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Q1:M107 Asset Pricing Coursework There is a choice of 5 coursework questions with a total opportunity of earning 100 points: 25 marks are awarded for attempting each of the first 4 questions, and 50 marks awarded for attempting Question 5. There are therefore two options: • answer the first 4 questions, or • answer question 5 and pick two questions from the previous 4. You may use various sources for corporate information. You have use of LSEG Refinitiv workspace which is likely to be the most useful platform for these assessments. Use of Python is also encouraged and details of how to use python are provided throughout the course. Coursework Questions 1. Build an efficient frontier using Python-25 points ➢ Subsection 1: select 5 companies, pull their historical prices over the period of 2010-01-01 and 2022-12-31 from Yahoo Finance or LSEG Refinitiv Workspace, and calculate their annualised return and volatility for the period. > Subsection 2: build the efficient frontier using 2000 simulations. > Subsection 3: specify the maximum Sharpe ratio portfolio (assuming a risk-free rate of 3%), report the weightings of each company in that portfolio and explain whether you would invest your money in this portfolio in the real world and why? 2. Equity CAPM - asset pricing theory/data run regression analysis- 25 points ➢ Subsection 1: define the CAPM and explain its primary purpose in the field of finance. Include the key components of the CAPM equation and their significance in evaluating the expected return of an asset. ➢ Subsection 2: Select 2 US companies from different industries and pull their historical daily prices over the past 10 years, 10-year yield (as risk free rate) and the daily historical prices of S&P500 from Datastream into excel. Run an OLS regression and interpret the estimated intercept and coefficient. ➢ Subsection 3: Critically evaluate the assumptions made in the CAPM and discuss their relevance in the real-world for investment decision-making. Highlight potential shortcomings of CAPM when applied to practical investment scenarios in both and active and passive portfolio management. 3. Option pricing - 25 points > Subsection 1: price the below European Call option using the Black-Scholes option pricing model using the following information: · Current Stock Price (So): $100 · Strike Price (K): $110 . Time to Expiration (T): 6 months (0.5 years) · Risk-Free Rate (r): 5% (expressed as a decimal) · Volatility (o): 30% (expressed as a decimal) Just as you are about to finalize the option price calculation, breaking news arrives that could potentially impact the stock's volatility. The news indicates that the company will be releasing a highly anticipated product within a week. As a result, there is a sudden surge in investor interest, and the market sentiment becomes more optimistic, leading to an increase in expected stock price movements. Reassess the option price calculation, taking into account the increased volatility. Assume that the new volatility value is 40% due to the upcoming product release > Subsection 2: plot the profit and loss diagram for short strangle and explain whether such strategy is positive or negative delta, gamma, theta, and vega > Subsection 3: in a covered call strategy (where you short a call option while owning the underlying stock), explain the importance of time to expiry in choosing which call option to short (assuming everything else remains equal) 4. Bond valuation - 25 points ➢ Subsection 1: A US Treasury 2.5% coupon bond maturing 15 August 2030 is trading at a clean price of 98-033/4 for value date 2 September 2023. The bond pays a semi-annual coupon on an actual/actual basis. What is the dirty price of the bond? ➢ Subsection 2: calculate the yield to maturity (YTM) and DV01 for a hypothetical bond with 10 year to maturity, 2% annual coupon, face value of $100m, and current dirty price of $75,206,268. Explain what DV01 implies. > Subsection 3: there is a 1-year project that starts in a years time. Your analysis shows that at the end of the 1 year investment, this project generates an 10% return on investment. You need to fund this project, you need to borrow from the debt market where the 1-year is 5% and 2-year rate is 8%. How would use this info to decide whether to invest in this project or not. 5. Investment case - 50 points > Imagine you are an Asset Manager, and you are