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Mn7022 assignment sep2021 22

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University of Leicester School of Business FINANCIAL ANALYSIS AND INVESTMENT MN7022 MSc in Finance Assessment 2021-2022 Deadline: 17th December 2021 by 3:00 PM-UK Time Word limit: 3500 words (+/-10%) Assignment Questions [All questions should be answered] Section1: [50% of Marks] [2000 Words (+/- 10%)] Critically discuss the Capital Asset Pricing Model (CAPM) the underlying assumptions, its validity, and the criticism against CAPM. Explain the proposed models by the literature as alternatives to the CAPM? Utilise arguments from the theoretical and empirical literature to support your discussions. Structure your answer for this question into three subsections: I) introduction; II) analytical and critical discussions; III) Conclusion Section 2: [50% of Marks] [1500 Words (+/- 10%)] Collect monthly prices for 7 (seven) stocks/assets of your choice for the last 10 (ten) years traded in a market (of your choice). Use the data to construct one portfolio (i.e. same stocks/assets). However, use it to generate three objectives the first is to maximise returns and the second is to minimise risk, the third is to maximise sharp ratio. In other words, same stocks three portfolio-scenarios/objectives one is profit maximisation and the second is risk minimisation, the third is maximising sharp ratio. For each scenario/objective report the annualised optimised portfolio weights, the expected returns, and risks in addition to any other necessary performance indicators. Report the weighted ...
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