Question: Table 1 Index Code Statistic Date Instrument Dividend Yield FTSE SII Closing Price Gross MCAP Free Float Portfolio Factor Net MCAP Weight J100 2019/01/31 Accentuate

Table 1 Index Code Statistic Date Instrument Dividend Yield FTSE SII Closing Price Gross MCAP Free Float Portfolio Factor Net MCAP Weight J100 2019/01/31 Accentuate 8,08% 420880090 7.95 R 3 345 996716 88% 1,00000 R 2 944477 110 0,07% J100 2019/02/28 Accentuate 7,22% 420880090 7.61 R 3 202 897485 88% 1,00000 R 2 818549 787 0,06% J100 2019/03/31 Accentuate 6,22% 420880090 7.60 R 3 198 688684 88% 1,00000 R 2 814846 042 0,06% J100 2019/04/30 Accentuate 9,95% 420880090 8.63 R 3 632 195177 88% 1,00000 R 3 196331 755 0,07% J100 2019/05/30 Accentuate 8,85% 420880090 8.95 R 3 766 876806 88% 1,00000 R 3 314851 589 0,07% J100 2019/06/30 Accentuate 9,98% 420880090 8.55 R 3 598 524770 88% 1,00000 R 3 166701 797 0,06% J100 2019/07/31 Accentuate 9,31% 420880090 7.7 R 3 240 902957 88% 1,00000 R 2 851994 602 0,06% J100 2019/08/29 Accentuate 3,18% 420880090 8.01 R 3 371 249521 88% 1,00000 R 2 966699 578 0,06% J100 2019/09/30 Accentuate 5,14% 420880090 8.27 R 3 480 678344 88% 1,00000 R 3 062996 943 0,06% J100 2019/10/31 Accentuate 10,15% 420880090 8.25 R 3 472 260743 88% 1,00000 R 3 055589 453 0,06% J100 2019/11/28 Accentuate 8,89% 420880090 12 R 3 787 920810 88% 1,00000 R 3 333370 313 0,07% J100 2019/12/31 Accentuate 10,99% 420880090 12.7 R 3 661 656783 88% 1,00000 R 3 222257 969 0,07% 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 JSE100 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(5 Marks) 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(10 Marks) Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of

Accentuate is 0.8

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