25705 Financial Modelling and Analysis Spring session 2024 Assessment Task 3Matlab

Java Python Assessment Task 3

Financial Analysis Case Study & Presentation

(Individual)

25705 Financial Modelling and Analysis

Spring session 2024

General information and instructions

•    This assessment task accounts for 40% of your final grade.

•    You must complete this assignment on an individual basis.

•    Deadline: Thursday 14th  November 2024, 11.59pm AEST (Sydney time)

•    You need to submit via Canvas:

o The Excel workbook (.xlsx format only) with the calculations performed to answer Questions 1 through 6. The upload should be made in Question 8.

o A 3-minute video should be uploaded in Question 7 with your discussion about the three regression models and your conclusion on which model is the best to explain daily volatility.

•    All assignment-related queries must be posted on the Canvas discussion board. E-mail queries related to the assignment will not be entertained.

From prior experience, technical difficulties often can be traced back to student 25705 Financial Modelling and Analysis Spring session 2024 Assessment Task 3Matlab s trying to upload their work a few minutes prior to the deadline. Tip: do not wait until 11.55pm on the due date to submit your work via Canvas. Late submissions will receive zero credit unless a special consideration with valid reasons and documentation is filed.

Grading

•    Questions 1 through 6 will be graded automatically in Canvas

•    The video component and the workings in Question 7 will be marked based on the accuracy of the arguments.

•    The Excel work for all questions will be marked based on the efficiency and clarity with which solutions are produced.

•    Late submissions will receive zero credit unless a special consideration with valid reasons and documentation is filed.

Data

•    In the Assignment page on Canvas, you will find the workbook ETFs and Replica Portfolios.xlsx with the following 4 worksheets:

o Assets: Lists the 722 assets included in the ETFs by Name, Ticker, Industry and sector

o Asset Returns:

     Daily returns for the 722 assets for the period 1 Sep 23 - 30 Aug 24

o Weights: lists the assets included in each ETF and their weights in each of the four quarters, starting on 1 Sep 23, 1 Dec 23, 1 Mar 24, and 1 Jun 24