tasked with producing a valuation/buy case for a FTSE 100 company for your investors. > Choose a company from the FTSE100 Index and write a 2,500-3,000-word investment case which contains the following: o A description and analysis of the business, its business sector, peer group and competitors. o Its geographical position and geopolitical strengths or vulnerability. o Detail your valuation of the company. Include analysis of the revenue profile, earnings, balance sheet, cashflow, capital allocation, management statistics, product range, DCF/Relative valuation etc. o Explain why you would buy this company. o Include graphics, technical analysis or other, to support the investment case. o Explain the corporate risks and how these could be mitigated.See Answer
Q2:Agenda · Today we are going to: . Discuss the plan for the REIT Pairs group projects . Go over this year's pairs, and the material that is available from blackboard and other sources to get you started on your analysis · Assign students to teams, and have each team pick a REIT pair • • • • Class Structure: Presentation Weeks · Two teams per class · Class split in two slots, approx. 1h 15 minutes each · Each slot is organized as follows: · Class discussion on asset class/sector for the REIT pair (10/15 min) . Team members present their analysis (approx. 40 min) · Clarifications questions are allowed during the presentations . The presentation is followed by class discussion on the team's analysis and recommendation · I will take attendance at the beginning of every class Deliverables: · Team Presentation Slides: Due on presentation day • The presentation should contain: • (Brief) Asset class/sector overview • Qualitative description of the two REITs, focused on risks and opportunities · Overview of quantitative analysis (Excel Model + Multiples) · Recommendation (which REIT to overweight/underweight, or maintain current weights) · Excel Model for REITs pair: Due on presentation day; adjustments possible after presentation · Memo with synthesis and recommendation (2 pages) Team Members Evaluation · After the last class meeting, I will hand you a survey in which you can offer feedback on your team members · Please ... be professional when working with your peers! · Consider your team as a "mock" corporate environment Overview of Information Sources • I have posted reports from Greenstreet on each sector and individual REIT, they are in the folder REIT Pairs on blackboard · While there are reports for all sectors, comprehensive Greenstreet outlooks for 2023 have not yet been published for a couple of sectors; I will post them when/if they become available . You can access the 10-Ks of the individual REITs on their websites, usually in the investors' relations section Overview of Information Sources . Listen to recent earnings calls, they bring to the spotlight a lot of subtle information that is frequently lost in the 10-Ks notes; they also give you a sense of how the REITs management thinks of their business · Read news in the financial press covering your REITs, listen to management interviews · www.reit.com has also additional information on individual REITs and asset classes/sectors . S&P Capital IQ can also be useful, but the information available there overlaps with the other sources discussed above Sector Overview in the Presentation . Keep the sector overview in your presentation short! • We have a pre-presentation class discussion on the sector · Trends and other sector information is available from Greenstreet . Focus your sector overview on factors that influence your analysis of, and decision on, the pair . Or offer unique insights that are not already discussed in the Greenstreet reports REIT Pairs . Let's now review the REIT pairs for this year · We have a broad choice of asset classes: multifamily, office, retail, manufactured homes, healthcare, gaming (and lodging), self-storage, and data centers · For each pair, I will give some context, and discuss how "close" the is pair, based on the REITs characteristics · "Very Good matches" are likely the easiest to analyze, since REIT characteristics are very similar; however, these might also be the pairs for which it is hardest to make a recommendation · "Acceptable matches", have some differences, which you need to ponder in your analysis; while harder to analyze, these pairs may offer interesting spread trades EQR and UDR: Multifamily (1) Very Good Match Equity Residential and UDR Inc. • • Characteristics: • 5-year Returns correlations. 