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Step#2.B: Calculate the jtROPC for FM#2.

01-Sep: jt ROPC_FM#2,1 ____ = ROPC_{bi,1 ____} + ROPC_fxmi#2,1 ___

29-Sep: jt ROPC_{FM#2,5 _____} = ROPC_bi,5 ____ + ROPC_fxmi#2,5 ___

03-Nov: jt ROPC_{FM#2,10 ____} = ROPC_bi,10 ____ + ROPC_fxmi#2,10 ____

88% Tue 11:35 PM Tony Laaksonen Q E Comments Share E49-O 4 DX Delete Format X Sort & Filter Ideas u Find & Select Excel File Edit View Insert Format Tools Data Window Help ... AutoSave FF ES 5 = AS#14-GlobalPortfolioRisk-1 Home Insert Draw Page Layout Formulas Data Review View X 14 Verdana A A = = Custom Conditional Formatting 339 Format es Table Paste B1 U I A $ % ) 18 - Coll Styles AS X v fx 8/25/2019 E F G H I Table 14.3 Initial Investment Information Trade Date Security Position Quantity Margin FX Price 25-Aug BP Stock Short 1 Block 27.102 60% GBP 25-Aug US T-bond Long 50,000 Par 145.1406 n/a USD 25-Aug FX For student consideration Omar Saudi SAR J K L M N 1 Block = 100 round lots 1 round lot = 100 shares of stock Positions Data SPI T PI + F E - - + 100% 88% 0 Tue 11:36 PM Tony Laaksonen Q E Help AS#14-Global PortfolioRisk-1 Excel File Edit View Insert Format Tools Data Window AutoSave OFF HE Home Insert Draw Page Layout Formulas Data Review View Verdana 10 AA = = = = Paste BIUD A AZ8 x V x 11/3/2019 Share 2 470 Comments 47 Custom Insert X Delete Il Format LIS $ -% 58-98 Ideas Formatting as Table Styles X Sort Filter Find & Select Table 14.1 STUDENTS COMPLETE FP#2 Date ROPC*1 SAR/USD ROPCZ FP#1 GP 3.7509 25-Aug 1-Sep 8 Sep 15-Sep 22-Sep 29-Sep 6-Oct 13 Oct 20-Oct 27-Od -Nov BP Stock ROPCI 1 USD T- bond 27.102 Short 145.1406 27.143 -0.001510516 145.4768 30.908 -0.121813123 145.6201 27.364 0.129513229 145.7324 25.12 0.099331210 145.0375 22.052 0.139967490 144.8325 22.099 -0.001900538 144.9878 22.965 -0.037709555 145.2461 23.4502 -0.020690655 144.8262 24.6307 -0.047927992 145.3655 25.374 -0.029293765 145.9121 Weekly Price Information ROPC+2 GBP/ USD/ SAR SAR USD Long 0.9389 0.2666 1.1713 0.002330154 0.8214 0.2687 4.5308 0.000971276 0.9134 0 .2631 4 .6728 0.000771185 0.8076 0.2514 4.9241 -0.004768329 0.7842 0.2476 5.1502 -0.001413429 0.7969 0.2499 5.0215 0.001072273 0.7812 0.2414 5.3027 0.001791529 0.9113 0.2347 5.2519 1-0.002890955 0.8165 0.2404 5.0946 0.003723774 0.8 109 0.2463 5.0059 0.003760177 0.9141 0.2589 1.7415 Given Pip = 4 Pip = 4 Long 0.013323173 0.031329282 [ 0.053794419 3 0.045903566 [ -0.02499376 / 0.056016205 4 -0.009612992 -0.029926126 -0.017214048 4 -0.052406962 3.7216 3.8008 .9777 4.0398 1.0016 .1425 4.2609 4.1597 .0601 3.8625 Long -0.007615406 0.021284693 0.046539379 0.015347334 -0.009203601 0.035211268 0.028547091 -0.023710483 -0.023954527 -0.04667439 10 u 13 3 Given Given Given Repeat Lessons from M#2 M#4 LESSONS Enter 9 decimal solutions for all ROPC Table 14.2 STUDENTS c FM#2 TASI ROPCyb, Index ROPC,bm FM#1 Date S&P 500 ROPC 25- 2142.05 Long -Sep 2153.74 0.00545739 8 Sep 2168.27 0.006746404 15-Sep 2119.12 -0.022667841 22-Sep 2160.43 0.019493941 29-Sep 2043.63 -0.054063311 - 2086.61 0.021031204 | Positions Data 7967.02 7622.23 7 568.84 7511.16 7565.34 7324.05 7289.17 SPI 20 21 22 23 2 Market Index Values ROPC F TSE GBP FX USD FX ROPC,bo.fm Index Long 47307 Long 1.19941 Long B5.635 -0.03111474442149 -0.109032490 1.45037 -0.019497553 64.692 -0.007004512 42632 0.011459347 1.47646 0.011017756 64.016 -0.00762071943914 0.030071308 1.51033 0.022940005 6 5.639 0.007213267 464789058386847 149242 -0.0118583368 5.729 -0.03199413949111 0.035131903 1.19013 -0.002874526 B7.611 -0.004762392 47476 -0.013198645 1.50006 0.006030212 | 68.177 T PI + ROPC, fisi Long -0.008675359 -0.010319994 0.021698248 .001251469 US GMB Index D 1200.14 1204.5 1191.89 1189.21 1171.35 Long 0.003632909 -0.010469074 -0.00224853 0.014993147 -0.003230612 0.010739844 9 0.021295631 1107.01 0.0035986381 1176.96 F E - O + 75% 88% 0 Tue 11:37 PM Tony Laaksonen Q E Help AS#14-GlobalPortfolioRisk-1 Share Comments Excel File Edit View Insert Format Tools Data Window AutoSave OFFE Home Insert Draw Page Layout Formulas Data Review View Verdana 10 AA = = = = Paste B IUD A A28 X fx 11/3/2019 Custom Deletev 29. O

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