AFIN818 Case Assessment Task portfolio 代写

AFIN818 Case Assessment Task  portfolio 代写

AFIN818 Session 2 2017  1 | P a g e Case Assessment Task 1. Introduction The case assessment task is the case titled Investments: delineating an efficient portfolio – W14232.we This is an individual activity and you must work on your own. See section 6 below on originality. 2. Task A. In worksheet Ex 1of the Excel file provided, model a two-asset portfolio and examine the risk and return characteristic of a two asset portfolio – using the data provided. In this worksheet paste three graphs: a. When correlation coefficient of returns between the assets is -1.0, b. When the correlation is 0.5 and c. when the correlation is1.0. B. On worksheet Ex 2 construct an efficient multi asset portfolio of risky assets using the selected mutual funds in Exhibit 1 p.6 of the case. C. Analyse the effect of adding a risk-free asset to a portfolio containing risky assets. Assume the risk free rate is 8%. D. Recommend an optimal portfolio that provides the highest return for the specified risk level with the constraint that: i.  The sum of the portfolio weights should equal 100%. ii.  The weight of any risky asset in the portfolio should not exceed 18% to ensure that the portfolio is diversified. iii.  No short selling or borrowing. E. Answer the quiz taking the required figures from your spreadsheet. F. Write a report to the investor (assume this is the ‘Uncle’ as described in the case): discuss investor risk preferences and the implied risk profile of the uncle; explain the fundamental concepts behind the optimal portfolio of risky assets; explain how the addition of a risk-free asset in a portfolio was useful for generating a higher risk adjusted return; and finally make your recommendation. 3. Assessment The available marks (weighting 20%) for this task will be split equally between the: Case quiz (10%) Report (10%) Please see the marking rubrics for further detail. AFIN818 Session 2 2017  2 | P a g e 4. Submission You are required to submit your spreadsheet and report in iLearn. 1. Report Create your report using the template provided. Report Length The maximum length of your report is two pages – can be less. A third page, the appendix, can contain only figures and tables that can be referenced in the body of your report (i.e., pages 1 and 2) simply by Fig.1 or Table.1. A fourth page can only be used for references. The report is to be A4 1.15-spaced, size 11 points, font Times New Roman. Use margins of at least 2.54 cm (1 inch). The marker may choose to ignore any content of the report that is non-conforming. Space constraints may mean that not all topics can be fully covered in your response and you may need to prioritise your findings. 2. Case Quiz Answer the case quiz questions using your Excel Spreadsheet Analysis. Your answers must be entered to two decimal places. Please ensure that you link your spreadsheet analysis to source figures. If you enter figures that are calculated elsewhere in the spreadsheet rather than refer to the figure you will create rounding errors. This means that your quiz response may not be exactly correct and will therefore not be marked as the correct quiz answer. Please enter your response in the requested format. For example if responding to a question like “for your recommended portfolio. Enter the expected annual return of the final portfolio including the risk free asset as a %. Number only (do not enter % do not enter % symbol) to 2d.p. e.g. xx.xx”. If you answer was 0.87345 (not the answer by the way) then only enter 87.35. Do NOT enter 87.35% or 0.87345. Only the numerical value will be graded. Each correct answer will score one mark. There will be 20 questions randomly drawn from a question bank. You have only one attempt. The % you will be applied to the available marks. For example if 15 questions are answered correctly that represents 75% of 10 (the marks for the quiz) giving a mark of 7.5. Market portfolio refers to the portfolio of risky assets. The Final portfolio comprises both the portfolio of risky assets and the risk free asset. Marking will occur after the quiz has closed - there is no feedback to your answer whilst the quiz is open. AFIN818 Session 2 2017  3 | P a g e 3. Excel Spreadsheet Use the excel spreadsheet provided. Your spreadsheet should be shown with formula i.e. do not hard code values prior to submitting (e.g., leave figures as formula as appropriate). Your assignment will score zero if the spreadsheet does not provide the supporting information used in the Report and/or the quiz responses. 5. Submission details The submission of your written report and excel spreadsheet is due by 22 October at 5:00 p.m. Australian EST. Completion of the case quiz is also due at this time. There will be a deduction of 10% of the total available marks made from the total awarded mark for each 24-hour period or part thereof that the submission is late (for example, 25 hours late in submission –20% penalty). This penalty does not apply for cases in which an application for disruption of studies is made and approved. No submission will be accepted after feedback has been provided in class. Please make sure you allow time in case you have technical problems. Late submission due to technical problems is not an acceptable excuse. If your submission is successful you should receive a conformation certificate. It is a good idea to take a screenshot of this. Also just to make sure that the technology has worked you can refresh the screen and you should be able to see and be able to open your submission. Resubmissions are permitted up to the due date. The latest submission will overwrite the previous submission in that tab. Similarity scores are generated after the due date. Your case assignment task must be submitted using the Turnitin assignment drop box in iLearn. In addition to completing the quiz, you will submit two files: Your Report saved in PDF format name as <8 digit studentID>report.pdf e.g., xxxxxxxx.pdf Your Excel spreadsheet in Microsoft excel format name as <8 digit studentID>.xls or xlsx

AFIN818 Case Assessment Task  portfolio 代写 e.g., xxxxxxxx.xls 6. Originality All work must contain original work or if other information sources are used in the preparation of the report these must be acknowledged appropriately. AFIN818 Session 2 2017  4 | P a g e The University defines plagiarism in its rules: "Plagiarism involves using the work of another person and presenting it as one's own." Plagiarism is a serious breach of the University's rules and carries significant penalties. You must read the University’s practices and procedures on plagiarism. These can be found in the Handbook of Undergraduate Studies or on the web at: http://mafcstudents.mq.edu.au/student-administration/program-rules/program-rules-online- version/plagiarism/ The policies and procedures explain what plagiarism is, how to avoid it, the procedures that will be taken in cases of suspected plagiarism, and the penalties if you are found guilty. Penalties may include a deduction of marks, failure in the unit, and/or referral to the University Discipline Committee. 

AFIN818 Case Assessment Task  portfolio 代写