Corporate Finance- Modern Portfolio Theory (MPT) and Valuations.

Module Name: Corporate Finance
Please read this assessment brief in its entirety before starting work on the Assessment Task.
The Assessment Task
Theme: Modern Portfolio Theory (MPT) and Valuations.
Task: This is an individual assignment, and you are required to complete two distinct, but related parts as explained below:
a) Take a comprehensive account of different types of capital markets efficiency. To complete this part, you should (i) analyse market efficiency and its types, (ii) present critical review of relevant literature, and (iii) analyse the stock market of a country in terms of its size, depth, functioning, etc to demonstrate your understanding of the topic.
b) Use stock price data and test how far Capital Asset Pricing Model (CAPM) explains the complex relationship between risk and return on a portfolio of securities.
Dataset: Please download the data and sort the list to collect data on the companies which have been assigned to you. You will work only on those companies which are listed under your name/ID and implement CAPM to test its performance. You have also been assigned a country (stock market) to use as an example and explain market efficiency.
Following table presents a structure which you may like to follow while writing your report.
1 Front sheet and Tutor comments sheet
2 A title page with word count
3 Table of Contents page
4 Introduction and intended outcomes 100 words
5 Critical review of types of market efficiency. Use country example and references to the literature 700 words
6 Implementation of CAPM and findings. Compare results with existing literature. 700 words
7 Conclusion 100 words
8 Reference (bibliography)
9 Appendices (if any)
Word Limits: The maximum word limit for this assignment is 1,600 words
Learning Outcomes
Please refer to Learning Outcomes a, b, e and f in the module specification.
Module Learning Outcomes
Subject-Specific Knowledge, Understanding & Application
Critically evaluate modern portfolio theory and the Capital Asset Pricing Model (CAPM).
Evaluate a range of corporate valuation models to choose appropriate strategies for short term and long term corporate financing.
Employability & Changemaker Skills
Analyse alternative models and present a technical report to a wider audience.
Synthesise and evaluate information from a wide range of sources for investment decision making.
Your grade will depend on the extent to which you meet these learning outcomes in the way relevant for this assessment.

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