Posted: March 26th, 2021
Passive Strategy Assignment | Homework For You
1. Design a passive strategy i.e. an index of the risk-free rate and a SRI stock market trading index in the country of your choice from at least 30 September 2010 to 30 September 2017. Calculate your passive returns each calendar year (i.e. or part thereof) over the period 30 September 2010 to 30 September 2017.
2. Design a diversified portfolio of 20 listed stocks; 10 SRI and 10 non-SRI (i.e. in the same country/exchange(s) as in 1 above; and equally-weighted at the beginning e.g. in 30 September 2010), that you will select as of 30 September 2010 and actively trade as of the period 1 October 2010 to 30 September 2017. You can trade any five stocks every quarter and 20 stocks in a year (i.e. or part thereof). Calculate your active returns each year (i.e. or part thereof) over the period 1 October 2010 to 30 September (e.g. see textbook, chapter 24). All calculations can be provided in worksheets/spreadsheets tables in appendices (e.g. or as an embedded file. Finance homework help