ANNOUNCEMENT
FTA is a team of teaching assistant who will work to assist the lecturers on two subjects, which are Advanced Managerial Finance (MKL) and Investment & Portfolio Management (MIP). To sustain and improve their team, FTA have considered to select new assistants. A month ago, FTA held selection process which is followed by nine applicants.
If you want to know who are the best applicants that suit our qualifications, find them by using simulation of optimal portfolio. Use the Single Index Model method to find the optimal portfolio of FTA. Here the data shown:
Risk free rate = 0.00183% per day
JKSE | DEAR | RNMR | DWTY | NVPS | TRPI | CTRA | DKAG | WLST | RMGY | |
Mean Return | 0.0005882 | 0.003206274 | 0.001343 | 0.003198825 | 0.00172719 | 0.001509 | 0.004105734 | 0.00015265 | 0.00021767 | 0.001549 |
s2i | 0.0003401 | 0.001243246 | 0.001217 | 0.004779395 | 0.00121512 | 0.001601 | 0.00627246 | 0.00057853 | 0.00166835 | 0.001079 |
ai | | 0.002976561 | 0.00054 | 0.002865478 | 0.00091275 | 0.000563 | 0.003921518 | -0.00033513 | -0.0007147 | 0.000755 |
bi | | 0.39052532 | 1.365114 | 0.566709229 | 1.38459587 | 1.607687 | 0.313178598 | 0.82925905 | 1.5850506 | 1.350482 |
s2ei | | 0.001191383 | 0.000584 | 0.004670182 | 0.00056319 | 0.000722 | 0.006239106 | 0.00034468 | 0.00081399 | 0.000459 |
sei | | 0.034516419 | 0.02416 | 0.068338728 | 0.02373161 | 0.026872 | 0.078988014 | 0.01856565 | 0.02853055 | 0.021423 |
For further information, the new FTA will be called by us as soon as possible.
CONGRATULATIONS!!
FINANCE TEACHING ASSISTANT 2011/2012
Welcome to the new journey!!
(CP: Mia 085624005674)
#FTA 2010/2011#
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