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Barras
examplesharereturnandportfreturn.xlsx

Returns

Calculating Weekly returns
Share 1: Big Yellow Group (Real Estate Sector, UK) Bond 1: PREMIER OIL PLC STG DEN 6.50% NTS 31/05/21 (UK)
Date Price (adj. closing price) Daily return Weekly Return Date Price Daily return Weekly Return
11/2/18 906.5 11/2/18 100.8
11/5/18 899 -0.0083 11/5/18 100.8 0
11/6/18 899 0.0000 11/6/18 100.55 -0.00248
11/7/18 911 0.0133 11/7/18 101.075 0.00522
11/8/18 915 0.0044 11/8/18 101.075 0
11/9/18 930 0.0164 0.02592 Holding Period Return 11/9/18 100.85 -0.00223 0.000496
if weight for share 1 is 50% , weight for bond 1 is 50%
Portfolio Weekly Return: 0.0132099574 (lecture 7)
This meets the return requirement of 15% per annum
(15% can be translated to weekly: 0.0028846 with simple interest rate
0.0026913 with weekly compounded interest rate as
(you can use one of these approach)
Share prices can be downloaded from Yahoo Finance, or FT (use closing price, or adjusted closing price)
https://finance.yahoo.com/quote/BYG.L/profile?p=BYG.L
https://markets.ft.com/data/equities/tearsheet/historical?s=BYG:LSE
Bond prices can be found from Exchanges, e.g., London Stock Exchange
https://www.londonstockexchange.com/exchange/prices-and-markets/retail-bonds/retail-bonds-search.html

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