this is for the question calcualte average monthly return.

this the additional information for the other question when it requires to work out average monthly return and standard deviation. i think its question one. the table is to big to uplaod so i had to upload as in two parts

its uploaded as a seperate question but i have also attached a image below

hi. i cant seem to share the excel snippit but if you look someone else has asked the same question but answered incorrectly. you cam cooy the table from there and use that. you just have to serach for the first line of my question and it should come up.

i have tried uplaoding the image numerous times but it keeps coming out not clear. if you search '''You are given price information on 10 stocks, the FTSE All Share Index, and risk-free rate (UK T- bill rate) from 07/2015 to 05/2020. Data can be accessed in the Excel spread sheet Data _coursework_2021.csv. You are required to answer the following questions independently'''

the same question will apprear and the table is the same.

i can keep reuploading the pictures but they will come out not clear. if you search You are given price information on 10 stocks, the FTSE All Share Index, and risk-free rate (UK T- bill rate) from 07/2015 to 05/2020. Data can be accessed in the Excel spread sheet Data _coursework_2021.csv. You are required to answer the following questions independently.

another person has asked the same questions with all the information clearly but answered incorrectly. if you use the table as it is the same

Photos -1111.JPG Se all photos + Add to 4 1 W32 D SOVET POZE 16 6 01 210 16045 STE 1007 G 1 Date Unilever Peasyet pl Vodafone Pp.I.C (Rio Tinto Rolls-Royclamit The Royal United Utilegal & GeFTSEAL UK 3MONTIS TREASURY 2 01/02/2015 2907 3644 24.05 395.45 240 7 12 2.2 2 2007 3552.79 03/01/2015 2625 1611 226.7 350.5 2380 2015 330.8 252.7 1434.66 0.46 01/02/2015 2586 1777 334 2210 115 925 3335.42 5 01/10/2015 2893 1750 214.35 386.4 2358.5 6825 1405 2176 2016 343LS 0.470 6 01/11/2015 2834 1653 224.25 385.25 2208.5 6065 3024 2715 3492 0.41 7 01/12/2015 29265 1840 221 154 1975 55 102 55 27.3 1404.25 0.459 01/01/2016 105 1548 37.1 1714 555 1419 2527 95635 2015 3335.9 . 01/02/2018 3082 1500 2137 151.45 1904 679 1199.5 223.9 925.5 223 3345.84 0.463 01/01/2016 1152.5 1519 221.2 350 15 19555 682 1412 2227 323 2352 3395.19 0.460 01/04/2016 30545 1473 219.2 173.75 2300.5 669.5 1459 9395 22:31 T2 34217 0.45a 01/05/2016 1146 1533 230.65 35735 1942.5 619 145 2465 970 239.4 3429.77 0.47 13 01/04/2016 3579 1056 227.65 38.15 224 7115 1716 1035 1907 3515 45 14 01/07/2016 0442 35335 1041 229 55 426.85 24615 791 168 1924 1017 2057 363.63 0.293 15 01/05/2016 3529 3105 229.85 427.5 2101 720 1539 2013 2003 16 01/09/2016 0.23 36545 221.73 450 25743 720 1640 2007 17 0.217 375.4 01/10/2016 3418 937 2213 4837 2015 726.5 16LBS 940 209.4 18 0.233 01/11/2016 3768.14 730 153.9 259.45 2990 626,5 2343 01/12/2016 883 22925 235.8 36924 01203 3005 199.5 503.6 31505 660 1562 2346 3871.22 20 247.6 0.218 01/01/2017 12275 950 1.35 472.85 3431 6073 1528 21 01/03/2017 2213 917 2149 385826 2015 951 2019 451.58 0.226 27 1643 9705 22 01/01/2017 248.3 3953.42 0.211 1939.5 1026 2003 457.55 32093 754 3059.5 212.3 01/04/2017 9913 3972 247.3 1930 0212 1168 10.05 442.5 3002 812 1550 265.4 24 01/05/2017 9735 246.1 43015 2315 3962.49 1434 0.165 164.7 3102.5 8675 25 200 17015 01/06/2017 1029 4155 4116.00 0.152 2515 1355 217.75 4428 3242 26355 26 01/07/2017 4321.5 2472 367.5 2583 4902.16 1216 0.200 222 445 3520 27 350 13145 2486 01/01/2017 264 8975 4046.2 0.25) 1196 2214 14.15 163 28 914 01/09/2017 