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Risk Management and Investment Coursework Portfolio - Lab Report Example

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I looked at the allocation by the end of April and late October to tally with the beginning of bad months and the beginning of best months (Elton & Gruber 1995). I changed the…
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Risk Management and Investment Coursework Portfolio
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Download file to see previous pages I also limited the number of shares because of the fee charges that runs the portfolio. When the portfolio balance grew from the investment returns, I increase the number of shares and changed the investment of the contributions. After passing the initial phase, I planned to tweak the investment so that they spread across the portfolio’s stock. I also gave a concern on the number of shares that strikes a perfect balance between ease management and diversification (Fabozzi 1989). I settled on 10 portfolios because it was easy to manage. The allocation I employed is 20% for each stock. Going through the fund’s list, I avoided investing on unpredictable outcomes like future inflation.
Although the fund’s performance looks good, there still yet there exist many risks in this portfolio that needed to be cared. In this section, the fund’s risk analysis will described and discussed in the order as follows. Standard deviation is an indicator to measure the price’s fluctuation or the return’s volatility. A larger standard deviation means a larger volatility, which contains the bigger risk. As is shown in the overview of the investment fund, the largest standard deviation of price is 252.60 while the smallest is 2.77. Thus DGE is more risky than the others and the bond brings few risks to the portfolio. Moreover, the standard deviation of return ranges from 0.00213 to 0.0198. That demonstrates that PRU has the largest risks and the bond do few contributions to the risk of the fund. In sum, the assets with large standard deviation may prevent the fund’s aims to be achieved.
If the confidence level is 95%, then the maximum and minimum VaR of the assets are 415.49 and 4.5593, which means there is 5% chance in a day that DGE and GILT face a loss of over 415.49 and 4.5593. Meanwhile, the portfolio’s VaR is 74189974.39, which means there is 95% possibility that the fund will not suffer a loss more than 74189974.39 in a day. ...Download file to see next pagesRead More
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