UNIVERSITY OF CENTRAL PUNJAB

FALL 2020
Course Title: Applied Portfolio Management
Course Code: BAAC5233

Assignment No. 1
Name of Course Instructor: Dr. M. Nasir Malik

Section: A1 Program: MBA Date: October 27, 2020

Submission Date: November 10, 2020 Maximum Marks: 10

Course Objective: CO-1,
Program Objective: PO1 Course Learning Objective: CLO-1, 3
3

Instructions:

 This assignment must be completed individually.

 You are required to select a company from Pakistan stock exchange.
 You will need to collect data for the following:
1. Stock price data for your chosen stock, and
2. KSE-100 index data
 You can download this data from: www.brecorder.com for 1-Jan-2015 onwards

Requirement:

 Calculate CAPM beta for your selected stock using Daily Data
 Interpret the results of regression

Assignment Topic & Details:

CAPM Beta

Page 1 of 1 Assignment