1533.5 251.9 4119 910 1217 2602 2000 40720 0.207 4773 347) 887 01/10/2017 2603 1488.5 8545 2393 2156 um 0.24 4049.00 35483 30 13575 01/11/2017 973 267 411703 0.169 1406 224,3 41.1 01/12/2017 857 1225 820.5 41255 224 2672 4033 34 0.399 144 215 5227 152 12 1322.5 27 125.5 2723 4221.2 1783 EDOT 3198 TOS 237.5 158 4519 4205.5 4164 5102 2005 TER 15015 Photos - 22222.JPG See all photos + Add to >> 4 QP N D 235 2246 208.75 1.22 211.6 522.7 501.1 47.15 G 147 872 8998 3716 744 034 33 0,31 00 31 32 33 34 35 36 37 38 39 40 21 42 8 41255 4000 3733.5 29555 175 41465 4152 4355 4392 4216 41465 4235 41085 19545 4008 195 4657.5 4337 48945 4955.5 5195 530 5763 578.3 5733 5473 3893 567.3 520 1464 1660 1679 16045 150 1703 1671 1615 1525 1314 1200 11125 1105 1264 12275 11173 11635 572 9532 7154 743.2 2738 7632 7283 2016 704 7206 6.45 . 0.56 0.099 0.74 2733 022102 270.6 4137.86 202.6 10161 257 38917 270 4127.50 2003 256 4200.25 262.74253.31 257 450614 3622 4127.91 SIS 390423 0.75 70 VON 01/12/2017 01/01/2018 01/02/2018 01/03/2010 01/04/2018 01/05/2015 01/06/2018 01/07/2013 01/02/2018 01/01/2018 01/10/2018 01/11/2018 01/12/2015 01/01/2015 01/02/2015 01/03/2015 01/04/2019 01/05/2015 01/06/2015 01/07/2015 01/08/2017 01/09/2015 01/10/2015 01/11/2019 01/12/2019 01/01/2000 01/02/2000 01/01/2020 01/04/2020 01/05/2020 186 1545 1545 147.02 16891 152.9 1385 1.28 1393 10 129.4 520.1 762 1300 3402 45 45 H 13223 13204 13072 1190 14614 1524 1523.8 1581.6 15604 1536 15112 10215 14912 14772 14914 15963 1573.4 1527 1575.6 1702.6 17116 116 176 1754 17h 17 1962 15146 1601 167 1992 3922 1920 2011 3945 4240 1201 41505 3699 3550 035 3559 3730 4187.5 4336 4461 165 1536,5 3005 4098 4149.5 4209 4014 4201.5 4503 000 08 37185 3645 4313 278 207,7 267.7 2588 2702 27.1 2561 255.4 2413 250 2364 210 2107 240.9 265.7 247 226 213.7 219.8 217 105.45 20%. 2127 2262 2403 2103 12865 1129 116.55 6 9882 931 3050 9874 139 5496 8.30 4 955 903.2 914.6 360 140.4 162 7712 74 709 211.6 6812 620 6:20 06 330 2716 797.4 7821 48 49 50 51 52 53 154 One 0.633 0.768 0.733 0.711 0.14 0.76 0.752 0.77 0.76 9634 OR 231 365 2534 3825.62 2006 3858,81 2753 1720 228.2 2007 2560 335. 2635 4056 261.0 4134.00 213.6 3953.02 3414 406L. 26.3.7 11.45 2009 0647 303 419647 3055 4742 260 167261 193.85 11074 2010 1202.51 1985 301.07 1150 5585 559 5401 548.6 3457 5002 515.8 4893 4802 3716 456,7 9.15 142 31.1 30575 4622.5 457 4505 4533.5 4120 107.5 4102 150.00 155.24 160 1574 153.36 16.2 149.5 IM 113 112.14 100 12:30 13 14245 1393 1100.5 571 6012 680 55 56 57 50 59 60 314 3258 3702 3534 1.4 105 42 0.77 0.731 0.64 0.27 . 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(Rio Tinto Rolls-Royc GlaxoSmit The Royal United Uti Legal & Ge FTSE AI UK 3 MONTHS TREASURY 2 01/07/2015 2907 1644 241.85 395.45 2486.5 794 1396 3422 892 260.7 36527 3 01/06/2015 2623 1683 226.7 360.5 2388 743.5 13405 336.8 855 2527 4 2686 3434.66 0.46 01/09/2015 1777 208.45 334 2210 677 1266 315 925 238.1 5 01/10/2015 3335.52 0.489 2893 1750 214.25 386.4 2358.5 687.5 317.6 988.5 261.6 6 3484.6 0:42 01/11/2015 2834 1653 224.25 385.25 22085 606.5 1355.5 302.4 966.5 2715 12.13 0.43 7 01/12/2015 29265 1740 221 354 1979.5 575 1373 9355 267.8 3464.26 @ 0.450 01/01/2016 3005 1548 223.9 376,1 1714 555 1439 252.7 9565 243.5 01/02/2016 33359 9 3092 1506 219.7 35145 1904 679 1399.5 223.9 9255 227 3345.84 10 01/03/2016 31525 1519 2212 350.15 1955.5 682 1412 222.7 923 235.2 3395.15 0.468 11 01/04/2016 30545 1473 219.2 373.75 2300.5 669.5 1459 230 939.5 223.1 3421.7 0453 12 01/05/2016 3146 1533 230.85 357.25 1942.5 619 1445 246.5 970 239.4429.77 0.470 13 01/06/2016 3579 1086 227.65 438.15 2294 