• Annual returns for three funds and a market index are given below: Fund A 17.1 28.1 Beta(Bp) 1.20 Rp Op Fund B 14.5 19.7 0.92 Fund C 13 22.8 1.04 Rm 11 20.5 1.00
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Calculate the returns as per sharpe's, treynor and jensen performance measures and comment on the best investment
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- 7. Consider the following table for the cash flows of an investment account: Time mm/dd/yy 01/01/2015 04/01/2015 08/01/2015 12/31/2015 Contribution -300 +2,000 (a) Calculate the TWRR and the DWRR of the fund. (b) Comment on the results. Fund value before contribution 1,000 500 250 2,800Unit trust Average return Standard deviation Beta Fund Alpha 10% 0.05 0.4 Fund Beta 12% 0.15 1.0 Fund Sigma 15% 0.10 1.2 Calculate the Jensen measure of Fund Alpha. A. 1.40% B. 1.60% OC. 0.20% OD. 1.00% Reset SelectionActivity 3 You are given the following information on three funds. The risk free rate is 6%. Calculate the differential return measure. Interpret your findings. Fund CH- G I Actual Return 15 25 30 Market Return 20 20 20 Sigma² 16 25 36
- From the following asset allocation, select the one allocation the best serves the need of the endowment fund and justify its selection by maximizing the three criteria simultaneously and also considering Liquidity in your final decision i. Return objective ii. Efficiency iii. Diversification PORTFOLIO A B C D EXPECTED RETURN 8.8% 8.5% 7.9% 7.8% LIQUIDITY 5.2% 5.7% 4.5% 4.3% SHARE RATIO 0.27 0.20 0.21 0.26 CORRELATION OLD & NEW -0.2 +0.2 +0.2 -0.2i More Info Discrete Compounding; i=13% Unifonm Series Siriking, Fund Factor To Find A Given F Single Payment Compound Amount Capital Recovery Factor To Find A Given P A/P Compound Amount Factor Present Worth Factor To Find P Given F PIF Preserit Worth Factor To Find P Given 4 PIA Factor To Find F Given 4 FIA To Find F Given P FIP 1.1300 0.8850 1.0000 0.8850 1.6681 2.3612 1.0000 1.1300 1.2769 0.7831 2.1300 0.4695 0.5995 1.4429 0.6931 3.4069 0.2935 0.4235 1.6305 0.6133 4.8498 6,4803 8.3227 2.9745 0.2062 0.3362 1.8424 0.5428 3.5172 3.9975 4.4226 0.1543 0.2843 2.0820 0.4803 0.1202 0.2502 2.3526 0.4251 10.4047 0.0961 0.2261 8 2.6584 0.3762 12.7573 47988 0.0784 0.2084 3.0040 0.3329 15.4157 5.1317 5.4262 0.0649 0.1949 10 3.3946 0.2946 18.4197 0.0543 0.1843 Print Done Z12 3456 709What is the investment objective for the following investments: 1. PRMX fund 2. VWELX fund 3. SPY ETF 4. MC.PA company 5. MSFT company
- Calculate the HPR of the following investment, entered as a percentage (Example: if your answer is 14.5%, enter 14.5 and not 0.145) Period Cashflow 0 -14100 1 3300 2 3300 3 3100 4 2800Which one of the following fund types is likely to have the lowest annual expense ratio? a. Index funds b. Equity funds c. Bond funds d. Balanced funds e. Hybrid funds Clear my choice3. A fund grows by the force of interest 8 (t) = k max (t, 1 t) for t > 0, and where k > 0. A deposit of 1000 is made at time t = 0.25, and a withdrawal of 500 is made at time t 0.75. At time t 1, the fund has a balance of 750. Find the amount of interest earned over the interval (0.25,0.50). This is the amount of interest earned in the second quarter.
- Can you tell me how to get the 0% to 25% rate numbers? I have to plot the NPV profiles. Year Project A Discounted cashflow Discounted cashflow 0 -50,000 -$50,000.00 -$50,000.00 1 25,000 $22,727.27 $23,584.91 2 20,000 $16,528.93 $17,799.93 3 10,000 $7,513.15 $8,396.19 4 5,000 $3,415.07 $3,960.47 5 5,000 $3,104.61 $3,736.29 NPV $3,289.02 $7,477.79 IRR 14% 14% 10% 6% Year Project B Discounted cashflow Discounted cashflow 0 -50,000 -$50,000.00 -$50,000.00 1 15,000 $13,636.36 $14,150.94 2 15,000 $12,396.69 $13,349.95 3 15,000 $11,269.72 $12,594.29 4 15,000 $10,245.20 $11,881.40 5 15,000 $9,313.82 $11,208.87 NPV $6,861.80 $13,185.46 IRR 15% 15% Rate Project A Project B 0% 1% 2% 3% 4% 5% 6% 7% 8% 9% 10% 11% 12% 13% 14% 15% 16% 17% 18% 19% 20% 21% 22% 23% 24% 25%6. Consider the following (incomplete) sinking fund schedule (table). Note that there is no payment at t = 2. You MUST show your work to answer each of the two parts of this problem. Time Interest Sinking Interest S.F. Bal. After Net in on Fund on Balance Years Loan Deposit $0 S.F. $0 Deposit on Loan $0 $0 $100 $2,000 1 $700 3 $795 $35.44 4. $0 (a) Find the net balance on loan at t = 3. (b) Find the sinking fund deposit at t= 4.Q7: Provide 2 examples of best performing unit for the Growth Fund (Shariah-compliant) Q8: What are the types of assets that REITS normally invest?