------------------------------------------------- Portfolio Composition The Money Team designed this portfolio September 27th, 2013 with the plan to invest mainly in large cap and high growth U.S equities. All equities were purchased on that date with the intention to hold them until December 6th, 2013. The primary goal of this portfolio was to maximize growth and value of the portfolio through an active investment strategy. This portfolio was concentrated in large cap U.S equities and domestic
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| |Portfolio Management Simulation Project |Performance Evaluation |
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Portfolio Performance | Given Return 6% Monthly | | Max Θ No SS | Max Θ with SS | Min Risk SS | Min Risk No SS | Max Θ No SS | Max Θ with SS | Min Risk SS | Min Risk No SS | Portfolio Return (μ) | 0.8500 | 1.0125 | 0.4102 | 0.4371 | 0.7200 | 0.7200 | 0.7200 | 0.7200 | Rf | 0.0573 | 0.0573 | 0.0573 | 0.0573 | 0.0573 | 0.0573 | 0.0573 | 0.0573 | σ portfolio | 0.3294 | 0.1709 | 0.1038 | 0.1060 | 0.1253 | 0.1251 | 0.1251 | 0.1253 | Market Return | 0.1157 | 0.1157 | 0.1157 | 0.1157 | 0.1157
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so he will be able to contribute $110,000 to add to the current portfolio. He wants to be able to retire in 20 years, by age 65, and would like to have at least a million dollars for retirement as well as a surplus of greater than or at least $40,000 in order to pay for his new step-son’s college fund. He would like to be able to only use about half of the retirement to live off of, and keep the rest either invested in his portfolio, or set up college funds, IRA’s, etc. to help his family with his
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DEUR=dP0dr=-1(1+r)*t=1Tt*C(1+r)t Duration of the Portfolio DPortfolioMAC= DBond1MAC*P0Bond1P0Portfolio+DBond2MAC*P0Bond2P0Portfolio * The higher Duration the more sensitive is the Bond to changes of interest rate Markowitz Portfolio theory: Expected Return: μ=1ni=1nri Variance: σ2=1(n-1)i=1n(ri-μ)2 Standard Error: Err=σn Covariance: σAB=1(n-1)i=1n(riA-μA)(riB-μB) Correlation coefficient: ρAB=σABσAσB Markowitz Portfolio Theory: σ2=a2σA2+b2σB2+2abσAB μ=arA+(1-a)rB Portfolio of identical Stocks: σPortfolio=1nσOne
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Introduction The main activity of Mead Johnson Nutrition Company is producing infants and children nutrition products and dietary supplements. It is most famous for the series of poducts such as Enfamil and Nutramigen. Mead Johson provides dietary products that suits the young human body and improves its health and growth. The company has special product lines for children suffering from nutrition problems and infants with deceases that require special diet. The company, in conjunction with
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------------------------------------------------- MAF707 Portfolio investments and Financial Planning ------------------------------------------------- Group Assignment Group 77: Weizhe Shi_900443906 Ran Li_210037023 Yichao FU_900387184 Contents Question 1 3 Analysis of securities and the market index 3 Summary 3 Question 2 7 Question 3 8 Question 4. 9 Standard Consumption of CAPM 9 Expectation errors relied
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3.0.1 International Business - University Assessment 100 Marks Course Content 1. Overview of the International Business Process 2. PEST factors affecting International Business 3. Government influence on trade 4. International Trade Theories 5. FDI 6. Country Evaluation and Selection 7. Collaborative Strategies 8. International Marketing 9. International Trade Agreements 10. International Trade Organizations 11. International HR Strategies . 12. International
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ae o . s h r d n. . Surname: ______________________ Given names: ___________________ Student ID number: ______________ Signature: ______________________ Q1 Q2 Q3 Q4 THE UNIVERSITY OF NEW SOUTH WALES SCHOOL OF BANKING AND FINANCE FINS2624 PORTFOLIO MANAGEMENT FINAL EXAMINATION – SESSION 2, 2010 1. Time allowed – 3 hours 2. Reading time – 10 minutes 3. This examination paper has 22 printed pages 4. There are two parts. Part A has 70 multiple-choice questions, 1 mark each. Part B has 4 short-answer
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Efficient portfolio & Stock market efficiency Prepared by: Ahmed Mohamed Ahmed Zaki Nofal Submitted to: Dr.Tarek el Domiaty Modern portfolio theory Modern portfolio theory (MPT) is a theory of finance which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets. Although MPT is widely used in practice in the financial
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