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Q1. Collect the data from “Yahoo Finance” and answer the following questions (using the instructions given in the next page):
a) Collect the market price index (All Ordinaries), Share price for a company (as per instructions given in page 2) and display the data for two sub-periods (Period 1: April 2014 to December 2015; Period 2: December 2015 to August 2017) separately in a table. (2 marks)
b) Calculate the return of share prices and market return (from market price index). Display the calculated returns along with the risk free rate of return (given in a separate excel file) in a table for two sub periods. Calculate and tabulate, and. (2 marks)
c) Calculate the mean, standard deviation, variance and correlation coefficient for and separately (for two sub-period in a table-see next page) and comment on the result. (2+2=4 marks, 2 for calculation 2 for the comment)
d) Estimate beta for your selected company for the two sub-periods.
(1+1=2 marks)
e) Explain the value of beta that you have calculated.
(1.5+1.5=3 marks-1.5 for each sub-period)
f) Provide a brief description of the company. (2 marks)
g) Why the estimated value of beta is different for two sub-periods?
(2.5+2.5=5 marks)
(Note: The assessment should be typed, printed and submitted)
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