ANLY 515 Risk Modeling Homework 2
I have posted 2 sample assignments from the course. Would appreciate your response. Thanks.
Assignment 2 is due for 3.11.2023.
ANLY 515 Risk Modeling Homework 2 (100 points) Remember to upload your answers by the due date. There will be a penalty of 10 points for each day the homework is late.
• The homework report must include all charts and answers required. • Upload 2 pdf files (answers, code)
• A file with the R code you developed must be included as an appendix. Please label each section of the code based on the question that you are answering. For example the code to download and create the subsets should be under “Create the data files”.
Students should have a five-year portfolio. The calculations for this homework will be based on the data from the third year of your portfolio.
• Identify the five-year period of your portfolio a) Identify the period for this homework
• Use only 4 stocks from your portfolio
Part A – Individual Security Returns
1. Calculate Returns a) Calculate portfolio price returns for the homework period
2. Dividend reinvestment strategy
a) Calculate portfolio total gross returns for the homework period b) Calculate portfolio logarithmic gross returns for the homework period c) Are the results the same?
3. Plot a comparison of Total Price returns and Total Gross returns Part B – Portfolio Returns Use the same investment period and the same stocks 1. Create an equally-weighted portfolio (rebalance each quarter) 2. Create a value-weighted portfolio (rebalance each quarter)
a. Create weight pie charts for each quarter 3. Plot a comparison between the EW and the VW portfolios
Who We Are
We are a professional custom writing website. If you have searched a question and bumped into our website just know you are in the right place to get help in your coursework.
Do you handle any type of coursework?
Yes. We have posted over our previous orders to display our experience. Since we have done this question before, we can also do it for you. To make sure we do it perfectly, please fill our Order Form. Filling the order form correctly will assist our team in referencing, specifications and future communication.
Is it hard to Place an Order?
1. Click on the “Place order tab at the top menu or “Order Now” icon at the bottom and a new page will appear with an order form to be filled.
2. Fill in your paper’s requirements in the "PAPER INFORMATION" section and click “PRICE CALCULATION” at the bottom to calculate your order price.
3. Fill in your paper’s academic level, deadline and the required number of pages from the drop-down menus.
4. Click “FINAL STEP” to enter your registration details and get an account with us for record keeping and then, click on “PROCEED TO CHECKOUT” at the bottom of the page.
5. From there, the payment sections will show, follow the guided payment process and your order will be available for our writing team to work on it.
Need help with this assignment?
Order it here claim 25% discount
Discount Code: SAVE25