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WORKSHOP FOR SOLVING PROBLEMS №7
Content: Praktikum_6 (3).rar 20,52 kB
Product description
WORKSHOP FOR SOLVING PROBLEMS №7
on topic 7. "Managing the financial risks of the organization"
Task 1. The table shows the data of expert estimates on the profitability of shares A and B, depending on the market situation.
• Without doing the calculations, determine if these stocks are correlated?
• Calculate the return on stocks A and B.
Task 2. There are data on three securities: bonds of an economic entity A with maturity in 15 years, a short-term bill of an economic entity B with maturity in 45 days and a government bond with a maturity in 10 years. It is known that securities have yields of 7%, 9% and 20%.
• What security does the 20% return belong to? Why?
• What security does the 9% yield belong to? Why?
• What security does the 7% return belong to? Why?
Task 3. The investor´s portfolio has the following structure:
ASSETS Total market value, thousand rubles. Beta
A 500 0.1
B 100 0.9
C250 1.7
D12 1.2
E 170 1.1
The yield on government bonds is 8%, the average market yield is 15%.
Calculate the portfolio return and its β coefficient.
Is it possible to calculate the portfolio risk ratio based on the available data? If yes, make calculations and determine the level of risk of the investment portfolio?
Additional information
WORKSHOP FOR SOLVING PROBLEMS №7
on topic 7. "Managing the financial risks of the organization"
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