93% . Mkt Cap. EQR: $23.4 Billion, UDR: $12.5 Billion · Leverage. EQR: 19%, UDR: 25%; for both debt is mostly unsecured, fixed rate, long maturity · Asset Mix. EQR (66% A-Class), UDR (39% A-Class) · Locations. EQR: (LA, Boston, Seattle, NY, Virginia, SF), UDR: (Boston, Orange County, Dallas, Virginia, NY, Seattle) · Private Mkt Cap rates. EQR: 5.5%, UDR: 5.6% Let's Organize the Teams! I believe this is a solid line-up of potential bets: . In total, the pairs account for 24.3% of the benchmark portfolio · Combined, you can achieve a maximum active weight of 15.7% Let's get down to business, we have 10 pairs for 10 teams: . Let's first revies students' assignment to teams · You can then discuss your preferences with your teammates . And finally, in turn, each team will pick a pair The Excel Valuation Model . The last topic we need to discuss in class is the valuation model · Uses both FFO and NAV analysis, plus assumptions on growth, to produce future price estimates and IRRs for REITs. . I will make the model available on blackboard in the next couple of days, and I am happy to start discussing some of the mechanics with teams 1 and 2 · Extensive discussion of the model will be next week · By next week, start reviewing the information related to your pair: · Go over what is on blackboard . Download the REITs 10-Ks · Look into recent news, listen to earnings calls, etc.See Answer
Q3:IN APA FORMAT; MINIMUM OF 350 words The easiest way to forecasting earnings is linear extrapolation: gathering the historic financial data and deriving a growth rate (CAGR) for any line on the income statement (sales, gross profit, operating profit, net income etc). If historically profit ratios have been constant you can just forecast sales and derive the rest as a percentage of sales. Companies could then monitor competitors to confirm profit margins are close to industrial average. A more comprehensive way is understanding the product, assess the macro environment (GDP growth) and the prospects of that market. Can the company increase market share? Do a Porter analysis. Break down the income and expense components of the earnings and see how each item can change in the future (e.g. a cheese factory needs to buy and store milk, what volumes can it support using existing assets?). Management must create a model for what drives the company. Forecasting each "moving part" of the company with forward looking quantitative and qualitative justifications is more reliable than just applying a flat rate based on historic performance. In summary company valuation should include meeting with management and visiting the company unless everything is available and can be researched from your computer. What are your thoughts on this summary of forecasting earnings? Why would we want to forecast a company's earnings? How would managers and investors use this information? Which of these approaches do you agree with? Which ones do you think would be of little value and why? Your critical response should have a minimum of two sources published in the last 12 months which should be used to support the content within the postings, proper in-text citations. Your responses should be professionally written and correctly formatted references should be prepared consistent with the APA. The list of references should be physically positioned at the end of the postings.See Answer
Q4:Which of the following factors could explain why Regal Industrial Fixtures had a negative net cash flow provided (used) by operations year, even though the cash on its balance sheet increased? a. The company repurchased 20% of its common stock. b. The company sold a new issue of bonds. C. The company made a large investment in new plant and equipment. X d. The company paid a large dividend. Oe. The company issued preferred stock. ⒸSee Answer
Q5:Which of the following would be most likely to occur in the year after Congress, in an effort to increase tax revenue, passed legislation that forced companies to depreciate equipment over longer lives? Assume that sales, other operating costs, and tax rates are not affected, and assume that the same depreciation method is used for tax and stockholder reporting purposes. O O O O a. Companies' reported net incomes would decline. b. Companies' net operating profits after taxes (NOPAT) would decline. Companies' physical stocks of fixed assets would increase. d. Companies' free cash flows would increase. * e. Companies' cash positions would decline. C.See Answer
Q6:Which of the following statements is CORRECT? a. If Apple issues additional shares of common stock through an investment banker, this would be a secondary market transaction. O b. If you purchased 100 shares of Apple stock from your sister-in-law, this would be an example of a primary market transaction. OC. The IPO market is a subset of the secondary market. Od. Only institutions, and not individuals, can participate in derivatives market transactions. e. As they are generally defined, money market transactions involve debt securities with maturities of less than one year. XSee Answer
Q7: There is two parts too chapter 7 First partis here Second part will be in next order Part one haves 76 questions in total Part one 76 due feb 14th 2 pm EST TIME Chapter 07: Assignment - Asset Pricing Models 1. Problem 7-01 BE Problem 7-01 Assume that you expect the economy's rate of inflation to be 2 percent, giving an RFR of 6 percent and a market return (RM) of 13 percent. a. Choose the correct SML graph under these assumptions. The correct graph is-Select- ✓ A. B. eBook B. C. -Select- graph A graph B Rate of Return graph C graph D 0.22 0.21 0.18 0.16- 0.14 0.12 0.1 0.08- RERa 0.06 0.04 0.02 Chapter 07: Assignment - Asset Pricing Models 0.04 + 0.02 Rate of Return RF Ra 0.22 0.2 0.18- 0.16- 0.14 0.12 0.11 0.08 0.06 0.04- 0.02 Security market Line Data of Daturn t SMLa Security market Line Systematic Risk (Beta) Security market Line SMLa Security market Line Systematic Risk (Beta) Systematic Risk (Beta)) Chapter 07: Assignment - Asset Pricing Models D. C. D. A Rate of Return RF Ra Chapter 07: Assignment - Asset Pricing Models Rate of Returni RF Ra 0.22 0.2 0.18 0.16 0.14 0.12 0.14 0.08 0.06 0.04 0.22+ 0.2 0.18+ 0.16+ 0.14 0.12 0.1- 0.08 0.06+ 0.04 0.02 0.02 I I Security market Line Security market Line Security market Line SMLa 1 SMLa Security market Line Systematic Risk (Beta) Systematic Risk (Beta) Systematic Risk (Beta) b. Subsequently, you expect the rate of inflation to increase from 2 percent to 4 percent. What effect would this have on the RFR and the RM? A change in risk-free rate, with other things being equal, would result in a new SMLь, which would intercept with the -Select- ✓axis at the new risk-free rate and -Select- parallel to the original SMLa. -Select- vertical horizontal Choose the correct SML graph. The correct graph is-Select- ✓ Systematic Risk (Beta) ✓ be Chapter 07: Assignment - Asset Pricing Models 0.12 -0.1 0.08 0.06+ 0.04 + 0.02 A. RFRa Systematic Risk (Beta) b. Subsequently, you expect the rate of inflation to increase from 2 percent to 4 percent. What effect would this have on the RFR and the RM? A change in risk-free rate, with other things being equal, would result in a new SML, which would intercept with the -Select- ✓axis at the new risk-free rate and -Select- parallel to the original SMLa. -Select- would would not Choose the correct SML graph. The correct graph is -Select- Rate of Return turn Chapter 07: Assignment - Asset Pricing Models A. The correct graph is -Select- ✓ -Select graph A graph B Rate of Return graph C graph D Systematic Risk (Beta) b. Subsequently, you expect the rate of inflation to increase from 2 percent to 4 percent. What effect would this have on the RFR and the RM? A change in risk-free rate, with other things being equal, would result in a new SML, which would intercept with the -Select- ✓axis at the new risk-free rate and -Select- ✓ be parallel to the original SMLa. Choose the correct SML graph. RFRb RFRA 0.22 0.21 0.18 0.16 0.14 0.12 0.14 0.08 0.06+ I 0.04 Security market Line 0.02 Security market Line 1 SMLb SMLa ✓ be Systematic Risk (Beta)) X Chapter 07: Assignment - Asset Pricing Models B. Rate of Return I C. RFRb RFR₂ 0.22 0.2 0.18 0.16 0.14 0.121 0.1 0.08 0.06 0.04 0.02 Chapter 07: Assignment - Asset Pricing Models Rate of Return I 0.221 -0.2 0.18+ 0.16 RFRb=RFRa 0.14 0.12+ 0.1- -0.08 Security market Line 0.06+ 0.04+ 0.02- SMLb SMLa Security market Line SMLb SMLa Systematic Risk (Beta)) Systematic Risk (Beta) Systematic Risk (Beta) Systematic Risk (Beta)See Answer