711.5 16045 171.6 1035 190.7 3515.45 0.442 14 01/07/2016 35335 1041 229.55 426.85 2461.5 791 1688 192.4 1017 205.7 3553.33 0.293 15 01/08/2016 3529 1105 229.85 427.9 2301 770 1639 2015 971.5 210.3 3697.19 0.23 16 01/09/2016 3654.5 1007 221.75 450 25745 720 160) 178.8 1003 218.7 3755.34 0.217 17 01/10/2016 3418 937 224.8 483.7 2839.5 726.5 1618.5 189.1 9.40 209.4 3758.14 0.233 18 01/11/2016 3196 990 1919 459.45 2990 6765 1495-5 194.3 883 235.8 36524 0.203 19 01/12/2016 3292.5 1005 199.85 509.6 3158.5 668 1562 224.6 901 247.6 3873.22 0.213 20 01/01/2017 3227,5 950 194,35 472.85 3491 667.5 1528 2218 927 2349 3858.26 0.226 21 01/02/2017 3819 951 2019 453.55 3297 787 1648 2378 978.5 248 3953.42 0.213 22 01/03/2017 3939.5 1026 208.1 457.55 3209 754 1639.5 2421 993.5 247.3 3990 0.217 23 01/04/2017 3972 1168 199.05 442.5 3062 812 1550 265.4 9735 246.1 396249 0.165 24 01/05/2017 4331.5 1414 231.5 466.7 3102.5 867,5 1703.5 260 1029 251.8 4116.08 0.182 25 01/06/2017 4155 1359 217.75 442.8 3242 891 163545 2472 367.5 258.3 4002.18 0.207 26 01/07/2017 4321.5 1236 222 445.8 3520 888 15145 248.6 8975 268.4 40462 0.151 27 01/08/2017 4519 1196 221.4 445.15 37465 914 1533.5 2519 910 2602 4072.98 0.207 28 01/09/2017 4319 1217 208.8 477.3 3473 1488.5 268.3 8515 259.9 4049.89 0.242 29 01/10/2017 4269.5 1339 215.6 5102 35485 973 1357.5 282.5 833 267 4117.69 0.369 30 01/11/2017 4164 1406 224,3 489.1 35013 1279.5 274 820.5 267.2 4033,84 0.399 31 01/12/2017 4125.5 1464 235 $22.7 3942 1322.5 278 8295 2733 4221.32 0.34 857 347 + Add to o 0 >> c X Edit & Creat M N D 235 224.6 203.75 194.22 211.6 191.82 183.82 829.5 738 666.2 715.4 743.2 G 847 872 839.6 871.6 840 824.6 988.2 991 1010 987.4 839 849.6 186 830 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 01/12/2017 01/01/2018 01/02/2018 01/03/2018 01/04/2018 01/05/2018 01/06/2018 01/07/2018 01/03/2018 01/09/2018 01/10/2018 01/11/2018 01/12/2018 01/01/2019 01/02/2019 01/03/2019 01/04/2019 01/05/2019 01/06/2019 01/07/2019 01/08/2019 01/09/2019 01/10/2019 01/11/2019 01/12/2019 01/01/2020 01/02/2020 01/03/2020 01/04/2020 01/05/2020 B 4125.5 4000 3733.5 3955.5 4077.5 4146.5 4192 4355 4392 4216 4146.5 4243.5 4108.5 3984.5 4008 4395 4657.5 4837 4894.5 4955.5 5196 4890 4622.5 4578 4350.5 4533.5 4170 4075.5 4102 4332 1464 1660 1679 1604.5 1590 1709 1673 1619 1525 1314 1200 1112.5 1105 1264 1227.5 1117.5 1163.5 871.2 953.2 964 963.4 1150 1238 1338 1424.5 1393 1100.5 571 603.2 680 E 522.7 501.1 475.15 479.25 538 576.3 578.3 573.3 547.3 589.3 567.3 520 495.95 520.1 534.4 558.5 559 540.1 548.6 545.7 500.2 515.8 489.3 480.2 471.6 456.7 396.15 344.2 313.1 305.75 F 3942 3922 3926 3611 3946 4240 4201 4196.5 3659 3880 3803.5 3559 3730 4187.5 4336 4461 4465 45365 4880.5 4698 4149.5 4209 4014 4201.5 4503 4084 3608 3718.5 36845 4313 164.5 164.5 147.82 168.94 152.9 138.58 134.28 139.8 142 129.42 129.32 150.08 155.24 162 1574 153.36 146.76 149.3 134.36 113 112.14 133.02 8844 955 903.2 914.6 H 1322.5 1320.4 13072 1394 1461.4 1524 1529.8 1581.6 1560.4 1536.8 1511.2 1621.5 14912 1477.2 1497.4 1596.8 1573.4 1527 1576.6 1702.6 17116 1744.6 1768.6 1754 1779 1784 1562.2 1514.6 1661 1671.8 1 278 287.7 267.7 258.8 270.2 275.1 256.1 255.4 241.3 250 236.4 218.2 216.7 240.9 265.7 247 239.6 213.7 219.8 217 185.45 207.6 212.7 226,2 240.3 218.3 178.65 112.9 110.55 110.35 775.8 763.2 719.2 741.6 704 726.6 760.4 736.2 830.8 840.2 814.4 828.8 797.4 782.8 788.6 K 273.3 270.6 262.6 257.8 270 269.8 266 262.7 257 262.2 2515 244.9 231 259.4 280.6 275.3 278.2 256.6 269.5 2618 219.6 248.4 263.7 280.9 303 3055 250 193.85 204.6 1985 4221.02 4137.66 3981.61 3894.17 4127.68 422222 4202.25 