 |
 |
 |
 |
 |
 |
 |
 |
 |
| Innocents Abroad: Currencies and International Stock Retruns Case Study Solution |
Solution Table of Contents
1. Return and Standard Deviation Analysis – Case 1st Bullet Answers
2. Cross Country Correlations – Case 2nd Bullet Answers
3. EAFE vs. S&P Analysis and Decomposition – Case 3rd Bullet Answers
4. EAFE vs. S&P 500 Portfolio Scenarios – Case 4th Bullet Answers
5. Minimum Variance Portfolio w/ Minimum 15% Return – Additional Questions #2
6. Portfolio Scenarios – Global Min Var Portfolio – Additional Questions #3
7. Average Yearly Returns - $USD Denominated – Full Period
8. Port – Min Variance - $USD Denominated – Full Period
9. Port – Max Sharpe - $USD Denominated – Full Period
10. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – Full Period
11. Average Yearly Returns - $USD Denominated – Sub Periods
12. Port – Min Variance - $USD Denominated – 1981-1991
13. Port - Max Sharpe - $USD Denominated – 1981-1991
14. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – 1981-1991
15. Port – Min Variance - $USD Denominated – 1992-2003
16. Port – Max Sharpe - $USD Denominated – 1992-2003
17. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – 1992-2003
18. Average Yearly Returns – Local Currency – Full Period
19. Port – Min Variance – Local Currency – Full Period
20. Port – Max Sharpe – Local Currency – Full Period
21. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – Full Period
22. Average Yearly Returns – Local Currency – Sub Periods
23. Port – Min Variance – Local Currency – 1981-1991
24. Port – Max Sharpe – Local Currency – 1981-1991
25. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – 1981-1991
26. Port – Min Variance – Local Currency – 1992-2003
27. Port – Max Sharpe – Local Currency – 1992-2003
28. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – 1992-2003
29. Appendix A – Given Data and Our Calculations
30. Appendix B – Given Data and Our Calculations
31. Appendix C – Given Data and Our Calculations
1. Return and Standard Deviation Analysis – Case 1st Bullet Answers
2. Cross Country Correlations – Case 2nd Bullet Answers
3. EAFE vs. S&P Analysis and Decomposition – Case 3rd Bullet Answers
4. EAFE vs. S&P 500 Portfolio Scenarios – Case 4th Bullet Answers
5. Minimum Variance Portfolio w/ Minimum 15% Return – Additional Questions #2
6. Portfolio Scenarios – Global Min Var Portfolio – Additional Questions #3
7. Average Yearly Returns - $USD Denominated – Full Period
8. Port – Min Variance - $USD Denominated – Full Period
9. Port – Max Sharpe - $USD Denominated – Full Period
10. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – Full Period
11. Average Yearly Returns - $USD Denominated – Sub Periods
12. Port – Min Variance - $USD Denominated – 1981-1991
13. Port - Max Sharpe - $USD Denominated – 1981-1991
14. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – 1981-1991
15. Port – Min Variance - $USD Denominated – 1992-2003
16. Port – Max Sharpe - $USD Denominated – 1992-2003
17. Port – Max Profit, Limit Short Sell, Incl. U.S. - $USD Denominated – 1992-2003
18. Average Yearly Returns – Local Currency – Full Period
19. Port – Min Variance – Local Currency – Full Period
20. Port – Max Sharpe – Local Currency – Full Period
21. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – Full Period
22. Average Yearly Returns – Local Currency – Sub Periods
23. Port – Min Variance – Local Currency – 1981-1991
24. Port – Max Sharpe – Local Currency – 1981-1991
25. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – 1981-1991
26. Port – Min Variance – Local Currency – 1992-2003
27. Port – Max Sharpe – Local Currency – 1992-2003
28. Port – Max Profit, Limit Short Sell, Incl. U.S. – Local Currency – 1992-2003
29. Appendix A – Given Data and Our Calculations
30. Appendix B – Given Data and Our Calculations
31. Appendix C – Given Data and Our Calculations
The complete solution for this case study includes a PowerPoint
presentation (16 slides), the financial analysis in excel (31 tabs), and
an analysis of the solution in a word document (more details below
of the solution). The cost for this solution is $69, and you can pay via
the PayPal link below, and the solution will be available for
immediate donwloading. If you have any questions or concerns, you
can e-mail Case.Study@cpa-cfa.com
presentation (16 slides), the financial analysis in excel (31 tabs), and
an analysis of the solution in a word document (more details below
of the solution). The cost for this solution is $69, and you can pay via
the PayPal link below, and the solution will be available for
immediate donwloading. If you have any questions or concerns, you
can e-mail Case.Study@cpa-cfa.com
