NMIMS ASSIGNMENTS -Arunima, Nishita, Shanaya and Komal are homemakers

NMIMS ASSIGNMENTS-NMIMS APRIL 2019 3RD SEM PGDFM READY

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Capital Market and Portfolio Management

1. From the following information rank the mutual funds using Treynor ratio, if risk free rate of interest is 8%.

Mutual Funds

Rp(Return)

Standard Deviation

Correlation coefficient with market

MF1

22%

25%

0.6

MF2

24%

17%

0.5

MF3

15%

11%

0.45

Market

20%

23%

2. Calculate the return as per CAPM for each of the company's stock and identify and advice accordingly whether they are under-priced, overpriced or correctly priced. (Returns of T- Bill is 8%.) (10 Marks)

Stock

Expected Return

Beta

Infosys

24%

1.7

HUL

20%

1.4

Reliance Industries

15%

1.1