Homework problems Investment Management (Finance) 5

Homework

Problems

are

assigned

from

the

“Questions

and

Problems”

section

at

the

end

of

the

textbook

chapters

read

each

week.

They

MUST

be

solved

in

an

Excel

worksheet

and

submitted

.

Do

not

just

enter

numeric

answers

or

type

Excel

formulas

as

comments

in

the

cells;

actually

solve

the

problems

in

the

Excel

worksheet.

I

will

attach

an

example

of

an

acceptable

solution

using

an

Excel

worksheet

Required

Textbook(s)

and

Additional

Materials

:

Cou

rse:

Investment

Management

9781260203202

Fundamentals

of

Investments

Jordan,

Bradford

D./

Miller,

Thomas

W.

Jr./

Dolvin,

Steven

D.

8th

/

McGraw

-

Hill

Required

/

New

Chapter 11 Problems 4 & 5 (p. 396)

Chapter 12 Problems 6 & 8 (p. 431)

Chapter 13 Problem

s 1 & 2 (p. 457)

Homework Tips

, please follow

Chapter 11

#4.

Follow Table 11.2 on p. 370

#5.

Follow Example 11.2 on p. 372

Chapter 12

#6

Start with Example 12.4 on p. 409

First, calculate the portfolio weights of each stock.

Then, calculate th

e portfolio using the given stock betas and the weights.

#8

Use equation 12.7 on p. 416

Chapter 13

#1

The annual standard deviation is derived from the annual variance.

First, adjust the variance; then, recalculate the standard deviation.

#2

Similar to #13

-

1.

Homework Problems are assigned from the “Questions and Problems” section at the end of the

textbook chapters read each week. They MUST be solved in an Excel worksheet and

submitted. Do not just enter numeric answers or type Excel formulas as comments in the cells;

actually solve the problems in the Excel worksheet.

I will attach an example of an acceptable solution using an Excel worksheet

Required Textbook(s) and Additional Materials:

Course: Investment Management

9781260203202

Fundamentals of Investments

Jordan, Bradford D./ Miller, Thomas W. Jr./ Dolvin, Steven D.

8th / McGraw-Hill

Required / New

Chapter 11 Problems 4 & 5 (p. 396)

Chapter 12 Problems 6 & 8 (p. 431)

Chapter 13 Problems 1 & 2 (p. 457)

Homework Tips, please follow

Chapter 11

#4. Follow Table 11.2 on p. 370

#5. Follow Example 11.2 on p. 372

Chapter 12

#6 Start with Example 12.4 on p. 409

First, calculate the portfolio weights of each stock.

Then, calculate the portfolio using the given stock betas and the weights.

#8 Use equation 12.7 on p. 416

Chapter 13

#1 The annual standard deviation is derived from the annual variance.

First, adjust the variance; then, recalculate the standard deviation.

#2 Similar to #13-1.