FMC5PMT Portfolio Management and Theory Mini-assignment III Department of Economics and Finance Latrobe Business School Latrobe University S1 2020. Due date: 24/05/2020, on or before 11.59 pm. Note:...

Sheet1
    Date    Price-Ambertech    Price-AGL    Price-JBH    Price-All Ordinary Share Indes    90 days bank Accepted bill rate        Expected returns        rt Ambertech    rt AGL    Rt pJBH    Rt All Ordinary Share Indes
    1/1/17    0.16    22.6    27.65    5675    2.61        1.0436707426        0    -0.065091507    0.0304778501    -0.0150405074
    2/1/17    0.16    24.120001    26.82    5761    2.62        1.0438632312        -0.2231435513    -0.089185625    0.0823445937    -0.0244851076
    3/1/17    0.2    26.370001    24.700001    5903.799805    2.63        1.0441500478        0    -0.014681197    0.0004049403    -0.007391615
    4/1/17    0.2    26.76    24.690001    5947.600098    2.66        1.0443873286        0    0.0154399603    0.0657002568    0.0318246835
    5/1/17    0.2    26.35    23.120001    5761.299805    2.68        1.044458209        0.2876820725    0.0327898228    -0.0107551043    -0.0004685683
    6/1/17    0.15    25.5    23.370001    5764    2.69        1.0445524998        0.1431008436    0.0564666117    -0.1070278881    -0.001716067
    7/1/17    0.13    24.1    26.01    5773.899902    2.70        1.0441024035        -0.0741079722    0.0045747636    0.1173506465    -0.0004155604
    8/1/17    0.14    23.99    23.129999    5776.299805    2.65        1.0439351499        0.0741079722    0.0261838855    0.0091205412    0.0054508179
    9/1/17    0.13    23.370001    22.92    5744.899902    2.63        1.0441738464        -0.0741079722    -0.0781647301    0.0008729813    -0.0395058759
    10/1/17    0.14    25.27    22.9    5976.399902    2.66        1.0447637559        -0.0350913198    0.0111421766    -0.0305334829    -0.0078501221
    11/1/17    0.145    24.99    23.610001    6023.5    2.72        1.0450667331        0.1484200051    0.025533261    -0.0548025869    -0.0235926235
    12/1/17    0.125    24.360001    24.940001    6167.299805    2.75        1.0450435174        0    0.0384984765    -0.1587225988    0.0033782951
    1/1/18    0.125    23.440001    29.23    6146.5    2.75        1.0445995528        0.0408219945    0.0697854789    0.119023931    0.0047620233
    2/1/18    0.12    21.860001    25.950001    6117.299805    2.70        1.0411992998        -0.0408219945    0.0082683519    0.0054096732    0.0414535848
    3/1/18    0.125    21.68    25.809999    5868.899902    2.36        1.0405736561        -0.1133286853    -0.0023036177    0.0042709442    -0.0339549719
    4/1/18    0.14    21.73    25.700001    6071.600098    2.30        1.0400971591        -0.1017826943    -0.0168838143    0.068853954    -0.0085116506
    5/1/18    0.155    22.1    23.99    6123.5    2.25        1.0389600728        -0.0317486983    -0.0170484165    0.0632332736    -0.0267795773
    6/1/18    0.16    22.48    22.52    6289.700195    2.15        1.0389875698        0.0317486983    0.0220382205    -0.0573804141    -0.0120893701
    7/1/18    0.155    21.99    23.85    6366.200195    2.15        1.0389050154        0.1017826943    0.0565967708    -0.1015797928    -0.0096295273
    8/1/18    0.14    20.780001    26.4    6427.799805    2.14        1.0388498733        -0.2787134025    0.0635765682    0.0469168801    0.0160432203
    9/1/18    0.185    19.5    25.190001    6325.5    2.14        1.0392067893        0.2436220827    0.0800427077    0.0909529141    0.0673850646
    10/1/18    0.145    18    23    5913.299805    2.17        1.0389875698        0    -0.0440168323    -0.0073641225    0.0281259439
    11/1/18    0.145    18.809999    23.17    5749.299805    2.15        1.0397490424        0    -0.0909024856    0.0454724563    0.0069641522
    12/1/18    0.145    20.6    22.139999    5709.399902    2.22        1.0409919612        0.1892419996    -0.0390339892    -0.0103349381    -0.0391405296
    1/1/19    0.12    21.42    22.370001    5937.299805    2.34        1.0405999435        0    0.0098523436    0.0304085136    -0.0517589499
    2/1/19    0.12    21.209999    21.700001    6252.700195    2.30        1.0403891031        0    -0.0260601538    -0.1395615556    -0.0014383432
    3/1/19    0.12    21.77    24.950001    6261.700195    2.28        1.0407310925        0    -0.0209098527    -0.0323371624    -0.0247171053
    4/1/19    0.12    22.23    25.77    6418.399902    2.31        1.0401504169        0.1823215568    0.0785818357    -0.0872700778    -0.0113709618
    5/1/19    0.1    20.549999    28.120001    6491.799805    2.26        1.0373567787        0    0.0266287437    0.0841705015    -0.0314483334
    6/1/19    0.1    20.01    25.85    6699.200195    2.01        1.0371837557        -0.0953101798    -0.0468606486    -0.1518822897    -0.0290549192
    7/1/19    0.11    20.969999    30.09    6896.700195    1.99        1.0365126355        0.0953101798    0.1007613531    -0.0892798279    0.0292042019
    8/1/19    0.1    18.959999    32.900002    6698.200195    1.93        1.0343576245        0    -0.0104933285    -0.0328878061    -0.0151719953
    9/1/19    0.1    19.16    34    6800.600098    1.76        1.0340749215        -0.0953101798    -0.0318466042    -0.0856379122    0.0040815168
    10/1/19    0.11    19.780001    37.040001    6772.899902    1.73        1.0342322553        -0.1278333715    -0.0313536001    -0.0099396116    -0.0255245072
    11/1/19    0.125    20.41    37.41    6948    1.75        1.0343888981        0.328504067    -0.0058623029    -0.0069259203    0.0211783717
    12/1/19    0.09    20.530001    37.669998    6802.399902    1.76
Expected returns and correl
                                    Expected returns
    Expected returns        rt Ambertech    rt AGL    Rt pJBH    Rt All Ordinary Share Indes            rt Ambertech    rt AGL    Rt pJBH    Rt All Ordinary Share Indes            rt Ambertech    rt AGL    Rt...