Portfofilio Assignment Marks and Comments



Name of Students Marks   Comments 6     Abdul Basit Ghani       Abdul Mateen 5.8     Ahmad Farooq 6     Ahmad Zeeshan       Ahsan Imtiaz Siddiqi 6     Alam Zeb 6     Asad Ullah Tahir Ali 6     Aymun Atta Muhammad 6     Esrar Ahmad Shenwari 5.9   1. you did not tell if you are investing 100% in A, then how much of the total 100,000 will go into security A and how much into security B Faizan Javed 5.5   1. SD formula wrong. 2.  Wrong selection and interpretaiton of efficient portfolios Fazal Rahim 5.8   1. you said that all portfolios are efficient but one portfolio is inefficient Hazar Hayat 6     Ibrahim Khan 5.8   All portfolios on the efficient frontier are considered to be efficient not just only one portfolio Irfan Ahmad Noor       Jawad Ali       Khan Zaman 5.8     Mehwish Saeed       Mubeen Ahmad Mahsud       Muhammad Bilal 5.6   1. prolem in calcuation of portfolio returns 2. Some lines similar to ali rehman 3. you did not invest those 100,000 as given in the assignment requirements Muhammad Ibrahim 5.1     Muhammad Jamil 6     Muhammad Shomail Younas 5.9   you did not multiply  into the wieghts and covarnace while calculating the portfolio SD Muhammad Tariq 5.8   1. Error in HPR of the last year where your formula goes into an empty cell; 2.  Muhammad Zeeshan 5.9   You have wrongly squared the covariance in the SD formula of portfolios Mushtaq Hussain 5.8     Nadeem Tariq 5.9     Naseer Ahmad Khan 5.9     Naveed Ahmad Khan       Niamat Ullah 6     Noor-Ul-Ameen       Noor-Ul-Amin s/o Samin Khan 6     Noreen Noor       Sara Ali Khan 6     Shah Zeb 6     Sikander Khan 6     Sumble Munir 6     Syed Nadeem Raza 5.6     Tariq Hussain 6     Umar Daraz 5.5     Waqas Shahid Jadoon 6             Ali Rehman 5.5   1. problem in minumum var calculations 2. Did not specify which portfolios are efficient 3. some lines similar to nadeem and bilal Hafiz Asad Ullah 5.4   1. aggressive investors go for highest possible returs which is the case of security B but you have selected security A; 2. you did not multiply 2 into the weights and covariance in portfolio SD calculatons Hamayun Shahzad 5.6   1. being aggressive investor you will not select a portfolio that has minimum variance but a portfolio that has maximum return, 2. you did not specify which portfolios are efficient and which are not Hina Gul 5.6   1. incorrect calculation of returns (the fifth years return was calculated on next year's zero share price 2. why should you invest at all when your portfolio is giving you negative returns? Iftikhar Ali 5.4   1. Incorrect calculation of returns (the fifth years return was calculated on next year's zero share price 2. incorrect selection and interpretation of efficient portfolios 3. interpration of minimum variance portolio similar to hamyun M.Iftikhar Hassan Khan 5.5     Majid Rasheed 5.6   1. Incorrect calculation of returns (the fifth years return was calculated on next year's zero share price . You did not speciy whicy portfolios are efficient and which are not Marwan Ahmad Khan 5.1   1. incorrect caculation of portfolios risk and return 2. wrong seleciton of portfolio being an aggressive investor Masood Jan 5.9     Mehreen Ahmad 5.1   1. Error in HPR formula (the correct method is (P1-Po+DPS)/Po and your formula is (P1-Po)+DPS/Po) which adds capital gain in absolute terms; 2. Error in HPR of the last year where your formula goes into an empty cell; 3. Error in portfolio standard deviation i.e you took square of the covariance which is wrong; 4. weights should be in decimal points so that the sum of weight in a given portfolio is 1 Mehwish Riaz 5.3     Muhammad Alam Zeb 5.3   1. Error in porftoli standard deviaion formula (no dollar sign with the covariance); 2. mismatch in multiplying weights while calculating Returns and standard of the portfolios; 3. passive investor does not mean less aggressive, passive investor would mean an investor who believes in efficient market hypothesis and does not actively manages his portfolio Muhammad Najim Wafa 5.3   1.Error in HPR of the last year where your formula goes into an empty cell 2. Error in portfolio returns 3. you did not tell how to distrubute your 100,000 money between the two securities Mushtaq Ahmad 5.6     Safdar Hussain 5.3     Sami Ullah 5.4     Shabir Ishaq 5.6     Shahab Hussain Durrani 5.4     Sifat Ullah 5.4   Error in HPR 1. you did not specify which portoflios are effiencinet and which are not 3. similarity in wordings and format with hamayun and many other students of Msc applied economics Sonia Gul Khattak 5.1     Waqas Nooman 5.6    
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