In Part 1 you will complete three questions that look at asset return and risk, mean-variance optimisation and asset pricing models. Computations are to be done in EXCEL, but the solutions are to be pasted into Word and formatted for submission.

This order will have two parts, excel and word（3 questions in “S2022AssignmentPart1_Questions）, please upload them separately (according to the requirements in the “Requirements” doc)
Part 1 of the Assignment it to be completed individually. In Part 1 you will complete three questions that look at asset return and risk, mean-variance optimisation and asset pricing models. Computations are to be done in EXCEL, but the solutions are to be pasted into Word and formatted for submission. You need to provide explanations and discussion in your own words of your work and answers. Please note that it is your responsibility to familiarise yourself with Excel, although certain examples will be illustrated in class, Excel is not taught as part of this subject.

A softcopy of the assignment must be submitted online on Canvas by 5.00pm Friday 16th September 2022. Late submissions will not be accepted. Your Assignment will only be marked if you attach the cover sheet below to the front of your Assignment and write your student number, name and sign the cover sheet.

Part 1 of the Assignment is designed to mimic actual tasks of an equity portfolio/fund manager. Therefore, real market data from the Australian Securities Exchange (ASX) is used. General comments will be posted on Canvas after the Assignments have been marked, typically within two weeks of the submission date, to address issues that are common to most of the submitted Assignments. Individual comments will be written on each of the submitted assignments.

Below are the Assignment Part I Questions, Assignment Cover sheet and Excel data set. If any parts of your assignment are found to not be your own work or contain sentences that are identical or similar to those in assignments submitted by other students; on a solution or feedback sheet provided to students in a previous semester; or copied from a source and not correctly referenced, a breach of Student Rule 16.2.1(1) http://www.gsu.uts.edu.au/rules/student/section-16.html) will have occurred. This breach will be reported to the University as Academic Misconduct and you will receive a mark of zero for the assignment.
Assignment Part 1
S2022AssignmentPart1_Questions.pdf Download S2022AssignmentPart1_Questions.pdf
ESG_ ESG momentum is suddenly stoppable.pdf Download ESG_ ESG momentum is suddenly stoppable.pdf
Stick with ethical investing despite the speed bumps.pdf Download Stick with ethical investing despite the speed bumps.pdf
Assignment Part I Cover Sheet
S2022AssignmentPart1Cover sheet.docx Download S2022AssignmentPart1Cover sheet.docx

Excel Data Set
AssignmentPart1Data_2022Spring.xlsx Download AssignmentPart1Data_2022Spring.xlsx
Useful suggestions on writing an assignment can be found in The UTS Business School Writing Guide. UTS Business writing guide 2020_0.pdf
Notes
Please complete according to the criteria in the “grading rubric”
All citations must be academic and within 10 years

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