Question: Section 2 - Structural questions (Q1: 14 marks; Q2: 11 marks; Q3: 12 marks; Q4: 18 marks; 55 marks in total) 1.a) Please compute the

Section 2 - Structural questions (Q1: 14 marks; Q2: 11 marks; Q3: 12 marks; Q4: 18 marks; 55 marks in total) 1.a) Please compute the Aggregate Return and Aggregate Dispersion for Table 1 using Formula. (with accuracy up to 3 decimal places in %) (4 marks) Table 1. End of Year 2017 2018 2019 2020 2021 Returns Client A 1190 10% 9% 8% Client B 10% 9% 8% 7% Client C 9% 8% 7% 6% Asset Amount (in $million) Client A 50 55.500 61.050 66.545 71.868 110.000 119.900 129.492 138.556 Client B 100 Client C 150 163.500 176.580 188.941 200.277 TOTAL 300 329.000 357.530 384.977 410,702 R3018 R2019 R2020 R2021 Aggregate Return Aggregate Dispersion 2018 2019 02020 2021 1.b) Please compute the Aggregate Return and Aggregate Dispersion for Table 2 using Formula. (with accuracy up to 3 decimal places in %) (4 marks) Note that Client C terminated the account at the end of 2017 with balance of $163.5m. 2017 2019 2020 End of Year 2018 2021 Returns Client A 11% 10% 9% 8% Client B 10% 9% 8% 7% Client C 9% Asset Amount (in Smillion) Client A 50 55.500 61050 66.545 71.868 Client B 100 110.000 119.900 129.492 138.556 Client C 150 163.500 TOTAL 300 329.000 180.950 196,037 210.425 Aggregate Return R2018 R2019 R2020 R2021 Aggregate Dispersion M18 2019 62020 2021 2 of 4 Section 2 - Structural questions (Q1: 14 marks; Q2: 11 marks; Q3: 12 marks; Q4: 18 marks; 55 marks in total) 1.a) Please compute the Aggregate Return and Aggregate Dispersion for Table 1 using Formula. (with accuracy up to 3 decimal places in %) (4 marks) Table 1. End of Year 2017 2018 2019 2020 2021 Returns Client A 1190 10% 9% 8% Client B 10% 9% 8% 7% Client C 9% 8% 7% 6% Asset Amount (in $million) Client A 50 55.500 61.050 66.545 71.868 110.000 119.900 129.492 138.556 Client B 100 Client C 150 163.500 176.580 188.941 200.277 TOTAL 300 329.000 357.530 384.977 410,702 R3018 R2019 R2020 R2021 Aggregate Return Aggregate Dispersion 2018 2019 02020 2021 1.b) Please compute the Aggregate Return and Aggregate Dispersion for Table 2 using Formula. (with accuracy up to 3 decimal places in %) (4 marks) Note that Client C terminated the account at the end of 2017 with balance of $163.5m. 2017 2019 2020 End of Year 2018 2021 Returns Client A 11% 10% 9% 8% Client B 10% 9% 8% 7% Client C 9% Asset Amount (in Smillion) Client A 50 55.500 61050 66.545 71.868 Client B 100 110.000 119.900 129.492 138.556 Client C 150 163.500 TOTAL 300 329.000 180.950 196,037 210.425 Aggregate Return R2018 R2019 R2020 R2021 Aggregate Dispersion M18 2019 62020 2021 2 of 4
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