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Advanced Corporate Finance (A

Bharti Airtel Ltd. NTPC Ltd. Sun Pharmaceutical Ltd


Date Price Return Price Return Price Return
Mar-18 398.7 -6.97% 169.7 3.95% 495.1 -7.52%
Feb-18 428.55 -2.57% 163.25 -4.11% 535.35 -7.68%
Jan-18 439.85 -16.95% 170.25 -3.81% 579.9 1.53%
Dec-17 529.65 6.69% 177 -2.29% 571.15 5.78%
Nov-17 496.45 -0.15% 181.15 -0.06% 539.95 -2.34%
Oct-17 497.2 27.67% 181.25 8.24% 552.9 9.87%
Sep-17 389.45 -8.94% 167.45 -0.77% 503.25 4.59%
Aug-17 427.7 2.09% 168.75 2.77% 481.15 -9.50%
Jul-17 418.95 10.34% 164.2 3.30% 531.65 -4.33%
Jun-17 379.7 2.19% 158.95 -0.78% 555.7 10.79%
May-17 371.55 4.51% 160.2 -2.61% 501.6 -21.86%
Apr-17 355.5 1.56% 164.5 -0.90% 641.95 -6.71%

Mean 1.62% 0.24% -2.28%


Variance 0.0122 0.0013 0.0087
Standard Deviation 0.1057 0.0350 0.0895
Covariance 0.0024 0.0007 0.0018
Correlation 0.6480 0.2169 0.1865
Corporate Finance (ACF)
Portfolio (Weights) Returns Variance STDEVP
Bharti Airtel Ltd NTPC Ltd Sun Pharmaceutical Ltd Portfolio's
100% 0% 0% 1.623% 0.012 0.61%
50% 50% 0% 0.933% 0.003 0.17%
0% 100% 0% 0.244% 0.001 0.07%
0% 50% 50% -1.019% 0.003 0.13%
0% 0% 100% -2.282% 0.009 0.44%
80% 10% 10% 1.094% 0.008 0.39%
40% 30% 30% -0.036% 0.003 0.14%
20% 70% 10% 0.267% 0.001 0.06%
18% 70% 12% 0.189% 0.001 0.06%
30% 10% 60% -0.858% 0.004 0.21%
40% 25% 35% -0.089% 0.003 0.16%
55% 15% 30% 0.245% 0.005 0.23%
46% 17% 37% -0.056% 0.004 0.19%
2.000%

1.500%

6; 1.0
1.000% 2; 0.933%

0.500% 8;3;0.189%
0.267%
9; 0.244%
12; 0.245%
7;11;
-0.036%
-0.089%
0.000%
0.00% 0.10% 0.20% 0.30% 0.40%
13; -0.056%
-0.500%

10; -0.858%
-1.000% 4; -1.019%

-1.500%

-2.000%

-2.500%

Col umn K
1; 1.623%

6; 1.094%

0.245%

0.30% 0.40% 0.50% 0.60% 0.70%

858%

5; -2.282%

Col umn K

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