Q1: Abhimanyu Investments have floated a equity based fund scheme called " X-Cube", the funds of

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Q1: Abhimanyu Investments have floated a equity based fund scheme called " $ X $-Cube", the funds of which will be invested only in stocks and bonds of infrastructure and construction companies. $ 60 \% $ of the Fund Value is invested in Companies engaged Commercial Construction Services and the other $ 40 \% $ in companies engaged in developing Residential Colonies Townships. Average Beta of return from development of Residential Townships is measured at 1.9 and that from commercial construction is measured at 1.4 . The benchmark index yields 11 , n\%. return and T-Bill carry an interest rate of $ 4.25 \% $. Ascertain Jensen's Alpha from the following ... . . \begin{tabular}{|l|l|l|l|l|l|l|l|l|l|l|l|l|} \hline Month & Jan & Feb & Mar & Api & May & Jun & Jul & Aug & Sep & Oct & Nov & Dec \\ \hline \begin{tabular}{l} Closing \\ Nav \end{tabular} & 18.60 & 17.80 & 18.20 & 18.00 & 17.80 & 16.80 & 17.20 & 17.80 & 17.90 & 18.10 & 18.80 & 18.50 \\ \hline \begin{tabular}{l} Dividend \\ Pay-out \end{tabular} & - & 0.75 & - & - & - & 1.20 & - & - & - & - & - & - \\ \hline \end{tabular} Opening NAV for January was Rs. 17.75.

          Q1: Abhimanyu Investments have floated a equity based fund scheme called " \( X \)-Cube", the funds of which will be invested only in stocks and bonds of infrastructure and construction companies. \( 60 \% \) of the Fund Value is invested in Companies engaged Commercial Construction Services and the other \( 40 \% \) in companies engaged in developing Residential Colonies Townships. Average Beta of return from development of Residential Townships is measured at 1.9 and that from commercial construction is measured at 1.4 .
The benchmark index yields 11 , n\%. return and T-Bill carry an interest rate of \( 4.25 \% \). Ascertain Jensen's Alpha from the following ... . .
\begin{tabular}{|l|l|l|l|l|l|l|l|l|l|l|l|l|}
\hline Month & Jan & Feb & Mar & Api & May & Jun & Jul & Aug & Sep & Oct & Nov & Dec \\
\hline \begin{tabular}{l} 
Closing \\
Nav
\end{tabular} & 18.60 & 17.80 & 18.20 & 18.00 & 17.80 & 16.80 & 17.20 & 17.80 & 17.90 & 18.10 & 18.80 & 18.50 \\
\hline \begin{tabular}{l} 
Dividend \\
Pay-out
\end{tabular} & - & 0.75 & - & - & - & 1.20 & - & - & - & - & - & - \\
\hline
\end{tabular}

Opening NAV for January was Rs. 17.75.

Q1: Abhimanyu Investments have floated a equity based fund scheme called " X-Cube", the funds of which will be invested only in stocks and bonds of infrastructure and construction companies. 60 % of the Fund Value is invested in Companies engaged Commercial Construction Services and the other 40 % in companies engaged in developing Residential Colonies Townships. Average Beta of return from development of Residential Townships is measured at 1.9 and that from commercial construction is measured at 1.4 .
The benchmark index yields 11 , n%. return and T-Bill carry an interest rate of 4.25 %. Ascertain Jensen's Alpha from the following ... . .

Month Jan Feb Mar Api May Jun Jul Aug Sep Oct Nov Dec

Closing

Nav
18.60 17.80 18.20 18.00 17.80 16.80 17.20 17.80 17.90 18.10 18.80 18.50

Dividend

Pay-out
- 0.75 - - - 1.20 - - - - - -

Opening NAV for January was Rs. 17.75.

Added by Martin M.

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