(Remember that reported yields are usually annualised figures.) Convert the yields to weekly numbers. Give bibliographic references to the sources of your information. ) over your sample period. Draw on economic, political, industry and company related events that took place over this period that may have impacted on the performance of your stocks and the market index. Relate the risk return pattern and the performance of the market index and your stocks to relevant events that took place during this period. Comment on the results, relating to what you have learnt in this course. Illustrate with tables/charts as appropriate. (10 marks)(b) The variance of returns for each stock and the index and the covariances of returns between each pair of stocks, the covariance between each stock and the stock market index, and the corresponding correlation coefficients. (5 marks)(c) Compare your results in (a) and (b) for each stock and the stock market index and comment on the risk return characteristics and performance of each of your stocks and the index. Use only the discrete returns for your calculations and for the calculations in the questions that follow. Calculate the arithmetic mean return and the geometric mean return of each stock for the entire period. Calculate the discrete rate of return as well as the continuously compounded rate of return. Extract weekly (for example, every Friday) closing share prices for themost recent 28 weeksExtract also the values of the stock market index, (represented by the ASX 300 or ASX 200 Index in the case of Australia), on a weekly basis over the same time period.Calculate the following:Part 1 (30 marks)(a) The rate of return in each week for each stock and for the stock market index for the 27 weekly periods. Go to the recommended websites or any other website that offers historical stock price data or to published information sources such as Yahoo Finance, or any other source of financial information. FINANCE - Portfolio ManagementPick three stocks of your choice (Select stocks listed in the ASX or any other national Exchange), preferably from different industry groups.
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