Portfolio Analysis

FIN323 Portfolio Analysis

Major Assignment

Autumn 2011

Marking Criteria | Marks awarded for quality of research, presentation, analysis, content, and style. |

Length | No more than 1,000 words |

Weight | 10% |

Assessment Due | 18 May 2011 (Wednesday in Session Week 11) |

Type of Collaboration | Individual Assessment |

Assessment submission | * A hard copy of the assignment should be placed in the assignment box outside the front-office of the School of Accounting and Finance located in level 3, building 40. * An electronic copy of the assignment must also be emailed to your tutor * This box will be removed at 5 pm on the due day. No assignment will be received after that time or under the office door. * Assignments handed in late will be penalised by a deduction of 20% for each day late (any late assignment should be submitted to the subject coordinator directly). * An acknowledgement email of receipt will be sent within 48 hours of the due date. |

Assessment return | Marked assignments will be returned in Week 13 tutorials. |

Plagiarism Cover sheet | Plagiarism will not be tolerated and will be dealt with in the most severe manner possible. I will expect that the assignment you submit will be entirely your own. Failure to do so may result in failure on this assignment or in the course.A Faculty of Commerce assignment cover sheet must be attached to the assignment. * This cover sheet can be obtained from the website: http://www.uow.edu.au/commerce/pdf/assignmentcoversheet.pdf |

Datasets Students must download the main spreadsheet files from Elearning: assignment_1.xls and data for Part 1.xls

Part 1 Evaluation of Passive Equity Funds

Passive equity management aims to replicate the returns of a benchmark index. The performance of the passive fund is judged on the basis of the fund’s tracking error. In this part, you need to calculate the annualised tracking error of three passive funds...