Beta Management Co.id

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Case Background Beta Management Company was founded in 1988. A wealthy couple had become fed up with their investment losses stemming from the October 1987 crash and had asked their friend, Ms. Wolfe, to manage a portion of their money. While business was slow at first, she gradually developed a client base through good performance and word of mouth. She considered herself a market strategist, and Beta Management’s stated goals were to enhance returns but reduce risks for clients via market timing. She would keep a majority of Beta’s funds in no-load, low-expense index funds (with the remainder in money market instruments), adjusting the level of market exposure between 50% and 99% of Beta’s funds in an attempt to “time the market.” One of her New Year’s resolutions had been to begin looking at some individual stocks for possible purchase for Beta’s equity portfolio. She would focus on smaller stocks, since she didn’t want to compete with Beta’s equity portfolio. She would focus on smaller stocks, since she didn’t want to compete with larger, analyst-staffed funds on their own turf, and also because she already had exposure to the S&P 500 stocks through investment in the index fund. Ms. Wolfe was considering immediately increasing her equity exposure to 80% with the purchase of one of two stocks recommended by her newly hired analyst. Both were small NYSE-listed companies whose stock price had eroded over the past two years to levels that seemed unreasonably low. Calculation Analysis From the finance perspective, Standard Deviation calculation showed us that the individual stocks have approximately twice the inconsistency of the Vanguard Index 500 therefore I categorize individual stocks are riskier also it shows us California REIT seems riskier than Brown if we look at the standard deviation. Standard Dev of Vanguard Standard Dev of REIT

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