परियोजना का विवरण
Determine the optimal portfolio of securities (February 2005; February 2006) for the investor, whose main goal is to obtain a guaranteed stable income, from the following shares of OJSC: Vozduhoflot (5 years of work on the market), Traveler (3 years of work), Oil Producer (6 years of work), Beginner Restaurateur (1 year of work) and Living Chicken (2 years of work) for the next year. Main information: Annex 2. Additional information: this year, compared to last year, OJSC "Traveler" has divided its shares by 2.5 times; OJSC "Oilproducer" reduced the amount of dividends by 2 times.; "Beginner restaurateur" did not pay dividends at all, but at the same time absorbed JSC "Live Chicken"; OJSC "Vozduhoflot" one of the aircraft was seriously damaged during landing (passengers were not injured). Over the past year, the overall level of interest rates increased by 0.25. Note: there is no correlation between risky securities; the implementation of “short sales” is permissible; the calculation of the optimal portfolio in an analytical form is understood as: 1) calculating the optimal portfolio with minimal risk, 2) calculating the optimal portfolio of maximum efficiency; market risk is taken as portfolio risk (rp), the return on the market portfolio (mp) is taken as the return on the market portfolio, the return on the risk-free security is taken as 6%.
अन्य / विविध ई-धन
