ass08 - BNFN 416 /FINA 416 SEME Initial amount is 10000 NTL...

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BNFN 416 Initial amount is 10000 NTL Stock in Portfolio Kocpls Camsa Akbank Cukhold Tcell Weigth 23,05,2007 Closing Price 6.85 3.05 5.15 2.24 8.65 No of Shares Bought Amount Paid Dates Kocpls Camsa Akbank Cukhold Tcell 23,05,2007 6.85 3.05 5.15 2.24 8.65 26,05,2007 6.9 3 5.15 2.24 8.55 27,05,2007 6.8 2.98 5.15 2.27 8.75 28,05,2007 6.8 2.98 5.4 2.47 9.2 29,05,2007 6.75 2.98 5.25 2.47 9.25 30,05,2007 6.7 3 5.25 2.6 9.25 02,06,2007 6.7 3 5.5 2.5 9.7 03,06,2007 6.6 2.9 5.4 2.45 9.55 04,06,2007 6.4 2.88 5.3 2.43 9.3 05,06,2007 6.5 2.88 5.3 2.42 9.35 06,06,2007 6.4 2.98 5.25 2.34 9.1 Whole Period Portfolio Return Standard Deviatoin of the Portfalio Daliy Return Daliy Stock Return Kocpls Camsa Akbank Cukhold Tcell 23,05,2007 26,05,2007 27,05,2007 28,05,2007 29,05,2007 30,05,2007 02,06,2007 03,06,2007 04,06,2007 05,06,2007 06,06,2007 Correlation between Covariance between
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6 /FINA 416 SEMESTER PROJECT Initial Portfolio Values Index 10000 11.06 Indexalue of Portfoliourn of Portfoliondex Return 11.06 11.13 11.09 11.44 11.41 11.38 11.58 11.35 11.08 11.12 10.97
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This note was uploaded on 10/28/2009 for the course MBA MBA608 taught by Professor Martin during the Spring '09 term at Beirut Arab University.

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ass08 - BNFN 416 /FINA 416 SEME Initial amount is 10000 NTL...

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