Measurement of risk and return in investing

Measurement of Risk and Return in Investing (110 points)

Complete the following problems:

• Problem 6-1: Standard deviation
• Problem 6-2: Holding-Period Return
• Problem 6-3: Holding-Period Gain SAR and Return
• Problem 6-4: Capital Asset Pricing Model
• Problem 6-5: Security Market Line
• Problem 6-6: Required Rate of Return CAPM
• Problem 6-7: Expected Return, Standard Deviation

Download Module 6 assignment instructions.    

Complete the problems in an Excel spreadsheet. Be sure to show all  your work on the Excel spreadsheet to receive credit; no hard keys.

Required

• Chapter 6 in Foundations of Finance – The meaning and  measurement of risk and return
• Ben Rejeb, A., & Arfaoui, M. (2019). Do Islamic stock indexes outperform conventional stock  indexes? A state space modeling approach. European Journal of Management and Business Economics, 28(3), 301-322. 
• Jebran, K., Chen, S., & Tauni, M. Z. (2017). Islamic and conventional equity index co-movement and  volatility transmission: Evidence from Pakistan. Future Business Journal, 3(2), 98-106. 
• Chapter  6 PowerPoint slides  in Foundations of Finance – The  Meaning and Measurement of Risk and Return
• Rafay, A., Gilani, U. J., & Izhar, M. A. (2017). Investigating  the Performance of Islamic Mutual Funds: Evidence from an Emerging Economy. City University Research Journal,  7(2), 234-241. Retrieved from https://ssrn.com/abstract=2997085