Please submit a one-page

Please submit a one-page

BAFN204 Portfolio Management: Investing Wisely Individual Assignment Peter Faber Business School North Sydney, Melbourne and Brisbane Semester 2, 2018 Weight: 30% Total Marks: 100 Due time and date: 23.59 AEST, Sunday, 9 September 2017 Submission instructions: 1. Please submit a one-page investment report (see the exemplar) excluding references. 2. Submit the report via LEO using Turnitin and an excel file to Individual Assignment Excel File under Assessment. 3. Assignments submitted by other means (e.g. email) or forms (scanned copy, Excel document) will attract no marks. You are an equity analyst in an investment bank. You need to write a report on the risk and return of the following stocks listed in Australian Stock Exchange: x National Australia (NAB.AX) x BHP Billiton Limited (BHP.AX) x Wesfarmers Ltd (WES.AX) Data sources x Daily adjusted closing stock prices for companies: http://au.finance.yahoo.com. Excel file containing the returns of above listed stocks are available in BAFN204 Individual Assignment Data file posted under Assessment in LEO. Analysis period January 2, 2013December 28, 2017 Required: Write a one-page investment report on the risk and return of the above stocks with the following parts: (a) Analysis of asset returns: 30 marks The analysis of asset returns includes the discussion on average return, maximum and minimum return and distribution of returns. (b) Portfolio Return and Risk: 30 marks You need a create a three-asset portfolio having the equal weighting for each stock above. After creating the portfolio, you need to analyse portfolio return and risk. (c) Risk Measure (Sharpe Ratio): 10 marks You need to calculate the Sharpe Ratio of each stock return, assuming the risk free return during the analysis period is 3% and choose the best stock on the basis of Sharpe Ratio. (d) Value at Risk (VaR): 30 marks You need to calculate the Value at Risk using a normal distribution at 95% confidence level for each stock listed above and choose the best stock on the basis of VaR. This Unit requires you to use the Harvard referencing system. See the Academic Skills Unit for assistance with this: https://students.acu.edu.au/806410. APPENDIX 1: Rubric Assessment Task 1: Individual Assignment ILOs Criteria Standards Below Expectations Meets Expectations Exceeds Expectations Level 1 (NN) Level 2 (PA) Level 3 (CR) Level 4 (DI) Level 5 (HD) 2 Analysis of asset returns (30%) Poor analysis or no attempt on the analysis of asset returns Basic Analysis of asset returns, with three or more errors in calculating returns Good Analysis of asset returns, with two errors in calculating returns Very Good Analysis of asset returns. with the one error in calculating returns Outstanding Analysis of asset returns, with no error in calculating returns 3 Portfolio return and risk (30%) Poor analysis or no attempt on Portfolio return and risk Basic analysis of Portfolio return and risk, with three or more errors in calculating portfolio return and risk Good analysis of Portfolio return and risk, with two errors in calculating portfolio return and risk Very good analysis of Portfolio return and risk, with one error in calculating portfolio return and risk Outstanding analysis of Portfolio return and risk, with no error in calculating portfolio return and risk 5 Risk measure (Sharpe Ratio) (10%) Poor analysis or no attempt on Risk measure (Sharpe Ratio) Basic analysis of Risk measure (Sharpe Ratio), with three or more errors in calculating risk measure (Sharpe Ratio) Good analysis of Risk measure (Sharpe Ratio), with two errors in calculating risk measure (Sharpe Ratio) Very good analysis of Risk measure (Sharpe Ratio), one error in calculating risk measure (Sharpe Ratio) Outstanding analysis of Risk measure (Sharpe Ratio), with no error in calculating risk measure (Sharpe Ratio) 5 Value at Risk (VaR) (30%) Poor analysis or no attempt on Value at Risk (VaR) Basic analysis of Value at Risk (VaR), with three or more errors in calculating VaR Good analysis of Value at Risk (VaR), with two errors in calculating VaR Very good analysis of Value at Risk (VaR), with one error in calculating VaR Outstanding analysis of Value at Risk (VaR), with no error in calculating VaR.

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