SEMESTER I EXAMINATION – 2016 Academic Year – 2015/16 BBS46-Bachelor of Business Studies (Singapore) (Part-Time) Investment and portfolio management (FIN 3001S) Professor Joel Metais Professor Don...

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SEMESTER I EXAMINATION – 2016


Academic Year – 2015/16












BBS46-Bachelor of Business Studies (Singapore)



(Part-Time)


Investment and portfolio management


(FIN 3001S)


Professor Joel Metais


Professor Don Bredin


Diana Tan*


Time Allowed: 3 Hours


Instructions for Candidates

Answer four (4) questions.
All questions carry the same marks.
Students are allowed to use calculators.

Question 1


a) Suppose you invest $158,000 and buy 2,000 shares of SMM at $25 per share and 3,000 shares of PNN at $36 per share.
If SMM’s stock goes up to $33 per share and PNN stock falls to $32 per share and neither paid dividends.
i) What is the new value of the portfolio? (3 marks)
ii) What return did the portfolio earn? (3 marks)
iii) If you don’t buy or sell any shares after the price change, what are the new portfolio weights? (3 marks)


  1. Jaslin plans to construct a portfolio consisting of only two equity investments in TTT and SMM ordinary shares. From her research, she finds out that these two investments have a correlation coefficient of -0.389



She plans to invest 80% in share SMM and the remaining in share TTT. The following are additional information collected in respect of these two investments:


















Share TTTShare SMM
Standard deviation:13.39%8.16%
Mean return:9.10%5.96%


Based on the portfolio investment information given above, you are required to compute the


  1. portfolio returns (2 marks)



  1. portfolio risk (4 marks)





  1. Discuss the advantages of diversification and the determinants of:



  1. portfolio risk and



  1. portfolio return. (10 marks)



Question 2
a)
You buy on January 1, 2013, a 2010 US Treasury bond, with a coupon rate of 4% and a face value of $1,000. The discount rate is 2.5%, which is the interest rate offered by other medium-term US Treasury bonds on 1 January 2013.
The interest payments perceived at the end of years 2008 and 2009 are $40. At the maturity date (end of 2010), the government pays the principal ($1,000) plus the interest ($40).
Find out the value of the coupon bond. (5 marks)


  1. At the end of June 2007 a UK corporate bond has an annual coupon rate of 3%, par (face) value of £5,000 and will mature in June 2010. Similar UK government bonds have an annual interest rate of 3.5%. Using the data given above and assuming semi-annual coupons, calculate the value of the corporate bond. (5 marks)



c) Discuss the determinants of the market price of convertible bond. (6 marks)
d)Explain the following type of bonds:


  1. Foreign bond



  1. Eurobond



  1. Indexed bond (9 marks)




Question 3



  1. Critically discuss the active strategy in managing the equity portfolio and explain the following strategies clearly.



  1. Top-Down versus Bottom-Up Approaches



  1. Three Generic Themes



  1. The 130/30 Strategy



  1. Contrarian Investment Strategy



  1. Price Momentum Strategy


(15 marks)


  1. Critically discuss the core-plus management strategies and matched-funding strategies for bond portfolio management. (10 marks)




Question 4



  1. You own 200 shares of Winter Company’s preference shares, which currently sells for $40 per share and pays annual dividends of $3.40 per share



i) what is your expected rate of return? (2 marks)
ii) if you require an 8% return, given the current price should you recommend to sell
or buy more shares? Justify your investment recommendation. (4 marks)
b) PBB Company needs to raise €5.50 billion of new equity. The market price is €77.40/ share. Lafarge decides to raise additional funds via a 1 for 10 rights offer at €65.40 per share.
i) find out the theoretical ex-right price if the right issue is 1 for 4 $2 per share and cum rights price of $ per share. (3 marks)
ii) If we assume 100% subscription, what is the value of each right? (3 marks)


  1. Discuss the features of rights issues and its advantages:



  1. to the company



  1. to the shareholders (8 marks)



d) What are the similarities and differences between rights issue and bonus issue? (5 mark)

Question 5

a) Discuss the following foreign exchange derivatives in which investor can engage in hedging for their foreign investment.


  1. foreign exchange forward



ii) foreign exchange future


  1. foreign exchange options (15 marks)



b) Survey results appear to support the notion of widespread use of derivatives among large publicly traded firms. For example, AIG, the largest insurance company in the world, was on the verge of collapse because it had sold roughly $500 billion worth of credit default swaps (CDS).
What functions does credit default swap serve and how did it influence the Global Financial Crisis 2008?