4253.31 4106.14 4127.31 3904.23 3823.34 3675.06 3825.62 3888.81 3978.28 4067.98 3923.87 4056.88 4134.03 3953.02 4061.74 3993.46 4066.73 4196.47 405747 3673.61 3107.42 3262.51 3363.67 0.34 0.312 0.361 0.448 0.496 0.447 0.58 0.699 0.744 0.731 0.715 0.701 0.727 0.698 0.628 0.769 0.752 0.731 0.74 0.76 0.752 0.775 0.78 0.759 0.771 0.731 0.644 0.274 0.083 0.08 850 840.4 862 771.2 792.4 814 709 211.6 683.2 670 620 340.6 330 2716 825.8 870.2 853.4 943.4 1013.5 9442 902.8 902.2 917.6 16:50 (a) Calculate each stock's average monthly return, its return variance and standard deviation and beta over the period 07/2015 to 05/2020, using the price information of the FTSE All Share Index as a proxy for market portfolio. Summarize your results in a table, and briefly describe how these are calculated (Please do not use Excel functions as your explanation). (9 marks) (b) Construct three types of portfolios. Portfolio A consists of any 3 of the stocks, Portfolio B consists of any 6 of the stocks, and Portfolio C consists of all 10 stocks. Assuming that each stock has equal weight in the portfolio, calculate Portfolio A, B, and C's average monthly returns, return variances and standard deviations, and betas. Summarize your results in a table, and briefly describe how these are calculated (Please do not use Excel functions as your explanation). (8 marks) (c) If you rank portfolio A, B and C according to their betas and return variances respectively, will the three portfolios have same ranking? Can you provide economic reasons as to why the two rankings should be (in)consistent with each other? (8 marks) Question 2. (15 marks in total) (a) If you are asked to construct your own portfolio by using information about the individual stocks in the excel spreadsheet, are there any stocks which you should not include in your portfolio? Can you provide your justifications? (You may draw performance graphs of one stock against the market portfolio). (9 marks) (b) Construct your own portfolio which consists of a different number of stocks from Portfolio A, B, and C and is "the best" for its return/risk characteristics. And can you justify why you choose such a portfolio? (6 marks) hi is there an email i send the additional information to as the timetable is to big to send thanks > x SEEN E STO 90 SOR 25 tan ELE SE SELE TEC SESEZ 32 THE 25 SETTI IN SER TEBE SZ SCREE TUZ ERVO SVO th 555 SHOE EGDE SES 5956 SER GETZ 561 089 CSET GEST EN LESE SLOSE SELE SESE GT SEE ATEVE VEET TOLE 5595 SODEZ St CZ STRE 10EZ OEZ ST 1 KS 990 ESYO O CHO TO SEOT 06 TO St TE OLL Sor 5862 05 CERT SIO2 FREE I HERE WE 961 OG F 899 106 9605 SETT SSES 2955 SE FRED HIZO HO IEE LE TE S66 CEN OGGE 9000 BOLL 6 TOE 1190 Sort STEZ SC LIZ TORE SZE CGC 2006 SETE PRE ors SEGE 225 STEET SSIP STEP LIS STER 28 TIST 168 1999 OSSE STOLE 59 st STEST 58901 Et mt 515C STS 16 C88 E26 CS SEN SB 066 5758 EES SOCE Unilever easy pl Vodafone 8 ple. Il Rio Tinto Rosor Gano The Royal United Ut legal & FTSE AB UK MON 2007 27 29 2621 361 2367 7415 INS SS 2685 208.45 677 1266 925 2893 1750 3405 988.5 34846 0.418 3653 385 25 22085 1355.5 3024 966.5 271.5 349213 1740 354 1979 300 2678144425 1545 33353 D. 1506 210 351.45 227 3345.84 31525 221.2 30545 2192 939.5 2231 210 16 2394 1129.77 223.45 43815 16045 1715 351545 35335 225.55 4:26.25 2017 353 1105 427.9 3639 9315 2103 9697 19 023 545 3007 221. 