Complete the following problems:
- Problem 6-1: Rate of return and standard deviation
- Problem 6-2: Holding-Period Return
- Problem 6-3: Holding-Period Gain SAR and Return
- Problem 6-4: Capital Asset Pricing Model
- Problem 6-5: Security Market Line
- Problem 6-6: Required Rate of Return CAPM
- Problem 6-7: Expected Return, Standard Deviation
You can access the problem details by clicking on the Module 06 Critical Thinking Problems file attached to this assignment.
Readings
Required:
Chapter 6 in Foundations of Finance – The Meaning and Measurement of Risk and Return
Ben Rejeb, A., & Arfaoui, M. (2019). Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach. European Journal of Management and Business Economics, 28(3), 301-322. https://doi.org/10.1108/EJMBE-08-2018-0088
Tukenmez, N. M., Saka, H., & Kizgin, M. (2019). Conventional and Islamic Indices: A Comparison on Performance. Journal of Accounting & Finance, 415-430. https://doi.org/10.25095/mufad.607189
Recommended:
Chapter 6 PowerPoint slides 
SEU_FIN500_PPT_Mod06_Ch06.pptx – Alternative Formats in Foundations of Finance – The Meaning and Measurement of Risk and Return
Hassan, A., Chachi, A., & Munshi, M. R. (2020). Performance measurement of Islamic mutual funds using DEA method. Journal of Islamic Accounting & Business, 11(8), 1481-1496. https://doi.org/10.1108/JIABR-04-2018-0053
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