FIN ZG518 Assignment-S2(2021-22)
\nAssignment Part A \u2013 Everyone has to take Four Domestic Asset (Stocks\/Bonds\/Currency\/Commodity Derivatives -) You need to make a portfolio of 4 assets or stocks with equal weights.
\nNote: Assets can be complete domestic. You can also take Four stocks\/Bonds\/Derivatives\/or Mix of all these asset classes for one-year time period from NSE\/BSE\/Yahoo finance.
\nCalculate the Portfolio Return, Risk and Sharpe ratio for selected time horizon (one year). By using the Solver tool in MS Excel, calculate optimal weights by maximising Sharpe ratio. Optimization process in MS Excel solver must be done by maximising the Sharpe ratio.
\nAssignment Part B – Everyone has to take Four International Assets (Stocks\/Bonds\/Currency Derivatives \/Commodity Derivatives-) You need make a portfolio of 4 assets with equal weights (Assets may be all international stocks (or) all Bonds (or) all Derivatives (or) Mix of Bonds, stocks and Derivatives for one- year time period.
\nAgain Calculate the Portfolio Return, Risk and Sharpe ratio for selected time horizon (one year). By using the Solver tool in MS Excel, calculate optimal weights by maximising Sharpe ratio. Optimization process in MS Excel solver must be done by maximising the Sharpe ratio.
\nAssignment Part C \u2013 Consider two assets with higher weights from Domestic assets and two assets with higher weights from Foreign assets. Calculate the Portfolio Return, Risk and Sharpe ratio for selected portfolio. By using the Solver tool in MS Excel, calculate optimal weights by maximising Sharpe ratio. Optimization process in MS Excel solver must be done by maximising the Sharpe ratio.
\nNote: if you get only one asset in optimal weights, you should try with other assets till you get two assets with positive optimal weights. Same Time period for PART A and B (Slight change up to three months\u2019 variation is acceptable)
\nAssignment Part D \u2013 Final report preparation with findings of Part A, B & C, and comparison of Domestic, International Portfolio & Combined Portfolio returns, weights, standard deviations with final concluding remarks.
\nGuidelines:
\n\u2022 Each individual must contribute.
\n\u2022 Submission format:
\no MS Excel workbooks which contains data and calculations in different worksheets \u2013 Domestic Portfolio \u2013 PART A.
\no MS Excel workbooks which contains data and calculations in different worksheets \u2013 International Portfolio \u2013 PART B.
\no MS Excel workbooks which contains data and calculations in different worksheets \u2013 Combined Portfolio \u2013 PART C.
\no MS Word file- Report which contains your observations, comments and Final conclusions \u2013 Part D.
\no Submit all files in zip file.
\nSubmission Date: Submit your assignment in elearn portal by 11:59 pm, 20th April, 2022.
\nAcademic Honesty and Integrity Policy: Academic honesty and integrity are to be maintained by all the students and no type of academic dishonesty is acceptable.<\/p>\n","protected":false},"excerpt":{"rendered":"
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