720 364 27 375514 0237 1418 97 2243 7265 168S 940 0233 1939 1943 36924 32925 1005 1998 31585 2246 2476 7322 12275 90 1945 937 2149 15826 1819 951 787 9785 245.1 795142 0251 45755 754 0.217 4425 2654 9935 24513962.49 260 1029 41160 250 4002.18 12:36 222 05.0 268.4 40062 1196 221.4 37465 2024092.98 1217 2088 477.3 3473 2683 259.94949.89 42695 5102 2825 267 4:17.69 4164 36 12795 270 4125.5 1464 11225 278 8285 4000 1660 872 13204 270,64137.66 0.312 3679 475 LS 13072 2025 2981 61 0361 1604 279 25 0648 40775 150 540 1412 270 41270 0. 2709 576.3 4240 12:46 0.40 1673 183.82 5783 40 9882 15290 2561 7632 0.58 15816 2554 2192 DAS 12 1050 14 7416 257 410614 1645 9024 26224127.91 1418 5673 15112 2:36.4 7266 11125 3515390423 1689 520 8496 16216 MO 2449 38231 1305 1529 7362 231 235.06 3264 13 14772 525 0636 4008 544 14074 140 > 230638881 0628 4395 139.8 5585 15963 2753 3978.78 46575 142 4465 8288 2782 0467.98 107 12.00 0 2523 2978 4845 5456 3404 15766 0.74 1955.5 150,08 S45.) 17026 217 2633413403 5196 9634 155. 7712 17116 ERSAS 2196 10 0752 162 146 2076 258 244 061 0.775 46 700 1786 1302 261746 0.76 42015 7116 8534 280.8066.73 43505 14245 146.75 4716 4503 6832 45115 349) 62 404 3786 2181 13005 1786 06 4025.5 57: 310 0.224 4102 112.14 11055 204.6 326251 0.083 13035 1985 3363.67 Sero ERTO CORO TO COLO NO GRO SEO TEO SEE to Cees SEPSE COSE CHE 2066 926E VETEO CE 21Z CRUZ SOL COR 9 SEZ CE SEZ 972 SEROL rest TE GET SEELE S56C L2N 95ES ta 999 ste 4 TEST SE COLE SET 41465 12 TOT TERED SEORY 992 TEST '290 EELS 16 60 SEST VIET OGLE 2617 SSA COLT 911 5911 STRE SHOP STE SD 6986 ORES STORE EINE OSE CER NO PO TELO SEO SEX 2182 TOLO DES 16 LED 56 56 Trots OLLE SURF MEET 2912 SORE 556 2006 9156 VESE SZIT SESTI TH 2156 690 CS40 LED 10 GEL Litt E SP SOT E90 9 21 098 9884 28 COO 516 5611 OT VES VEST WEEST LE CHEZ 1799 VET SET SEO TUD LEZO 29 961P EDE AV SORSOL 1972 L SE EST OLI HT CET GE SIE CH LETS SE SE 800 SRLS 5789 ETE 029 9016 DES 9127 09 971 1996 F129 TE09 089 7006 2006 9216 CEET ... Photos -1111.JPG Se all photos + Add to 4 1 W32 D SOVET POZE 16 6 01 210 16045 STE 1007 G 1 Date Unilever Peasyet pl Vodafone Pp.I.C (Rio Tinto Rolls-Royclamit The Royal United Utilegal & GeFTSEAL UK 3MONTIS TREASURY 2 01/02/2015 2907 3644 24.05 395.45 240 7 12 2.2 2 2007 3552.79 03/01/2015 2625 1611 226.7 350.5 2380 2015 330.8 252.7 1434.66 0.46 01/02/2015 2586 1777 334 2210 115 925 3335.42 5 01/10/2015 2893 1750 214.35 386.4 2358.5 6825 1405 2176 2016 343LS 0.470 6 01/11/2015 2834 1653 224.25 385.25 2208.5 6065 3024 2715 3492 0.41 7 01/12/2015 29265 1840 221 154 1975 55 102 55 27.3 1404.25 0.459 01/01/2016 105 1548 37.1 1714 555 1419 2527 95635 2015 3335.9 . 01/02/2018 3082 1500 2137 151.45 1904 679 1199.5 223.9 925.5 223 3345.84 0.463 01/01/2016 1152.5 1519 221.2 350 15 19555 682 1412 2227 323 2352 3395.19 0.460 01/04/2016 30545 1473 219.2 173.75 2300.5 669.5 1459 9395 22:31 T2 34217 0.45a 01/05/2016 1146 1533 230.65 35735 1942.5 619 145 2465 970 239.4 3429.77 0.47 13 01/04/2016 3579 1056 227.65 38.15 224 7115 1716 1035 1907 3515 45 14 01/07/2016 0442 35335 1041 229 55 426.85 24615 791 168 1924 1017 2057 363.63 0.293 15 01/05/2016 3529 3105 229.85 427.5 2101 720 1539 2013 2003 16 01/09/2016 0.23 36545 221.73 450 25743 720 1640 2007 17 0.217 375.4 01/10/2016 3418 937 2213 4837 2015 726.5 16LBS 940 209.4 18 0.233 01/11/2016 3768.14 730 153.9 259.45 2990 626,5 2343 01/12/2016 883 22925 235.8 36924 01203 3005 199.5 503.6 31505 660 1562 2346 3871.22 20 247.6 0.218 01/01/2017 12275 950 1.35 472.85 3431 6073 1528 21 01/03/2017 2213 917 2149 385826 2015 951 2019 451.58 0.226 27 1643 9705 22 01/01/2017 248.3 3953.42 0.211 1939.5 1026 2003 457.55 32093 754 3059.5 212.3 01/04/2017 9913 3972 247.3 1930 0212 1168 10.05 442.5 3002 812 1550 265.4 24 01/05/2017 9735 246.1 43015 2315 3962.49 1434 0.165 164.7 3102.5 8675 25 200 17015 01/06/2017 1029 4155 4116.00 0.152 2515 1355 