(10 marks)

Question 6

The financial statements of Everest , a company with limited liability for the years ended 31 May 2013 and 31 May 2014 are summarized below.
Balance sheets as at
31 May 2013 31 May 2014
$000 $000 $000 $000

Non current assets

At cost 4,600 5,600
Accumulated depreciation (800) (1,000)
––––––– 3,800 ––––––– 4,600

Current assets

Inventory 6,000 6,700
Receivables 4,400 6,740
Bank 120 960
––––––– 10,520 ––––––– 14,400
––––––– –––––––
14,320 19,000
––––––– –––––––

Capital and reserves

Issued share capital 8,000 8,000
Accumulated profit 3,120 5,300
––––––– –––––––
11,120 13,300

Non-current liabilities

7% Loan notes – 1,500

Current liabilities
3,200 4,200
––––––– –––––––
14,320 19,000
Income statements for the years ended

31 May 2013 31 May 2014
$000 $000 $000 $000
Revenue 20,000 26,000
Cost of sales (15,400) (21,050)
––––––– –––––––
Gross profit 4,600 4,950
Expenses:
Administrative (800) (900)
Selling and distribution (1,550) (1,565)
Depreciation (110) (200)
Loan note interest – (105)
––––––– –––––––
(2,460) (2,770)
––––––– –––––––
Net profit 2,140 2,180
–––––––– ––––––
Additional Information
During 2014 Everest issued loan notes of $1,500,000 at 7% per annum to fund the expansion of the business. The additional cash was received on 1 June 2014.






































Year 2013Year 2014
Gross profit margin23·00%19·04%
Net profit margin10·70%8·38%
Return on equity19·24%16·39%
Inventory turnover2·57 times3·14 times
Quick ratio1·41 :1
1·83 :1
Receivables period80·30 days94·62days



Required:
(a) Based on the financial information given above, evaluate the company’s financial performance. What is your investment decision? Justify. (20 marks)
(b) What further information would be helpful in making investment decision?
(5 marks)

~ End of Paper ~


Finance Formulae Sheet



  1. Growth rate = ROE x (retention rate) = I x (retention rate)



  1. Return on equity, ROE = Net profit after tax / Shareholder’s equity



  1. Present value of a perpetuity = C / i



  1. NPV = C0 + C1 / (1+r)1
    + C2 / (1+r)2
    + C3 / (1+r)3
    + … + Cn / (1+r)n



  1. NPV = C0 + C1 / (1+IRR)1
    + C2 / (1+IRR)2
    + … + Cn / (1+IRR)n
    = 0



  1. Expected NPV = å w
    i
    x NPV i



  1. Profitability Index = PV(Future Cash Flows) / PV (Investment outlay)



  1. Profitability Index = 1 + [NPV / PV (Initial outlay)]



  1. Accounting rate of return = [Average profit x 100] / Average Investment



  1. Accounting rate of return = [Average accounting profit x 100] / Initial outlay



  1. PV ( 1 + i )
    n
    = FV. I = ( FV / PV)^ 1/n - 1



  1. FV = PV (1+i)
    n
    . Annuity FV = PMT { [ ( 1 + i )n– 1 ] / i }



13. PV = FV (1+i)
-n
. Annuity PV = PMT { [ 1 – ( 1 + i )-n] / i }




  1. PV of an annuity = Fixed sum x (PV Annuity Factor for n periods at i % )



  1. Bond price = Coupon(PVIFA, n periods @ i%) + 1000(PVIF, n periods @ i%)



  1. Approximate i = C + [(Par - Price) / n]


(Par + Price) / 2


  1. SML equation: E(Ri) = RF + ( Rm - RF ) x beta i













Covariance:


  1. Covariance between Asset A and Asset B


= (correlation coefficient between Asset A and Asset B) ( sA) ( sB)


  1. Expected portfolio return = S (w
    i
    ) x E(r i)



  1. Beta of A = r (A,M) x sA x sM/ [sM x sM]



  1. Portfolio variance, sp2
    = wA2sA2
    +wB2
    sB2
    + 2(wA)(wB)(r A,B)sAsB



  1. MM'S PROPOSITION II (with taxation): rE
    = rA
    + (rA
    – rD) x (D/E) (1-T)



  1. VL= VU+ TD



  1. Equity beta, ßL = ßu x [ 1 + (1-T) x D / E]















  1. Asset beta:





  1. Price-earnings ratio = Market price per share / earnings per share





  1. WACC = [rD
    x ( 1 – TC
    ) x (D/V)] + [rP
    x (P/V)] + [rE
    x (E/V)]



  1. Gordon’s constant growth Dividend Discount Model: Po = D1 / (k –g )



  1. Spot exchange rate = (1 + r Base currency)


Forward exchange rate (1 + r Quote currency)








Answered Same DayDec 25, 2021

Answer To: SEMESTER I EXAMINATION – 2016 Academic Year – 2015/16 BBS46-Bachelor of Business Studies (Singapore)...

