Q1A. Your research team recommends calculating the annual growth rate in dividend for all three shares using the formula
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Q1A. Your research team recommends calculating the annual growth rate in dividend for all three shares using the formula
Q1A. Your research team recommends calculating the annual growth rate in dividend for all three shares using the formula ( 92 - 1). Also compute the average of the annual growth in dividend for the entire 16 years to complete the blank table provided in worksheet “Q1". (2.5 marks) 9t Dt-1 Q1B. Compute the monthly returns for the ASX200 Index (Rm), WOL (Rwol), WPL(RwPL) & CSL(Rcsı )using the following formula Rę = 100 x ( - 1). You are also required to compute a monthly 30-day Treasury-bill (T-bill) rate as follows: Rrs (2 marks) X Pt-1 Rannual 12 Q1C. Compute E(R) and standard deviation for all four returns series over the 01/02/2005 - 1/12/2021 time period. You are also required to compute the sharp ratio for WOL, WPL, CSL & market index. Comment on your analysis. (4 marks) Q2A. Compute excess returns for the market, (i.e., RÁsx200 = RASX200 – Rys, where RASX200 is the return on the market, and Ros represents the monthly return on the 30-day T-bill rate. Also compute excess return for WOL, WPL and CSL as follows Rwol = Rwol - Rys. Ripz = Rwpl - Rrs and RESL = Rosu - Rey (2 marks)
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