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Finance Investment Assignments solutions

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  • Course
  • Investments
  • Institution
  • Vrije Universiteit Amsterdam (VU)

This document contains answers to the investments assignments, with a detailed description of the answers. Please do not directly copy but use this as a guideline for your own answers p

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Document information

  • April 28, 2022
  • 8
  • 2021/2022
  • Case
  • Dr. lena tonzer, kirstin wacker & eva mynott
  • 8-9

Subjects

  • finance
  • investments
  • stocks
  • var
  • value at risk
  • volatility
  • return
  • beta
  • btm
  • covariance
  • put
  • call
  • npv
  • profitability
  • firm value
  • profit
  • vrije universiteit

Written for

  • Vrije Universiteit Amsterdam (VU)
  • Msc Finance
  • Investments
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Assignment 1 – Group
XX

, Question 1: Descriptive Statistics

Table 1: Data from Group 1 Stocks

AKZO KPN AH PHIL We computed the mean using the average function
Mean 0,001796 0,000626 0,003449 0,000858 and skewness using the skew function. For the
SD 0,011193 0,01479 0,024337 0,023192 standard deviation, we used the sample standard
deviation and for the kurtosis, the Kurt function.
Skewness 1,581494 0,136896 9,43765 -0,48651 For each descriptive statistic we used the row of
Kurtosis 9,200472 1,089989 125,6788 7,964279 the stocks above (separately).


Question 2: Risk Measures
Table 2: AKZO Stock Data
To calculate the Average Return of the stock, it was used the average of
all returns between February 1st of 1996 to January 31st of 1997. The
Volatility was calculated based in the sample standard deviation.

Table 3: Portfolio Risk Measures

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