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Tasks for Case Study 1
a) Using the data above, calculate:
(1) the historical monthly rates of return for the market index only (monthly rates of return for
the companies are given); and
(2) the historical average rate of return and standard deviation of returns for:
i) your case company;
ii) the reference company;
iii) the market index; and
iv) an equally weighted portfolio of your case company and the reference company.
(7.5 marks)
b) Calculate the expected returns and portfolio beta as follows:
(1) Use CAPM to estimate the expected return for the shares of: 1) your case company; and 2)
the reference company as at 17 May 2019. To do this, use the yield to maturity on that date of a
10-year Australian Government bond as a proxy for the risk-free rate, assume the market risk
premium is 6.5% and use your chosen case company’s current beta (see the unit learning
resources and web links for example data sources). Assume that the reference company has a
negative beta of -0.30.
(2) Using the data from part b(1), calculate the portfolio expected return and beta, again
assuming equal weights for your case company and the reference company.
(5.5 marks)
c) Drawing on expectations from theory and incorporating the overall context of your chosen
company, discuss the risk and return measures you have calculated. (12 marks)
Note: The remaining five (5) marks are allocated to presentation and written expression of the
analysis (see the rubric below)
Attachments:
3103583_1_AC91210-SP3-2019-Case-study-1-details.pdf

A cable-stayed pedestrian bridge is to be designed across a river (see the attached
figures for technical details). The span of the bridge is 70m and the available deck
width is 4m. The concrete deck consists of 5 precast segments of 14m in length,
prestressed together for continuity. Free height above the flood flow is 0.7m. The deck
is made of reinforced concrete and prestress is applied where necessary (partially
prestressed). (Also prestressing forces are applied on to the deck by the stay cable
forces).
The pylon is kept vertical under the action of dead load. The deck is kept horizontal by
prestressing so that the deck is horizontal when there is no tension in the stay cables.
(i) For the section(s) provided, calculate the second moment of area and the
position of the centroidal axis at critical sections.
(ii) Design the section as a reinforced concrete deck or reinforced concrete with
some prestressing where appropriate considering the support positions of
the cables and the position of the pylon. You may use the given amount of
reinforcement and prestressing tendons as a guide – Note that in the given
diagrams, mild steel round bars are used as reinforcement whereas your
design should use high yield steel as reinforcement.
(iii) Calculate the design tensile forces in the cables under static loads
(Dynamics effects need not be considered).
(iv) Find the Maximum axial load and lateral load on the pylon due to cable
tensions.
Attachments:
3103586_1_Assignment-2.pdf