BAFN204: Portfolio Management - Management Assignment - AUSTRALIAN CATHOLIC UNIVERSITY

Internal Code: MAS4911

Portfolio Management

Write a report on the risk and return of the above stocks with the following parts: (a) Analysis of asset returns:  The analysis of asset returns includes the discussion on average return, maximum and minimum return and distribution of returns. (b) Portfolio Return and Risk:  You need a create a three-asset portfolio having the equal weighting for each stock above. After creating the portfolio, you need to analyse portfolio return and risk. (c) Risk Measure (Sharpe Ratio): You need to calculate the Sharpe Ratio of each stock return, assuming the risk-free return during the analysis period is 3% and choose the best stock on the basis of Sharpe Ratio. (d) Value at Risk (VaR):   You need to calculate the Value at Risk using a normal distribution at 95% confidence level for each stock listed above and choose the best stock on the basis of VaR.