MAF759 - QUANTITATIVE METHODS FOR FINANCE
Trimester 3, 2013

MAJOR ASSIGNMENT

Due date: Friday 24th January 2014  

This assignment is to be attempted by groups of three to four students. Students should form their own groups. Only electronic copy submission is required. An electronic copy of the assignment (containing all working in Excel) has to be uploaded to CloudDeakin by 24th January 2014. If you experience any problem in uploading the document, please contact the CloudDeakin help line on 9247 2400 (on campus), 1800 721 720 (off campus) or go to the website at: http://www.deakin.edu.au/its/servicedesk/ The electronic copy should be prefaced by one Faculty standardized assignment cover sheet that contains the names and students’ ID numbers. Late submissions will incur penalty at rate of 10 percent per day.

 

Page 1

Instructions on forming a group and group registration
Assignment Groups have been created. This can be found by clicking Groups icon under the Site Tool module at CloudDeakin unit website. Each group has its associated discussion forum, which can be accessed by the enrolled group member only. After all members agree to form a group, each individual member needs to register to the selected group. Each group should only consist of 3 to 4 members. The group automatically closes once 4 members have enrolled. After forming your group, you should pay attention to your group number, e.g., ‘Group 10’. You need to find allocated company for your group in the Excel file ‘Company List for Assignment’ under the Assignment folder.

Page 2

Questions: You are invited to work as a quantitative analyst at an investment firm, and you have been directed to prepare a report for an S&P/ASX 200 company’s performance.

Part A [ 9 marks] (A.1) Download the daily adjust close S&P/ASX 200 index and daily adjust close price of your assigned