Answer Happy

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)