FIN ZG518 Task-S2(2021-22)
Task Half A – Everybody has to take 4 Home Asset (Shares/Bonds/Forex/Commodity Derivatives -) You should make a portfolio of four property or shares with equal weights.
Notice: Property might be full home. You can too take 4 shares/Bonds/Derivatives/or Mixture of all these asset courses for one-year time interval from NSE/BSE/Yahoo finance.
Calculate the Portfolio Return, Danger and Sharpe ratio for chosen time horizon (one 12 months). Through the use of the Solver software in MS Excel, calculate optimum weights by maximising Sharpe ratio. Optimization course of in MS Excel solver should be accomplished by maximising the Sharpe ratio.
Task Half B – Everybody has to take 4 Worldwide Property (Shares/Bonds/Forex Derivatives /Commodity Derivatives-) You want make a portfolio of four property with equal weights (Property could also be all worldwide shares (or) all Bonds (or) all Derivatives (or) Mixture of Bonds, shares and Derivatives for one- 12 months time interval.
Once more Calculate the Portfolio Return, Danger and Sharpe ratio for chosen time horizon (one 12 months). Through the use of the Solver software in MS Excel, calculate optimum weights by maximising Sharpe ratio. Optimization course of in MS Excel solver should be accomplished by maximising the Sharpe ratio.
Task Half C – Take into account two property with greater weights from Home property and two property with greater weights from International property. Calculate the Portfolio Return, Danger and Sharpe ratio for chosen portfolio. Through the use of the Solver software in MS Excel, calculate optimum weights by maximising Sharpe ratio. Optimization course of in MS Excel solver should be accomplished by maximising the Sharpe ratio.
Notice: should you get just one asset in optimum weights, it is best to attempt with different property until you get two property with optimistic optimum weights. Similar Time interval for PART A and B (Slight change as much as three months’ variation is suitable)
Task Half D – Ultimate report preparation with findings of Half A, B & C, and comparability of Home, Worldwide Portfolio & Mixed Portfolio returns, weights, customary deviations with remaining concluding remarks.
Pointers:
• Every particular person should contribute.
• Submission format:
o MS Excel workbooks which incorporates information and calculations in numerous worksheets – Home Portfolio – PART A.
o MS Excel workbooks which incorporates information and calculations in numerous worksheets – Worldwide Portfolio – PART B.
o MS Excel workbooks which incorporates information and calculations in numerous worksheets – Mixed Portfolio – PART C.
o MS Phrase file- Report which incorporates your observations, feedback and Ultimate conclusions – Half D.
o Submit all recordsdata in zip file.
Submission Date: Submit your task in elearn portal by 11:59 pm, 20th April, 2022.
Educational Honesty and Integrity Coverage: Educational honesty and integrity are to be maintained by all the scholars and no kind of educational dishonesty is suitable.

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