217.75 4428 3242 26355 26 01/07/2017 4321.5 2472 367.5 2583 4902.16 1216 0.200 222 445 3520 27 350 13145 2486 01/01/2017 264 8975 4046.2 0.25) 1196 2214 14.15 163 28 914 01/09/2017 1533.5 251.9 4119 910 1217 2602 2000 40720 0.207 4773 347) 887 01/10/2017 2603 1488.5 8545 2393 2156 um 0.24 4049.00 35483 30 13575 01/11/2017 973 267 411703 0.169 1406 224,3 41.1 01/12/2017 857 1225 820.5 41255 224 2672 4033 34 0.399 144 215 5227 152 12 1322.5 27 125.5 2723 4221.2 1783 EDOT 3198 TOS 237.5 158 4519 4205.5 4164 5102 2005 TER 15015 Photos - 22222.JPG See all photos + Add to >> 4 QP N D 235 2246 208.75 1.22 211.6 522.7 501.1 47.15 G 147 872 8998 3716 744 034 33 0,31 00 31 32 33 34 35 36 37 38 39 40 21 42 8 41255 4000 3733.5 29555 175 41465 4152 4355 4392 4216 41465 4235 41085 19545 4008 195 4657.5 4337 48945 4955.5 5195 530 5763 578.3 5733 5473 3893 567.3 520 1464 1660 1679 16045 150 1703 1671 1615 1525 1314 1200 11125 1105 1264 12275 11173 11635 572 9532 7154 743.2 2738 7632 7283 2016 704 7206 6.45 . 0.56 0.099 0.74 2733 022102 270.6 4137.86 202.6 10161 257 38917 270 4127.50 2003 256 4200.25 262.74253.31 257 450614 3622 4127.91 SIS 390423 0.75 70 VON 01/12/2017 01/01/2018 01/02/2018 01/03/2010 01/04/2018 01/05/2015 01/06/2018 01/07/2013 01/02/2018 01/01/2018 01/10/2018 01/11/2018 01/12/2015 01/01/2015 01/02/2015 01/03/2015 01/04/2019 01/05/2015 01/06/2015 01/07/2015 01/08/2017 01/09/2015 01/10/2015 01/11/2019 01/12/2019 01/01/2000 01/02/2000 01/01/2020 01/04/2020 01/05/2020 186 1545 1545 147.02 16891 152.9 1385 1.28 1393 10 129.4 520.1 762 1300 3402 45 45 H 13223 13204 13072 1190 14614 1524 1523.8 1581.6 15604 1536 15112 10215 14912 14772 14914 15963 1573.4 1527 1575.6 1702.6 17116 116 176 1754 17h 17 1962 15146 1601 167 1992 3922 1920 2011 3945 4240 1201 41505 3699 3550 035 3559 3730 4187.5 4336 4461 165 1536,5 3005 4098 4149.5 4209 4014 4201.5 4503 000 08 37185 3645 4313 278 207,7 267.7 2588 2702 27.1 2561 255.4 2413 250 2364 210 2107 240.9 265.7 247 226 213.7 219.8 217 105.45 20%. 2127 2262 2403 2103 12865 1129 116.55 6 9882 931 3050 9874 139 5496 8.30 4 955 903.2 914.6 360 140.4 162 7712 74 709 211.6 6812 620 6:20 06 330 2716 797.4 7821 48 49 50 51 52 53 154 One 0.633 0.768 0.733 0.711 0.14 0.76 0.752 0.77 0.76 9634 OR 231 365 2534 3825.62 2006 3858,81 2753 1720 228.2 2007 2560 335. 2635 4056 261.0 4134.00 213.6 3953.02 3414 406L. 26.3.7 11.45 2009 0647 303 419647 3055 4742 260 167261 193.85 11074 2010 1202.51 1985 301.07 1150 5585 559 5401 548.6 3457 5002 515.8 4893 4802 3716 456,7 9.15 142 31.1 30575 4622.5 457 4505 4533.5 4120 107.5 4102 150.00 155.24 160 1574 153.36 16.2 149.5 IM 113 112.14 100 12:30 13 14245 1393 1100.5 571 6012 680 55 56 57 50 59 60 314 3258 3702 3534 1.4 105 42 0.77 0.731 0.64 0.27 . 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711.5 16045 171.6 1035 190.7 3515.45 0.442 14 01/07/2016 35335 1041 229.55 426.85 2461.5 791 1688 192.4 1017 205.7 3553.33 0.293 15 01/08/2016 3529 1105 229.85 427.9 2301 770 1639 2015 971.5 210.3 3697.19 0.23 16 01/09/2016 3654.5 1007 221.75 450 25745 720 160) 178.8 1003 218.7 3755.34 0.217 17 01/10/2016 3418 937 224.8 483.7 2839.5 726.5 1618.5 189.1 9.40 209.4 3758.14 0.233 18 01/11/2016 3196 990 1919 459.45 2990 6765 1495-5 194.3 883 235.8 36524 0.203 19 01/12/2016 3292.5 1005 199.85 509.6 3158.5 668 1562 224.6 901 247.6 3873.22 0.213 20 01/01/2017 3227,5 950 194,35 472.85 3491 667.5 1528 2218 927 2349 3858.26 0.226 21 01/02/2017 3819 951 2019 453.55 3297 787 1648 2378 978.5 248 3953.42 0.213 22 01/03/2017 3939.5 1026 208.1 457.55 3209 754 1639.5 2421 993.5 247.3 3990 0.217 23 01/04/2017 3972 1168 199.05 