fin 439 module 3 excel.xlsx

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

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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:

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

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