Complete the case study-

Case Study - Innocent Abroad: Currencies and International Stock Returns

Part 1 - Selected results from Spreadsheet Analysis

1. Monthly return local currency for China for month ending 31 Aug 1994

2. Conversion of index values to USD for U.K. for month ending 31 May 1991

3. Monthly return USD for Germany for month ending 30 Nov 1993

4. Average monthly return local currency for Australia for the period 1991-2013

5. Standard deviation of monthly returns local currency for Australia for the period 1991-2013

6. Annualised USD based returns for China for the period 2002-2013

7. Standard deviation of annualised USD based returns for China for the period 2002-2013

8. Annualised local currency returns Australia for the period 1991-2013

9. Standard deviation of annualised local currency returns for Australia for the period 1991-2013

10. Sharpe ratio [Return #8 above/Standard deviation #9above]

11. Correlations of monthly returns local currency between U.S. and Japan for the period 1991-2013

12. Correlations of monthly returns USD based returns between U.S. and Japan for the period 1991-2013

13. Correlations of monthly returns local currency between U.S. and China between the period 2002-2013

14. Increase in correlation in USD based returns between India and U.S. between the period 1991-2001 to 2002-2013

15. EAFE return relative to S&P for 2003

16. EAFE return relative to S&P for 2003 contribution of foreign equity return

17. EM return relative to S&P for 2003 currency contribution

18. Portfolio return 70%S&P + 30%EAFE local currency based for month ending 28 Feb 1991

19. Annualised return for 2002-2013 $EAFE and S&P with 60%S&P+40%EAFE

Part 2 - Interpretation of results

Write your comments on each of the exhibits here. Please note the page limit.

Part 3 - Presentation of results

Write you one-page report here. Please note the page limit.

Attachment:- Assignment.rar