Экономичкеское задание по статистике на англ языке

Task 2 Using the most recent 2-year price series of 5 Russian stocks in rubles data you obtained in Home Assignment #1, now also obtain the data of the MOEX index for the same period, a) Calculate the daily returns of these stocks and their descriptive statistics. b) Calculate the variance-covariance and the correlations matrices of the returns of these stocks, including the index. c) Calculate the beta coefficients of these stocks, including that of the index and interpret your results. d) Calculate the risk adjusted returns of these stocks and interpret your results (assume a risk free rate of 0.002% daily). e) Assuming you invest equally in each stock, obtain the expected return and the standard deviation of a portfolio built only with these 5 stocks. f) Using the average returns and the standard deviation of the returns obtained in task a, calculate the asset allocation of the optimal portfolio if optimizing by maximizing the expected risk adjusted return. [Hint: Use the Solver function in excel setting the desired objectives. Don’t forget to set the appropriate restrictions] g) What do you conclude about your findings about the optimal portfolio? Does it improve the expected risk adjusted return? Is it better to invest this way or in all five stocks equally? Present your findings with pie charts of both portfolios and a detailed comparison table of both portfolios. h) Assume your company has 10 million rubles to invest and is considering investing in the Russian stock market among other possible investment opportunities. Use a Monte-Carlo simulation (with 1000 iterations) of the portfolio you recommend in d) and calculate the simulated expected value and standard deviation of this portfolio. In no more than 150 words, comment on your simulation findings. [Recommendation: A histogram of the simulated distribution, with its interpretation, is always good to show to your boss, in addition to the key values calculated] Task 1. Your company is a retail business and has 3 locations in Russia. Attached to this assignment, you will find the monthly income statement of your company for the first three months of the current year by location. Due to the current political situation, sales are expected to continue declining. Your analysis presumes a 10% decline of units sold for the whole year, from a total of 2970 units sold last year. Moreover, inflation has increased in Russia, and you may be tempted to suggest an increase in the price of your product, but doing so may drive the sales to decline even further. The smallest location started operations in January of the current year, and you have estimated that in order to keep the store open, this store has to make at least an average of 45 million rubles per month in net profits, as this is the amount of profits the shareholders require. a) Estimate the units to sell in each of the remaining months by each location. b) Estimate the net profits in each of the remaining months by each location. [Hint: Use the Goal Seek function in excel to solve the problem with the third location] c) Make a consolidated Income Statement per month and a totalized Income Statement for the year. d) Calculate the standard deviation of the net profits as a function of the net profits per location. e) In no more than 150 words, what do you conclude to the management of your company about your findings? Present your financial findings in a clear table and a combined chart with the net profits bars and units sold trend lines. f) In no more than 150 words, what can you suggest to the management of your company to overcome the decline in sales problem, while keeping the minimum required net profits in the new location?