Semester 2, 2020Due Date: 5pm, Friday 25 September 2020
Annualized expected return
Standard Deviation (monthly)
Annualized Standard Deviation
Suppose that you use the three average returns per annum calculated in Part (a) as the estimates of the expected returns for the two stocks and market portfolio, respectively. Suppose that the risk-free rate is 0.8% per annum.
Write the above findings into a 3-page written report (1 page for each Part). A total of 5 marks will be granted for a well-structured and well-presented report with a decent writing standard (acceptable level of grammar and syntax, paragraphing and logical sequencing of arguments).
You can include your working and calculations as an Appendix at the end of your report. This Appendix does not have a page limit.
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