Question: Question 5 Below are the stock monthly returns for two companies for a period of January to December 2021: JAYA BERHAD DAYA BERHAD Month Monthly

Question 5 Below are the stock monthly returns for two companies

Question 5 Below are the stock monthly returns for two companies for a period of January to December 2021: JAYA BERHAD DAYA BERHAD Month Monthly return (%) Monthly return (%) -3.11 -3.71 5.98 8.17 13.06 5.40 8.04 -2.21 3.29 -2.95 0.66 01/2021 02/2021 03/2021 04/2021 05/2021 06/2021 07/2021 08/2021 09/2021 10/2021 11/2021 12/2021 9.28 -6.01 -1.58 -19.10 -6.27 -11.29 7.26 16.94 1.42 3.92 5.28 -4.58 -3.03 Based on the information above, calculate:- a. b. Average return of each company. (4 marks) Standard deviation of each company. (6 marks) Correlation coefficient and covariance between JAYA and DAYA Company. (6 marks) C. d. Return on portfolio if the investor intends to invest 50 percent of his fund in JAYA Company and the remaining is in DAYA Company. (3 marks) Standard deviation of portfolio based on Markowitz Theory, (6 marks) e

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 Finance Questions!

Assignment #1 from Valley Publishing Company audit case, A control matrix for the acquisition and disbursement cycle. This should list the controls and weaknesses for the cycle keyed off the the...

Question 5 Below are the stock monthly returns for two companies for a period of January to December 2021: JAYA BERHAD DAYA BERHAD Month Monthly return (%) Monthly return (%) 01/2021 -3.11 -3.71...

Below are the stock monthly returns for two companies for a period of January to December 2021: JAYA BERHAD DAYA BERHAD Month Monthly return (%) Monthly return (%) -3.11 -3.71 5.98 8.17 13.06 5.40...

QUESTION CONTINUES ON NEXT PAGE UL22/0371 Page 3 of 6 v) Rates are paid in two instalments on September 1 and March 1 each year. Rates for the first half of the accounting period were paid on...

this is whole question. URGENT. 2. Ziggy's Bistro Ltd (Ziggy's) operates a small Moroccan style restaurant in Virginia Water, UK. The owner, Don Ziggy, has recruited you to help him in preparing his...

1) Download the monthly adj. closing prices for Intel Corporation (symbol: INTC) and that for S&P 500 index (symbol: "GSPC) from Yahoo Finance for period January 1, 2010 to December 31, 2019. 2) Use...

The equilibrium constant (Ke) for this reaction is 1.60 at 990 C: H;(2) + CO,(g) = H2O(g) +CO(g) Calculate the number of moles of each component in the final equilibrium mixture obtained from adding...

The chapter states that effective managers need technical, interpersonal, and conceptual skills. Do all managers need these in the same mix? In other words, would some managers need more of one than...

A business or trade, such as rental activities, in which the investor does not materially participate is called a blank activity. This is a one - word answer found in the discussion of commercial...

Wiseman Video plans to make four annual deposits of $4,250 each to a special building fund. The fund's assets will be invested in mortgage instruments expected to pay interest at 12% on the fund's...