Need Answer Sheet of this Question paper, contact
www.mbacasestudyanswers.com
ARAVIND – 09901366442 – 09902787224
Investment Analysis Management
Downloaded Data of Bank of Baroda and HDFC Bank
from www.nseindia.com of last 11 years
has been summarized as follows. You are required to analyze the data using
appropriate statistical tools, interpret the results and provide necessary
advice to the investors as research analyst.
CASE STUDY 2 (20 Marks)
Given below are the returns on the three stocks
Supertex, Colourtex and Wivetex for a four year period. Compute the average
returns, variance and standard deviation if a portfolio is constructed such
that the stock has lowest standard deviation accounts for 50% of the funds, a
stock having the next lowest standard deviation accounting for 30% and the
third stock accounting for 20% of the funds.
In September 2006, Mafatlal Ltd. Paid 10% dividend
and in October, 2006 Nataraj Ltd. Paid 30% dividend. On 31-3-2007, market price
of shares of Mafatlal Ltd. And Nataraj Ltd. Were Rs.220 and Rs.290
respectively.
Pruthvi Hardware ltd. have been informed by their investment advisor
that :-
1)
Dividend s from
Mafatlal L Ltd. And Nataraj Ltd. For the year ending 31-03-2008 are likely to
be 20% and 35% respectively.
You are required to
1) Calculate the average return from the portfolio for the year ended
31-03-2007.
2)
Advice P Ltd. Of
the comparative risk of two investments by calculating the standard deviation
in each case.
CASE STUDY 4 (20 Marks)
A) The
following table provides details about three mutual fund portfolios. Find out
the Sharpe, Treynor and Jensen Index and rank them. What are your
suggestions to the investors?
- The beta of Equity fund is higher than the
Beta of Mid Cap fund but the returns are higher in Mid Cap Fund than
Equity Fund. Do you agree with this statement? If yes, explain with
reasonable examples.
- The beta of
Infra – Fund is the highest among all three fund but the returns is the
lowest among all three fund. Explain with reasonable examples.
B) Share of HDFC and BANK of Baroda display the
following returns over the past two years:-
1) What is the expected return on a portfolio made up of 40% of Pepsi and
60% of Coca-Cola?
2) What is the standard deviation of each share?
3) What is the covariance of Share of Pepsi and Coca-Cola?
4) What is the correlation coefficient?
5) Interpret the results in each case and advice the investors for
investment decision?
WE PROVIDE CASE STUDY ANSWERS, ASSIGNMENT
SOLUTIONS, PROJECT REPORTS AND THESIS
ARAVIND - 09901366442 – 09902787224
No comments:
Post a Comment