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FINANCE ASSIGNMENT
Question:
The assignment is an individual report on investment strategy for a small fund. You are the portfolio manager of a UK-based fund and have to build a small portfolio. The fund should be a balanced portfolio of equities and bonds and should include equities from 4 companies and 4 bonds (government or corporate debt securities). You are borrowing £1,000,000 for four weeks at the rate LIBOR + 2.5% (annual quote). Your objective as portfolio manager is to produce a fund that should deliver an annualised return of 15%. The holding period is 4 weeks (beginning and end of investment to be decided by the fund manager). Trading is allowed during the holding period (transaction costs are assumed to be zero). No short-selling nor use of other funds allowed.
Part 1A) By undertaking fundamental analysis of company shares select at least two
equity sectors that you expect to perform well in the coming 4 weeks. Within each sector, on the basis of your analysis (qualitative as well as quantitative such as company news, current and expected P/E ratios, EPS, Dividends, return and sales forecasts, etc.) select 2 companies that you expect to outperform the equity market. By undertaking fundamental analyses on government and corporate bonds (government debt, expectations on credit rating, changes in yield, duration, convexity) select 4 debt securities that you expect to perform well in the coming month. (Marks allocated: 40%)
allocation (% of capital allocated to each asset within the portfolio)(Marks allocated: 10%)
C) Select a benchmark index against which to compare your results at the end of the investment period. (Marks allocated: 10%)
Part 2
Monitor the performance of the portfolio on a weekly basis. In terms of fundamental factors explain reasons for the changes you are observing. Critically evaluate the performance of your portfolios against the performance of the selected benchmark by using the Sharpe ratio, Treynor ratio or Jensen’s Alpha. (Marks allocated: 30%)
Part 3
Conclude and explain the divergences you observe between your portfolio and the benchmark in terms of passive or active management theories and concepts.
(Marks allocated: 10%- no more than 200 words)
Format:
An Excel spreadsheet (labelled with your student number), containing performance data or used for all calculations where necessary
Answer all three questions in this coursework and present your investment plan and findings in a professionally formatted report.. The report is 1500 words (±10%), with size 12 font and 1.5 line spacing for the main text.
List of References should be included if any materials were cited in the report, following the Harvard Referencing Style. Appendixes may be used where necessary to include data.
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