a. Download monthly adjusted cork figures (cork figure adjusted for dividends and splits) from December 2012 to December 2018 from DatAnalysis Premium (available at Deakin library) for the subjoined 10 Australian supplys: Fortescue Metals Group Ltd (FMG), National Australia Bank Limited (NAB), Rio Tinto Limited (RIO), Qantas Airways Limited (QAN), Transurban Group (TCL), Bluescope Steel Limited (BSL), Coca-Cola Amatil Limited (CCL), CSL Limited (CSL), Newcrest Mining Limited (NCM), and Woolworths Ltd (WOW). Perceive two obscure portfolios using the techniques of Proposition 1 of Chapter 9. Assume that the unvarnished resources, variances, and covariances are as-well those expected to obtain in the advenient. Assume your own steady. Use a basis board to graph (σ, μ) frontier of the relievant combinations of these two portfolios. You achieve get 0 for this dissect of the doubt if a basis board is not used. b. Perceive the ordinary (cork figure on 29 March 2019) equity communicate values for each supply in Q1_a using DatAnalysis Premium. Assume this communicate portfolio (an fabricated communicate delay singly these 10 supplys) is the benchmark portfolio. Calculate the produce and lavish of this benchmark portfolio, and those of an fertile portfolio (established on the calculations in Q1_a by stiff the lavish-free blame is 2.4% per year). Discuss the dissonance among these two portfolios. Assume the separated benchmark is fertile delay regard to its own components, and draw the produce that constitute the benchmark the investor’s optimal rare (the lavish-free blame is 2.4% per year). Perceive a set of produce so that the judgment encircling the expected benchmark repay is 12% per year (using Solver, you achieve get 0 if Solver is not used).
Question 2 (24 marks) Use DatAnalysis to perceive all hues assertions (the assertions singly for their Half Yearly Report) for one of the companies in the subjoined inventory among January 2015 and December 2018. You insufficiency to arrange an accident con-over for singly one of the companies in the inventory under. Your operation is randomly assigned established on the ultimate digit of your scholar compute at Deakin University. For copy, if your scholar compute is 211234756, In this fact your operation is the compute 6 of the inventoryed troop (BSL). 1. Fortescue Metals Group Ltd (FMG) 2. News Corporation (NWS) 3. Rio Tinto Limited (RIO) 4. Qantas Airways Limited (QAN) 5. Transurban Group (TCL) 6. Bluescope Steel Limited (BSL) 7. Coca-Cola Amatil Limited (CCL) 8. CSL Limited (CSL) 9. Newcrest Mining Limited (NCM) 10. Woolworths Ltd (WOW).
a. From the assertions, you insufficiency to substantiate the subjoined advice and incorporate them in your yield spreadsheet: assertion dates for each disclosure; Reported hues per portion-out (EPS) in this year and in the former year; and transmute in the EPS from former year.