\table [Index Code,Statistic Date,Instrument Dividend Yield], [J100, 2019/01/31, Accentuate,8,08% T Index Code Statistic Date Instrument Dividend Yield J100 2019/01/31 Accentuate 8,08% J100 2019/02/28 Accentuate 7,22% J100 2019/03/31 Accentuate 6,22% J100 2019/04/30 Accentuate 9,95% J100 2019/05/30 Accentuate 8,85% J100 2019/06/30 Accentuate 9,98% J100 2019/07/31 Accentuate 9,31% J100 2019/08/29 Accentuate 3,18% J100 2019/09/30 Accentuate 5,14% 100 2019/10/31 Accentuate 10,15% J100 2019/11/28 Accentuate 8,89% J100 2019/12/31 Accentuate 10,99% 4.1 Using dividend yield as returns. Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8 (8 marks) 4.2 Consider an investor with a portfolio consisting only of Accentuate shares Given that the J100 market index was 5%. Calculate the Jensen alpha given that Accentuate beta is 0.8 (8 marks) 4.3 Calculate the expected return of a portfolio consisting of 40% treasury bills and 60% Accentuate shares. Given that the Treasury bill rate is 3.06%. (4 marks)
\table [Index Code,Statistic Date,Instrument Dividend Yield], [J100, 2019/01/31, Accentuate,8,08% T Index Code Statistic Date Instrument Dividend Yield J100 2019/01/31 Accentuate 8,08% J100 2019/02/28 Accentuate 7,22% J100 2019/03/31 Accentuate 6,22% J100 2019/04/30 Accentuate 9,95% J100 2019/05/30 Accentuate 8,85% J100 2019/06/30 Accentuate 9,98% J100 2019/07/31 Accentuate 9,31% J100 2019/08/29 Accentuate 3,18% J100 2019/09/30 Accentuate 5,14% 100 2019/10/31 Accentuate 10,15% J100 2019/11/28 Accentuate 8,89% J100 2019/12/31 Accentuate 10,99% 4.1 Using dividend yield as returns. Consider an investor with a portfolio consisting only of Accentuate shares. Calculate the Treynor ratio given that the beta of Accentuate is 0.8 (8 marks) 4.2 Consider an investor with a portfolio consisting only of Accentuate shares Given that the J100 market index was 5%. Calculate the Jensen alpha given that Accentuate beta is 0.8 (8 marks) 4.3 Calculate the expected return of a portfolio consisting of 40% treasury bills and 60% Accentuate shares. Given that the Treasury bill rate is 3.06%. (4 marks)
Chemistry
10th Edition
ISBN:9781305957404
Author:Steven S. Zumdahl, Susan A. Zumdahl, Donald J. DeCoste
Publisher:Steven S. Zumdahl, Susan A. Zumdahl, Donald J. DeCoste
Chapter1: Chemical Foundations
Section: Chapter Questions
Problem 1RQ: Define and explain the differences between the following terms. a. law and theory b. theory and...
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