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(1) One macro-enabled Excel file titled Lastname-Firstname.xlsm
(2) A (max) 5 to 6-page business-report (“paper”) – inclusive of a one-page executive summary – and a “technical appendix” (‘virtually’ no page limit) in a pdf file titled Lastname-Firstname.pdf
“Project 2(04) Guide and Excel-Template” [EXCELLENT RESOURCES FOR PROJECT 2, TEST 3, FINANCE]
Please download the following files:
• A Step-by-Step Guide to Project 2(04) [Video Presentation]
• Project-2(04)-Excel-Template [enable “Macros”]
o I have designed the Template so the user doesn’t have to use the McSim Excel-add-in.
“Portfolio Assets” [See the Guide and Template for details]
Each student (“CIO”) must have the following “assets” in a one-month-holding-period portfolio for February 2023:
• A Risk Free Asset
• A Synthetic Risky Asset (SRA) formed by combining the following risky assets:
o WTI Oil
o Three equities from CRSP: of these, two will be in the “final portfolio” and one will be “dropped” and ‘replaced’ by “Oil”
o One corporate bond from the Blackrock-IBHC-ETF. The Project-2(04)-Excel-Template assumes zero risk of default – feel free to “tweak” as you wish.
“Project 2(04): Objectives”
Construct four models of your Project 2(04) portfolio:
The Step-by-Step Guide to Project 2(04) [presentation] and Project-2(04)-Excel-Template [enable “Macros”] explain- demonstrate how to construct these four portfolios.
“Deliverables & Submissions”:
(1) One macro-enabled Excel file titled Lastname-Firstname.xlsm
Don’t just copy and re-use the Project-2(04)-Excel-Template. Add “value” by plots, measures of historical performance, “Categorical Analysis” (example: What is the probability that an equity’s return increase given that the “market” returns decreased), etc. Students whose “portfolio” numbers in the paper are at variance with the numbers in the Excel file may be potentially charged with an academic offense.
Submit Excel file through Quercus-project-2-excel-assignment tab
(2) A (max) 5 to 6-page business-report (“paper”) – including a one-page executive summary – and a “technical appendix” (‘virtually’ no page limit) in a pdf file titled Lastname-Firstname.pdf.
Address the business-report to the Board of Director
This is your opportunity to “make or break” Project 2 (and Test 3). Cross-check and review the Lectures/Tutorials/Chapters in conjunction with the Project-2(04)-Excel-Template. “Add Value” by, for example,
making a sensitivity table to show the impact of ???? ⋛ on the portfolio and in particular whether it results in a
leveraged portfolio; if you have a leveraged portfolio then describe the “mechanics” of investing; are you shorting/longing risky assets in the Synthetic Risky Asset; Did you check if “risky asset returns” have a normal distribution?
The paper should use have minimal jargon and contain salient results/methods; relegate “technical/tertiary” items to the Technical Appendix.
Submit “paper” through Quercus-project-2-paper-assignment tab and through Crowdmark- project-2-paper link (will be emailed to students).
“Normally, students will be required to submit their course essays to the University’s plagiarism detection tool for a review of textual similarity and detection of possible plagiarism. In doing so, students will allow their essays to be included as source documents in the tool’s reference database, where they will be used solely for the purpose of detecting plagiarism. The terms that apply to the University’s use of this tool are described on the Centre for Teaching Support & Innovation web site https://uoft.me/pdt-faq”
Too Tired? Too Anxious? Need More Time? We’ve got your back.