fin 439 module 3 excel.xlsx - Module 3 Student Version...

This preview shows page 1 - 2 out of 18 pages.

Module 3 Student Version 9/28/96 Filmore Enterprise Risk and Rates of Return INSTRUCTIONS: This case begins with data on the state of the economy and returns on Treasury securities, 3 different stocks, and the S&P index (market). The model calculates the expected return, standard deviation, and coefficient of variation for each of the assets and for a 2-stock portfolio. The model allows you to change the mix of the 2-stock portfolio and then see the change in the portfolio's expected return and standard deviation. In addition, the model uses the spreadsheet regresson feature to determine the equation for each asset's characteristic line, hence each asset's beta coefficient. Note that if the input data are changed, the regression analysis must be rerun. Four different graphs can be viewed by clicking on the tabs at the bottom of the workbook. A list of graphs follows: PORTSIZE Portfolio Size and Risk, Q5 CHARLINE Characteristic Lines, Q7 SML Security Market Line, Q8 SMLCHGS Changes in SML, Q10 The following cells have been blanked out: I41:K45, C47:K47, C48:K48, C49:K49, C50:K50, C51:K51, D85:H89, C91, C228:C236, and E228:E23 |:: --------------------- --------------- --------------- --------------- --------------- --------------- ------------------- INPUT AND MODEL-GENERATED DATA:
Image of page 1

Subscribe to view the full document.

Image of page 2
  • Fall '15
  • Errors and residuals in statistics, Morley, 2-stock portfolio, Filmore Enterprise

{[ snackBarMessage ]}

Get FREE access by uploading your study materials

Upload your study materials now and get free access to over 25 million documents.

Upload now for FREE access Or pay now for instant access
Christopher Reinemann
"Before using Course Hero my grade was at 78%. By the end of the semester my grade was at 90%. I could not have done it without all the class material I found."
— Christopher R., University of Rhode Island '15, Course Hero Intern

Ask a question for free

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern