Portfolio Development

Portfolio Structure 23.08.2019
 Portfolio Building Essay

Construction associated with an Efficient Profile

Prepared for:

Pallabi Siddiqua

Assistant Professor

Department of Finance

School of Dhaka

Prepared by:

Alamgir Kabir

ID. No . 15-154

Section: W

Department of Finance

University of Dhaka

Date of Submission: 22ndNovember, 2012

Notice of Transmittal

22ndNovember, 2012

Pallabi Siddiqua

Associate Professor

Department of Finance

University of Dhaka

Subject: Statement on " construction of portfolio of 10 detailed securities in DSE and interpretation. Special Madam,

I actually am happy to submit the report upon " construction of collection of twelve listed securities in DSE and interpretation”. I would like to tell you that this report is incredibly helpful for me to know about the construction of your efficient portfolio which will business lead me to analyze the currency markets and select perfect stock from the many stocks in the market and it will likewise help me being capable of behaving with the market in accordance to the trend. I actually am extremely thankful to you personally for offering me this sort of realistic possibility to make an job on this matter. I seriously request one to call me if you think any further work must be done on the theme that you have picked for me. Truly Yours,

Alamgir Kabir

ID. No . 15-154

Section: B

Division of Fund

University of Dhaka


Preparation with this report will be impossible for me personally if I could not get support from my honorable study course instructors Prof. Dr . Mahmood Osman Imam and Pallabi Siddiqua. Both of them have presented me the fundamental concept of portfolio and how it is possible to construct an effective portfolio. I actually am as well grateful for all of my personal group partners for their enthusiastic support and energy. I also express my personal especial thanks a lot and gratitude to the experts of DSE as well as the DSE website whom and which provided me personally the important information with regards to this project.

Table Of Contents

Page of Transmittal2

Executive Summary5

Origin of the Report6

Goals of the Report6




Financial Industry10






Firm Analysis16

Variety Criteria of Assets17

Picked Company and Industry: 17


Selling price Adjustment process: 19

Prep of Returning Series20

Imply Return Calculation: 20

Calculations of Safe Rate of Return21

Computation of specific securities Excessive Return21

Calculation of Portfolio Excess Return22

Calculation of portfolio variance23

Solver Function with interpretation23

Scenario 01: Maximizing Theta by NOT allowing short Sell24

Scenario02: Maximizing Theta by permitting short Sell25

Scenario03: Minimizing risk (Standard Deviation) by NOT enabling short sale27

Scenario04: Reducing risk (Standard Deviation) simply by allowing brief sale28

Scenario05: Minimizing risk by permitting short sale to get a given return30

Scenario06: Reducing risk by simply NOT permitting short sale for the given return31

Scenario several: Maximize go back given standard deviation with no short sale32

Scenario eight: Maximize returning given standard deviation with short sale33 Conclusion34

Data Sources: 34


Exec Summary

To build up an efficient profile, I picked 10 person securities coming from different sectors based on their very own NAV & P/E rate and gathered their regular monthly closing prices for five years. I possess calculated the return for 60 weeks. I have used six months time T-bills rate to approximate monthly risk-free rate. I then calculated the mean go back which is used to calculate the portfolio go back & excess return. Employing this excess collection return and standard deviation, I have computed Theta. I possess imposed similar weight to all or any selected securities. I have used solver function to find out the pounds of an effective portfolio. Through the use of solver function, I found out ten cases. These are...

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