QUESTION ONE Table 1 Index Statistic Code Date Instrument Dividend FTSE Closing Gross Yield SHI Price MCAP Free Portfolio Float Factor Net MCAP Weight J100 2019/01/31 Accentuate 8,08% 420 R7,95 R 3 345 996 88% 1,00000 880 716 090 R2 944 0.07% 477 110 J100 2019/02/28 Accentuate 7.22% 420 R7.61 R 3202 897 88% 1,00000 880 485 090 R2 818 0,06% 549 787 J100 2019/03/31 Accentuate 6,22% 420 R7,60 R3 198 688 88% 1,00000 880 684 090 R2814 0,06% 846042 J100 2019/04/30 Accentuate 9,95% 420 R 8,63 R 3632 195 88% 1,00000 880 177 090 R3 196 0.07% 331 755 J100 2019/05/30 Accentuate 8,85% 420 R8,95 R 3766 876 88% 1,00000 880 806 090 R3 314 0.07% 851 589 J100 2019/06/30 Accentuate 9,98% 420 R8,55 R 3598 524 88% 1,00000 880 770 090 R3 166 0,06% 701 797 J100 2018/07/31 Accentuate 9,31% 420 R7,70 R 3 240 902 88% 1,00000 957 R2 851 0,06% 994 602 880 090 J100 2019/08/29 Accentuate 3,18% 420 R8,01 R3371 249 88% 1,00000 521 R2 956 0,06% 699 578 880 090 J100 2019/09/30 Accentuate 5,14% 420 R827 R 3 480 678 88% 1,00000 880 344 090 R3 062 0.06% 996 943 J100 2019/10/31 Accentuate 10,15% 420 880 090 R 8,25 R 3 472 260 88% 1,00000 743 R3055 0,06% 589 453 J100 2019/11/28 Accentuate 8,89% 420 R 12,00 R 3 787 920 88% 1,00000 880 810 090 R3 333 0,07% 370 313 J100 2019/12/31 Accentuate 10,99% 420 R 12,70 R 3 661 656 88% 1,00000 880 783 090 R3 222 0,07% 257 969 The Accentuate Group is a JSE listed company in South Africa, Accentuate operates within the chemical industries in South Africa. JSE 100 is an index on the Johannesburg Stock Exchange, Accentuate is a constituent of JSE 100 its weight in the index is given in table 1 above. Consider an investor with a portfolio consisting only of Accentuate shares. The Treasury bill rate in 2014 was 3.06% in South Africa. Using dividend yield as (returns). Calculate Accentuate Sharpe ratio. QUESTION TWO Calculate the capital gains for an investor who bought Accentuate Shares on 31 January 2014 and held the shares until 31 December 2014 QUESTION THREE Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8