442.5 3062 812 1550 265.4 9735 246.1 396249 0.165 24 01/05/2017 4331.5 1414 231.5 466.7 3102.5 867,5 1703.5 260 1029 251.8 4116.08 0.182 25 01/06/2017 4155 1359 217.75 442.8 3242 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01/06/2019 01/07/2019 01/08/2019 01/09/2019 01/10/2019 01/11/2019 01/12/2019 01/01/2020 01/02/2020 01/03/2020 01/04/2020 01/05/2020 B 4125.5 4000 3733.5 3955.5 4077.5 4146.5 4192 4355 4392 4216 4146.5 4243.5 4108.5 3984.5 4008 4395 4657.5 4837 4894.5 4955.5 5196 4890 4622.5 4578 4350.5 4533.5 4170 4075.5 4102 4332 1464 1660 1679 1604.5 1590 1709 1673 1619 1525 1314 1200 1112.5 1105 1264 1227.5 1117.5 1163.5 871.2 953.2 964 963.4 1150 1238 1338 1424.5 1393 1100.5 571 603.2 680 E 522.7 501.1 475.15 479.25 538 576.3 578.3 573.3 547.3 589.3 567.3 520 495.95 520.1 534.4 558.5 559 540.1 548.6 545.7 500.2 515.8 489.3 480.2 471.6 456.7 396.15 344.2 313.1 305.75 F 3942 3922 3926 3611 3946 4240 4201 4196.5 3659 3880 3803.5 3559 3730 4187.5 4336 4461 4465 45365 4880.5 4698 4149.5 4209 4014 4201.5 4503 4084 3608 3718.5 36845 4313 164.5 164.5 147.82 168.94 152.9 138.58 134.28 139.8 142 129.42 129.32 150.08 155.24 162 1574 153.36 146.76 149.3 134.36 113 112.14 133.02 8844 955 903.2 914.6 H 1322.5 1320.4 13072 1394 1461.4 1524 1529.8 1581.6 1560.4 1536.8 1511.2 1621.5 14912 1477.2 1497.4 1596.8 1573.4 1527 1576.6 1702.6 17116 1744.6 1768.6 1754 1779 1784 1562.2 1514.6 1661 1671.8 1 278 287.7 267.7 258.8 270.2 275.1 256.1 255.4 241.3 250 236.4 218.2 216.7 240.9 265.7 247 239.6 213.7 219.8 217 185.45 207.6 212.7 226,2 240.3 218.3 178.65 112.9 110.55 110.35 775.8 763.2 719.2 741.6 704 726.6 760.4 736.2 830.8 840.2 814.4 828.8 797.4 782.8 788.6 K 273.3 270.6 262.6 257.8 270 269.8 266 262.7 257 262.2 2515 244.9 231 259.4 280.6 275.3 278.2 256.6 269.5 2618 219.6 248.4 263.7 280.9 303 3055 250 193.85 204.6 1985 4221.02 4137.66 3981.61 3894.17 4127.68 422222 4202.25 4253.31 4106.14 4127.31 3904.23 3823.34 3675.06 3825.62 3888.81 3978.28 4067.98 3923.87 4056.88 4134.03 3953.02 4061.74 3993.46 4066.73 4196.47 405747 3673.61 3107.42 3262.51 3363.67 0.34 0.312 0.361 0.448 0.496 0.447 0.58 0.699 0.744 0.731 0.715 0.701 0.727 0.698 0.628 0.769 0.752 0.731 0.74 0.76 0.752 0.775 0.78 0.759 0.771 0.731 0.644 0.274 0.083 0.08 850 840.4 862 771.2 792.4 814 709 211.6 683.2 670 620 340.6 330 2716 825.8 870.2 853.4 943.4 1013.5 9442 902.8 902.2 917.6 16:50 (a) Calculate each stock's average monthly return, its return variance and standard deviation and beta over the period 07/2015 to 05/2020, using the price information of the FTSE All Share Index as a proxy for market portfolio. Summarize your results in a table, and briefly describe how these are calculated (Please do not use Excel functions as your explanation). (9 marks) (b) Construct three types of portfolios. Portfolio A consists of any 3 of the stocks, Portfolio B consists of any 6 of the stocks, and Portfolio C consists of all 10 stocks. Assuming that each stock has equal weight in the portfolio, calculate Portfolio A, B, and C's average monthly returns, return variances and standard deviations, and betas. Summarize your results in a table, and briefly describe how these are calculated (Please do not use Excel functions as your explanation). (8 marks) (c) If you rank portfolio A, B and C according to their betas and return variances respectively, will the three portfolios have same ranking? Can you provide economic reasons as to why the two rankings should be (in)consistent with each other? (8 marks) Question 2. (15 marks in total) (a) If you are asked to construct your own portfolio by using information about the