Portfolio Management


Portfolio Management

1 Faculty of Business and Law 2016 – 2017

Module No: 352FIN MODULE TITLE: Portfolio Management

Coursework [Contributes 25% to total module mark]

Complete the following task individually using a report format. You should not use more than 2500 words. Using at least two shares from FTSE 100 components, create an investment portfolio for a risk-averse investor, and another portfolio for an investor with relatively high risk tolerance. Outline in a report the choice you made in creating these portfolios, and discuss the underlying portfolio theory. Compare and contrast the two portfolios in terms of return and risk. Choose appropriate portfolio performance measures to evaluate the two portfolios. You may assume that all investors and investments are based in the UK. You are required to use the year January 2015 – December 2015 for your daily data. Submission by 23.55 on date: 05/12/16 This assignment must be submitted, with a coursework cover sheet, to Turnitin via the module web (CUOnline, following the link provided there) by 23.55 on 5th December 2016. Students MUST keep copies (electronic file also) of their assignment. The electronic version of your assignment may be used to enable checks to be made using anti-plagiarism software and approved plagiarism checking websites. Word Length (2500 words at maximum). Any penalties for not complying with word limits will be in accordance with University and Faculty policy. Word count should be shown on the cover sheet. The tables, graphs, and reference will not be part of the word count. Assessment Criteria The marking criteria are indicative to the elements that one might wish to address in your report.1) Selection of assets & portfolio allocation must be clearly stated and justified. 2) Modern portfolio theory and relevant concepts should be applied, discussed and explained. 3) Explanation of the criteria used to make such a set of choices should be clearly discussed and their limitations considered. 4) Any limitations of the approach you have used to create your portfolio should be considered. Marks will be given for clear explanations of each step and element of your decisions in your report. Justification for each assumption and decision is encouraged. The calculations or spreadsheet should be appended to the back of the document. This does not count in the word count. You should look to demonstrate your understanding of the concept of portfolio construction, risk aversion and associated concepts along with the limitations of such an approach. Return of Marked Work Marked work available on Turnitin. You can expect to have marked work returned to you within 2 weeks after the submission date. 2 PLAGIARISM WARNING! – Assignments should not be copied in part or in whole from any other source, except for any marked up quotations, that clearly distinguish what has been quoted from your own work. All references used must be given, and the specific page number used should also be given for any direct quotations, which should be in inverted commas. Students found copying from the internet or other sources directly will get zero marks and may be excluded from the university. Note: Please make sure that your ID number and the module number appear on the actual coursework assignment as well as on the cover sheet that you attach to it. For large modules with multiple seminars, your Seminar Group or Tutor’s name must be clearly shown, to ensure that your assignment goes to the correct person for marking. (Put the class day and time if you cannot remember tutor’s name).

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