Q8:13. You observe the yields of the Treasury securities in the following table (all yields are shown on a bond-equivalent basis). Yield to Maturity (%) 5.25 5.50 5.75 6.00 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 9.50 9.75 10.00 Year 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 6.5 7.0 7.5 8.0 8.5 9.0 9.5 10.0 All the securities maturing from 1.5 years on are selling at par. The 0.5- and 1.0-year securities are zero-coupon instruments. a. Calculate the missing spot rates. b. What should the price of a 6% 6-year Treasury security be? c. What is the 6-month forward rate starting in the sixth year? Spot Rate (%) 5.25 5.50 5.76 ? ? ? ? ? ? ? 7.97 8.27 8.59 8.92 9.25 9.61 9.97 10.36 10.77 11.20See Answer
Q9:They Dong (ook Of Emp 5. In the May 29, 1992, Weekly Market Update published by Goldman, Sachs & Co., the following information was reported in an exhibit for high-grade, tax-exempt securities as of the close of business Thursday, May 28, 1992: cause Maturity (years) 1 3 5 10 30 a. What is meant by a tax-exempt security? b. What is meant by high-grade issue? Yield (%) 3.20 4.65 5.10 5.80 6.50 c. Why is the yield on a tax-exempt security less than the yield on a Treasury security of the same maturity? d. What is the equivalent taxable yield? e. Also reported in the same issue of the Goldman, Sachs report is information on intramarket yield spreads. What are these? Yield (%) as a Percentage of Treasury Yield 76.5 80.4 76.4 78.7 82.5See Answer
Q10:2. The yield spread between two corporate bond issues reflects more than just differences in their credit risks. What other factors would the yield spread reflect?See Answer
Q11:1. The following are U.S. Treasury benchmarks available on December 31, 2007: On the same day, the following trades were executed: Based on the above, complete the following table: Time Warner Cable Inc. McCormick & Co. Inc. Goldman Sachs Group Inc. Issue Issuer TWC 6.55 05/01/2037 MKC 5.75 12/15/2017 GS 5.45 11/01/2012 US/T 3.125 11/30/2009 US/T 3.375 11/30/2012 US/T 4.25 11/15/2017 US/T 4.75 02/15/2037 Yield (%) 6.373 5.685 4.773 Treasury Benchmark Issue 3.133 3.507 4.096 4.518 TWC 6.55 05/01/2037 MKC 5.75 12/15/2017 GS 5.45 11/01/2012 Benchmark Spread (basis points) Yield (%) 6.373 5.685 4.773 Relative Yield Spread GSee Answer
Q12:2. Computer assignment: • Using the spreadsheet "homework1.xls" calculate the following: 1. actual price change for yield/interest rate changes ranging from -7% to +6.5%. 2. estimated price change from duration. 3. estimated price change from convexity. 4. plot all three on the same graph. • The first spreadsheet for a 10-year bullet bond making 20 semiannual coupon pay- ments has been done for you. The formulas are all in the spreadsheet. - Specifics: 10-year, 14% coupon bond with semiannual coupon payments, FV=$10,000 and yield-to-maturity of 14% (i.e., at par). • The second spreadsheet for a 10-year barbell bond is for you to complete. There are many fewer cashflows here since the barbell bond only pays coupons in year 1 (periods 1 and 2) and year 10 (periods 19 and 20). - Specifics: 10-year bond with coupon of 60% in year 1 and 60% in year 10, with no coupon payments in between (e.g., a barbell), FV=$10,000 and yield-to-maturity of 9.8%. • I have done most of the work for you. The charts/graphs will automatically be updated and the interest rate changes are provided. Also, the forumulas from the bullet bond spreadsheet can be used for the barbell bond, BUT make sure you use the appropriate cash flows for the barbell bond. This exercise will give you practice on computing duration and convexity and using it to estimate price changes of bonds. (hint: to be sure you are calculating things correctly, the duration on the barbell bond should be about the same as the bullet bond). To be turned in: 1. A copy of the spreadsheet and graph for the barbell bond. 2. Answer to the following question: Why does the barbell bond have a higher price than the bullet bond when they have roughly the same duration (i.e., same senstivity to the level of the interest rate)? For fun: Try to play around with the numbers in the spreadsheets to give yourself practice and intuition for bond pricing and sensitivity to interest rate changes and yields./nSee Answer
