It is a requirement that you keep a photocopy of your problem set and a copy of the spreadsheets used.

Birkbeck College
Portfolio Management
Easter Assignment 2016
INSTRUCTIONS:
1. This problem set counts for 20% of the final mark for this course.
2. The problem set must be handed in by 6 pm on Monday, 4
th
April,2016; No
marks will be awarded if it is handed in after this date.
3. All assignments must be placed in the assignment box. This is located under the
student pigeon-holes on the 7th floor (opposite the main lifts). The assignment
box is accessible outside of office hours. Submissions will not be accepted via
email.
4. It is a requirement that you keep a photocopy of your problem set and a copy of
the spreadsheets used.
5. Attempt ALL questions.
6. Provide your answers in the Answer Booklet provided. This is in Word format to
enable you to edit the document to change box sizes etc. but you must maintain
the general format of the presentation. You may print the document and insert
your answers by hand but your handwriting must be clear and legible. Excessively
long answers will be penalised.

Q1. This question requires the use of a spreadsheet such as Excel. No values are to be
displayed with more than 2 decimal places. Rates may be displayed as percentages to 2
dec. places.
In this question assume the risk free rate is 0.015 = 1.50%.
Use the following link (ctrl click) to download the date and monthly Share Prices of
Easyjet Plc (EZJ.L) for the period 1-Jan-2010 to 31-Dec-2015. Use the Download to
Spreadsheet button below the Table of Prices to save your data to a spreadsheet. Data will
be presented in csv format. Save your file as an excel file. Then re-open your excel file.
Note: If the Date is in American format: mm/dd/yyyy then click on the top of the date column
to select the whole column; then right-click; select format cells; date and in the date window
select the format, 14-Mar-01. This will change the format of the dates in the whole column.
Ensure there are 72 rows dated from (most recent) 31-Dec-2015 to (oldest) 01-Jan-2010.
Select then delete all the columns except the date and Adjusted Close column. These will be
reversed later. Save your edited file.
https://uk.finance.yahoo.com/q/hp?s=EZJ.L&b=1&a=00&c=2010&e=31&d=11&f=2015&g
=m
Repeat the above using the link below to download the corresponding monthly Share Prices
of Aviva Plc (AV.L) for the period 1-Jan-2010 to 31-Dec-2015 in a separate tab or
spreadsheet. Ensure there are 72 rows dated from 31-Dec-2015 to 01-Jan-2010.Delete all
columns except the Adjusted Close column. Save your spreadsheet
Save your spreadsheet.

Instruction files

easter_assignment_2016.pdf(663,17 KiB)

Attention, Please note that you are not supposed to upload any files with additional pages (extra instructions) until Administration informs you on the payment receipt.