Top » Catalog » NMIMS » 2015 »

Rs.500.00

Capital Market and Portfolio Management-2-NMIMS Solved Assignmen

Capital Market and Portfolio Management-2-NMIMS Solved Assignmen

Q1: Calculate the standard deviation and return of portfolio consisting of 70% of Security A and 30% of Security B.

 

Year

Security A return(%)

Security B return(%)

2001

9

8

2002

6

7

2003

7

9

2004

10

8

2005

8

5

 

Q2: Reliance and HDFC are two mutual funds.

 

Observed Return

Beta

Residual Variance

Portfolio Reliance

16%

0.8

0.02

Portfolio HDFC

25%

1.2

0.01

Return on the market portfolio is 11%, while the risk-free return is 8%. Assume standard Deviation of the market to be 7%.

a) Compute the Jensen index for each of the funds

b) Compute the Treynor index for each of the funds

c) Compute the Sharpe index for each of the funds

Quick Find
 
Use keywords to find the product you are looking for.
Advanced Search
1 x IMT-102: Database Adminitration-MT1
1 x IMT-50: Consumer Behavior-MT1
1 x IMT-81: Retail Management-MT2
1 x IMT-03: Marketing Research-MT1
1 x IMT-85: Project Appraisal and Financing-MT1
1 x IMT-51: Manufacturing Strategy-MT1
1 x IMT-15: Production & Operation Management-MT2
1 x IMT-59: Financial Management-MT3
1 x IMT-14: Organizational Structure & Behaviour-MT2
1 x IMT-05: Advertising & Sales Promotion-MT1
1 x IMT-00: MIS- Management Information Systems-MT1
1 x IMT-31: Web Technology-MT1
1 x IMT-12: Human Resource Management-MT3
1 x IMT-82: Retail Shopper's Behaviour-MT1
1 x IMT-64: Leadership-MT1
1 x IMT-86: International Financial Management-MT1
1 x IMT-24: Quantitative Techniques-MT1
1 x Strategic Management - 2- NMIMS Solved Assignments
1 x IMT-07: Working Capital Management-MT1
1 x IMT-74: Managing Human Resource in Global Environment-MT2
1 x Business Communication and Etiquette-1-2015
1 x Corporate Finance-1-2015
1 x IMT-100: Software Project Management-MT1
1 x IMT-76: Industrial Marketing-MT2
1 x Corporate Social Responsibility-1-2015
1 x Business Law -2- NMIMS Solved Assignments
1 x Financial Accounting and Analysis-1-2015
1 x IMT-83: Retail Sales Techniques-MT1
1 x Business Statistics -2- NMIMS Solved Assignments
1 x Financial Analysis and Management-1-2015
1 x Essentials of HRM-1-2015
1 x Organisational Behaviour-1-2015
1 x Brand Management-2-NMIMS Solved Assignment
1 x International Finance-1-2015
1 x IMT-17: International Marketing-MT2
1 x Financial Institutions and Markets-1-2015
1 x Management Theory and Practice-1-2015
1 x Marketing Management-1-2015
1 x Strategic Financial Management-1-2015
1 x Retail Banking-2-NMIMS Solved Assignment
1 x Customer Relationship Management-2-NMIMS Solved Assignments
1 x Business Statistics-1-2015
1 x Business Law-1-2015
Rs.21,500.00
Share Product

osCommerce Online Merchant Copyright © 2010 osCommerce
osCommerce provides no warranty and is redistributable under the GNU General Public License
Note: We provide all Solutions and Contents for Reference/Study purpose only.