Q13:a. Present the Capital Asset Pricing Model (CAPM). Estimate the CAPM model using the data for the asset you have chosen. Report and discuss the results and whether you believe the estimate you have obtained is appropriate. (20 marks) b. Test the hypothesis that the asset is in equilibrium. Present the testing procedure, report the result of the test, and discuss the decision you take. Assume you hold a portfolio. Would you buy the asset under examination if your aim is to make the portfolio you hold risk neutral? Discuss. (20 marks) c. Present and discuss the Fama and French (1993) three factors model. Estimate the Fama and French (1993) three factors model using the data and discuss the results. (20 marks) d. Compare the results for model under question (c) with those from the model under question (a). What is the preferred model, and why? Discuss. (20 marks) e. How do you deal with the presence of an important event in the data (for example, a financial crisis)? Discuss. Use the data to describe your approach. (20 marks)See Answer
Q14:4. NAV for each REIT at year end 2023. In the NAV calculation, assume that NOI is expected to grow at 3% for both REITs over the next year, and use a private market cap of 5.5% for EQR and 5.8% for MAA (these are the private market cap rates used by GreenStreet in their most recent NAV analyses; they are nominal cap rates). In our NAV calculations, you need to include mark-to-market adjustments for the value of longterm debt. Greenstreet estimates an adjustment of -669,832 thousand dollars for EQR and -397,135 thousand dollars for MAA. Briefly explain why we need to account for these adjustments in your answer, and why the adjustments are negative. 5. NAV/share for both REITs at year-end 2023. Using the year-end 2023 share prices from question 2, calculate the NAV premium or discount for both REITs at year-end 2023. 6. Implied cap rates for both REITs at year-end 2023.See Answer
Q15:Financial measures: 1. FFO and FFO/share, AFFO and AFFO/share, and payout ratio for both REITs, for year-end 2023. 2. FFO and AFFO multiples for both REITs. For the share prices, use the close prices on 12/29/2023 (you can find them online). 3. NOI for both REITs at the end of 2023.See Answer
Q16:Initial Critical Assessment Respond to one of the following topic to present to your peers in a professional analysis using a minimum of 350 words. Topic • Using the Chapter 12 Appendix (p. 445 449), critique the practical considerations and potential limitations presented when forecasting a company's beta. • Evaluate two methods that can be used to estimate a firm's debt cost of capital. What are potential advantages and disadvantages using these methods? • Describe the market risk premium and the risk free rate and analyze how these are determined and applied in financial calculations (e.g. CAPM). Your critical response should have a minimum of two sources published in the last 12 months which should be used to support the content within the postings, proper in-text citations. Your responses should be professionally written and correctly formatted references should be prepared consistent with the APA. The list of references should be physically positioned at the end of the postings.See Answer
Q17:Q10.15 Explain carefully the difference between writing a put option and buying a call option.See Answer
Q18:Q10.10 Suppose that a European put option to sell a share for $60 costs $8 and is held until maturity. Under what circumstances will the seller of the option (the party with the short position) make a profit? Under what circumstances will the option be exercised? Draw a diagram illustrating how the profit from a short position in the option depends on the stock price at maturity of the option.See Answer

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Sample questions and answers

Question:

You have $75,000 in savings for retirement. The future value formula is given by $FutureValue = PresentValue \times (1 + r)^n$, where $n$ is the number of periods. Given values: - Present Value ($PV$): $75,000 - Future Value ($FV$): $1,000,000 - Interest Rate ($r$): 0.015 (compounded quarterly) We need to solve for $n$ in the equation $1,000,000 = 75,000 \times (1 + 0.015)^n$.

Answer:

\[1,000,000 = 75,000 \times (1.015)^n\] To solve for $n$: \[13.33 = (1.015)^n\] Taking the natural logarithm (log base $e$) of both sides: \[n = \frac{{\log_{1.015}(13.33)}}{\log_{1.015}(1.015)}\] Using a calculator, we find: \[n \approx 131.25\] So, $n \approx 131.25$ quarterly periods. Converting quarters to years (since there are 4 quarters in a year): \[n \approx \frac{131.25}{4} \approx 32.81\] It will take approximately 32.81 years to reach the $1,000,000 goal with a compounded quarterly interest rate of 1.5% and an initial savings of $75,000.

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