David answered on Dec 25 2021
117 Votes
Page 1 of 13
______________________________________
SEMESTER I EXAMINATION – 2015/16
2016
______________________________________
BACHELOR OF SCIENCE (Singapore) Intake 22

FIN 3001S

INVESTMENT AND PORTFOLIO MANAGEMENT

Professor Joël Metais
Professor Don Bredin
Ms. June Neo
Time Allowed: 3 Hours
Instructions to candidates:
Answer any FOUR questions
All questions carry equal marks
Students are allowed to use non-pro
grammable calculators
Page 2 of 13
Question 1

Suppose the rate of return on short-term government securities is about 5%, the
expected rate of return required by the market for a portfolio with a beta of 1 is 12%.
According to CAPM:

a. What is the expected rate of return on the market portfolio? Explain your
Answer.
Risk premium = Market return - Return on short-term government securities
=12%-5%
=7%
Return on short-term government securities is the risk free rate and market
return is the return generated from market investment. Risk premium is the
return that the investor can earn by investing in a risky asset when compared
to the risk-free asset.
[5 marks]

b. What would be the expected rate of return on a stock with β = 0? Explain your
Answer.
If the beta of the security is zero the expected rate of return will be 5% that is
the Return on short-term government securities that is the risk-free rate of
investment.
Expected return = Risk-free rate + Beta * Risk premium
When the beta becomes 0 it will result in expected rate of return to be equal
to risk free rate. Beta 0 indicates that the investment carries no risk.
[5 marks]

c. Suppose you consider buying a share of stock at $40. The stock is expected
to pay $3 dividends next year and you expect it to sell then for $41. The stock
risk has been evaluated at β = -0.5. Is the stock overpriced or underpriced?
Explain your answer.
Answer:
D1 = $3
Expected rate of return = (D1/Current price
=($3/$40)
=7.5%

Using the CAPM:
Expected rate of return = Risk-free rate + Beta * Risk-premium
=5%+(-0.5*7%)
=1.5%

The expected return on the investment is greater than the return as per
CAPM model. It indicates that the stock is underpriced and thus, the stock
can be purchased.

[15 marks]

[Total: 25 marks]






Page 3 of 13
Question 2

a. Briefly explain whether investors should expect a higher return from holding
portfolio A versus portfolio B under capital asset pricing theory (CAPM).
Assume that both portfolios are well diversified.
Portfolio A Portfolio B
Systematic risk (beta) 1.0 1.0
Specific risk for each individual security High Low
[10 marks]
Answer:
Both these stocks have equal beta that is they both have a same systematic
risk. But the risk associated with the individual security is higher for Portfolio A
when compared to Portfolio B. As per the CAPM rule; the investors will be
compensated for those risks that cannot be diversified that are a systematic
risk (beta). In this case, the beta of both the portfolio is one thus, the investor
of both the portfolios can expect only similar returns. As both the portfolios
are well-diversified risk related to individual security will not have significant
influence over the return. The firm-specific risks are diversified in the case of
both these securities. Thus both will earn same return.

b. Given the following information:

Forecasted
Return
Standard
Deviation
Beta
Stock X 14.0% 36% 0.8
Stock Y 17.0 25 1.5
Market index 14.0 15 1.0
Risk-free rate 5.0

i. Calculate expected return and alpha for each stock.
[5 marks]
Answer:
Stock X expected return = Risk free rate + Beta * (Market return – Risk-free
rate)
=5%+ (0.80*(14%-4%))
=13%
Stock X Alpha = Forecasted return – Expected return
=14.0% - 13.0%
=1.0%

Stock Y expected return = Risk free rate + Beta * (Market return – Risk-free
rate)
=5%+ (1.50*(14%-4%))
=20%
Stock Y Alpha = Forecasted return – Expected return
=17.0% - 20.0%
=-3.0%





Page 4 of 13
ii. Identify and justify which stock would be more appropriate for an
investor who wants to
1. add this stock to a well-diversified equity portfolio.
Answer:
In this case, the stock X should be added to the portfolio
because the alpha of the stock is positive indicating that the
stock is undervalued. It is always wise to add a stock that is
undervalued in the portfolio when compared to the stock with
negative alpha. Stock X has a lower beta than Stock Y
indicating it is a suited for the well-diversified portfolio as the
market risk that is beta is considered for determining the
diversified portfolio.

2. hold this stock as a single-stock portfolio....
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