48437893 -0.160447761 2 -0.09962406 0.166693906
3 29.79098978 0.113777778 3 -0.006263048 -0.018472102
4 33.18054239 0.280925778 4 0.055882353 -0.14314208
5 42.50181208 -0.111682243 5 -0.063668922 -0.003068306
6 37.75511437 -0.132737156 6 -0.020824479 -0.009279681
7 32.74360787 -0.256975334 7 0.04296875 -0.027240656
8 24.32930832 -0.206258503 8 0.002080732 0.114575679
9 19.31118159 -0.12958519 9 -0.006229236 -0.005547879
10 16.80873845 0.19259551 10 -0.003343084 -0.045269874
11 20.04602601 -0.131109643 11 0.036477987 0.018448995
12 17.41779869 0.090839985 12 0.014158576 0.07492829
13 19.00003126 -0.057491289 13 0.007578779 -0.071146196
14 17.90769496 -0.116580887 14 -0.00277118 -0.028936178
15 15.82 -0.048672566 15 0.026200873 0.038475033
16 15.05 0.116943522 16 -0.015860735 0.090640595
17 16.81 0.235574063 17 0.016116352 -0.017765094
18 20.77 -0.267212325 18 0.12417795 -0.012944326
19 15.22 0.203022339 19 -0.026152787 0.052944575
20 18.31 0.025122884 20 -0.077385159 0.056703118
21 18.77 -0.15716569 21 0.014553811 -0.038067394
22 15.82 -0.123261694 22 -0.041525104 -0.022069999
23 13.87 -0.181687094 23 -0.018511225 -0.073774427
24 11.35 0.037004405 24 0.054574639 0.093257281
25 11.77 -0.067119796 25 0.013318113 -0.08575522

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Accounting Questions!

Q:

MONTE CARLO SIMULATION TRY TO DETERMINE THE OPTMINATION ASSET ALLOWING CONSIDERING BETA BETWEEN 1.3 AND 1.5 OR (MIN = 1.3 AND MAX = 1.5) FROM THE FOLLOWING INFORMATION (SIBANYE-STILLWATER LTD,...

Q:

Questions: 1. Based on the base case scenario below what would the fixed model in Excel look like? Chapter Monte Carlo Simulation with Crystal Ball 380 Case Study 3 : Little Judson Prospect October...

Q:

Question: While reading the case, look for inputs to the model that are subject to uncertainty. This means any input to the model that is not fixed and could change. The case provides context that...

Q:

Attached is the assignment requirement and 2 previous assignments as example 1- the assignment should be zero plagiarism and similarity (no copy ans paste is accepted) 2- should be completed in the...

Q:

Hi, I am doing a project for derivatives class and I have some questions about a regression and Monte Carlo simulation that I need to come up with. So the goal is to hedge against CDS instruments by...

Q:

Which of the following is not a property of linear programs? Question 1 options: one objective function objective function and constraints are linear one or more constraints at least two separate...

Q:

let me know I will increase the price if you really solve the problem. Introduction: You have recently been hired as a Financial Analyst in the Finance Department of Zeta Auto Corporation which is...

Q:

PLEASE REFER TO THE INFORMATION IN THE ATTACHED PHOTO ABOVE TO ANSWER THESE QUESTIONS. A SPREADSHEET SHOULD BE USED AND INCLUDED IN THE ANSWERS. ALSO, EXPLAIN HOW YOU GOT YOUR ANSWER. What is the...

Q:

WN 8 19 D F G J 1 Aglass factory specializing in crystal is experiencing a substantial backlog, and the firm's management is considering three courses of action: a, b, or c: 2 uniform distribution...

Q:

If I need to I can list these questions separately and also provide more of the annual report if needed. Thanks for the help! I need help. I have been asked to review the the 2018 Annual Report (Form...

Q:

A hat shop owner is thinking about the number of hats to order from his supplier for the following week. The cost of each hat is $7 and can be sold for $10. At the end of the week, any hats that are...

Q:

What are some variables that may affect how to plan, to what degree and when to plan the project. The most common ones are as below: Development approach Deliverables Organizational requirements...

Q:

19. Which is the most accurate statement? ( LO10 ) a) The American personal savings rate would be higher if we counted capital gains as income which is not spent. b) An average propensity to save of...

Q:

15. You just won the lottery! You have two options to receive the lottery winnings. Option 1 is that you would receive $25,000 forever. Even better, this payment will grow at 2% into perpetuity....

Q:

2. Analyze your own writing experiences. What negative self-talk do you use? What might you do to overcome this tendency?

Q:

1. List the ways you procrastinate, and discuss what you can do to break these habits.

Q:

4-68. MEDIA SKILLS: WRITING FOR MOBILE DEVICES [LO-7] Find an interesting website article on any business topic. Write a three-paragraph summary that would be easy to read on a phone screen.