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

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 students 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.

o ETFs and SP500:

                  Daily closing prices for the 6 ETFs and the S&P500 for the period 30 Aug 23 – 30 Aug 24