individual stocks in the excel spreadsheet, are there any stocks which you should not include in your portfolio? Can you provide your justifications? (You may draw performance graphs of one stock against the market portfolio). (9 marks) (b) Construct your own portfolio which consists of a different number of stocks from Portfolio A, B, and C and is "the best" for its return/risk characteristics. And can you justify why you choose such a portfolio? (6 marks) hi is there an email i send the additional information to as the timetable is to big to send thanks > x SEEN E STO 90 SOR 25 tan ELE SE SELE TEC SESEZ 32 THE 25 SETTI IN SER TEBE SZ SCREE TUZ ERVO SVO th 555 SHOE EGDE SES 5956 SER GETZ 561 089 CSET GEST EN LESE SLOSE SELE SESE GT SEE ATEVE VEET TOLE 5595 SODEZ St CZ STRE 10EZ OEZ ST 1 KS 990 ESYO O CHO TO SEOT 06 TO St TE OLL Sor 5862 05 CERT SIO2 FREE I HERE WE 961 OG F 899 106 9605 SETT SSES 2955 SE FRED HIZO HO IEE LE TE S66 CEN OGGE 9000 BOLL 6 TOE 1190 Sort STEZ SC LIZ TORE SZE CGC 2006 SETE PRE ors SEGE 225 STEET SSIP STEP LIS STER 28 TIST 168 1999 OSSE STOLE 59 st STEST 58901 Et mt 515C STS 16 C88 E26 CS SEN SB 066 5758 EES SOCE Unilever easy pl Vodafone 8 ple. Il Rio Tinto Rosor Gano The Royal United Ut legal & FTSE AB UK MON 2007 27 29 2621 361 2367 7415 INS SS 2685 208.45 677 1266 925 2893 1750 3405 988.5 34846 0.418 3653 385 25 22085 1355.5 3024 966.5 271.5 349213 1740 354 1979 300 2678144425 1545 33353 D. 1506 210 351.45 227 3345.84 31525 221.2 30545 2192 939.5 2231 210 16 2394 1129.77 223.45 43815 16045 1715 351545 35335 225.55 4:26.25 2017 353 1105 427.9 3639 9315 2103 9697 19 023 545 3007 221. 720 364 27 375514 0237 1418 97 2243 7265 168S 940 0233 1939 1943 36924 32925 1005 1998 31585 2246 2476 7322 12275 90 1945 937 2149 15826 1819 951 787 9785 245.1 795142 0251 45755 754 0.217 4425 2654 9935 24513962.49 260 1029 41160 250 4002.18 12:36 222 05.0 268.4 40062 1196 221.4 37465 2024092.98 1217 2088 477.3 3473 2683 259.94949.89 42695 5102 2825 267 4:17.69 4164 36 12795 270 4125.5 1464 11225 278 8285 4000 1660 872 13204 270,64137.66 0.312 3679 475 LS 13072 2025 2981 61 0361 1604 279 25 0648 40775 150 540 1412 270 41270 0. 2709 576.3 4240 12:46 0.40 1673 183.82 5783 40 9882 15290 2561 7632 0.58 15816 2554 2192 DAS 12 1050 14 7416 257 410614 1645 9024 26224127.91 1418 5673 15112 2:36.4 7266 11125 3515390423 1689 520 8496 16216 MO 2449 38231 1305 1529 7362 231 235.06 3264 13 14772 525 0636 4008 544 14074 140 > 230638881 0628 4395 139.8 5585 15963 2753 3978.78 46575 142 4465 8288 2782 0467.98 107 12.00 0 2523 2978 4845 5456 3404 15766 0.74 1955.5 150,08 S45.) 17026 217 2633413403 5196 9634 155. 7712 17116 ERSAS 2196 10 0752 162 146 2076 258 244 061 0.775 46 700 1786 1302 261746 0.76 42015 7116 8534 280.8066.73 43505 14245 146.75 4716 4503 6832 45115 349) 62 404 3786 2181 13005 1786 06 4025.5 57: 310 0.224 4102 112.14 11055 204.6 326251 0.083 13035 1985 3363.67 Sero ERTO CORO TO COLO NO GRO SEO TEO SEE to Cees SEPSE COSE CHE 2066 926E VETEO CE 21Z CRUZ SOL COR 9 SEZ CE SEZ 972 SEROL rest TE GET SEELE S56C L2N 95ES ta 999 ste 4 TEST SE COLE SET 41465 12 TOT TERED SEORY 992 TEST '290 EELS 16 60 SEST VIET OGLE 2617 SSA COLT 911 5911 STRE SHOP STE SD 6986 ORES STORE EINE OSE CER NO PO TELO SEO SEX 2182 TOLO DES 16 LED 56 56 Trots OLLE SURF MEET 2912 SORE 556 2006 9156 VESE SZIT SESTI TH 2156 690 CS40 LED 10 GEL Litt E SP SOT E90 9 21 098 9884 28 COO 516 5611 OT VES VEST WEEST LE CHEZ 1799 VET SET SEO TUD LEZO 29 961P EDE AV SORSOL 1972 L SE EST OLI HT CET GE SIE CH LETS SE SE 800 SRLS 5789 ETE 029 9016 DES 9127 09 971 1996 F129 TE09 089 7006 2006 9216 CEET