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February 21, 2017
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Evaluating sensitivity to risk/Infrastructure Documenticate:
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Evaluating sensitivity to risk/Infrastructure Documenticate:
Select three companies from different industries. Each company must have stock prices continuously available for January 1, 2011 through November 1, 2016. Obtain monthly prices for the companies for the period indicated.
For each stock, select two different variables from the file: fall 2016 assignment 8 data.xlsx. (Do not use the same variable more than once.)
Using returns on the stock and returns or percentage changes for each selected variable (separately), determine the sensitivity of the stock price (i.e., company value) to each selected variable. (Note that for a few variables you will not be able to use all the stock returns. E.g., for vehicle miles traveled, data is only available through September 2016).
For each stock and each variable, ind
1. how a 1% change in the variable is expected to affect the value of the company;
2. whether the relationship between the selected variable and the value of the corporation is statistically significant (and explain how you make that determination);
3. whether the natural risk associated with the selected variable is long or short (e.g., does it cause the company?s value to increase or decrease); and
4. how much stock return volatility can be eliminated if the risk associated with the selected variable were entirely eliminated.
date (beginning of month) AAA bond yield (%) Japanese yen exchange rate (? per $) oil price W TX crude ($ per barrel) PPI: Steel ingots and semifinished products construction spending ($) vehicle miles traveled (millions) U. of M. index of consumer sentiment Real disposable personal income per capita CPI personal computers and peripherals S&P 500
November 2016 2.64 105.07 49.78 78.0 91.6 43.902 2111.72
October 2016 2.47 101.21 45.18 78.6 1150005 87.2 334.2 43.960 2168.27
September 2016 2.41 103.38 44.72 78.6 1154388 268561 91.2 334.3 44.173 2170.86
August 2016 2.28 102.32 44.65 79.1 1160407 270810 89.8 334.4 44.003 2170.84
July 2016 2.34 102.77 48.76 79.0 1154134 268263 90.0 333.6 44.167 2102.95
June 2016 2.56 110.75 46.71 79.0 1143750 266895 93.5 333.1 44.504 2099.33
May 2016 2.49 106.90 40.75 78.8 1142525 267193 94.7 332.9 44.765 2065.30
April 2016 2.47 112.42 37.55 78.6 1176380 267991 89.0 332.4 45.048 2072.78
March 2016 2.55 112.90 30.32 79.3 1157704 266259 91.0 331.8 45.075 1978.35
February 2016 2.69 121.05 31.68 79.1 1144928 264544 91.7 332.0 45.663 1939.38
January 2016 2.86 120.27 37.19 77.6 1133678 266749 92.0 331.9 46.699 2043.94
December 2015 2.81 123.22 42.44 79.7 1135470 263108 92.6 330.6 46.988 2102.63
November 2015 2.70 120.70 46.22 80.9 1134381 262574 91.3 330.4 47.290 2079.36
October 2015 2.68 119.81 45.48 80.8 1152122 262181 90.0 329.7 47.565 1923.82
September 2015 2.83 121.26 42.87 81.0 1145216 262035 87.2 329.3 47.407 1913.85
August 2015 2.78 123.94 50.90 81.9 1135850 262357 91.9 328.5 47.673 2103.84
July 2015 2.82 122.10 59.82 82.0 1130490 260701 93.1 328.0 47.807 2077.42
June 2015 2.63 123.98 59.27 83.3 1112167 261161 96.1 327.4 48.288 2111.73
May 2015 2.51 119.86 54.45 83.5 1094250 260056 90.7 326.4 48.486 2108.29
April 2015 2.41 119.96 47.82 86.5 1062440 257859 95.9 324.6 48.534 2059.69
March 2015 2.49 119.72 50.58 88.5 1047682 253473 93.0 324.9 48.922 2104.50
February 2015 2.11 117.44 47.22 91.7 1038081 257717 95.4 324.6 49.171 1994.99
January 2015 2.50 119.85 59.29 89.6 1042544 258241 98.1 324.5 49.814 2058.90
December 2014 2.44 118.70 75.79 89.8 1029669 255579 93.6 323.8 50.498 2053.44
November 2014 2.58 112.09 84.40 90.3 1029293 256697 88.8 322.7 51.145 2018.05
October 2014 2.68 109.66 93.21 90.1 1004614 255360 86.9 321.5 51.403 1946.16
September 2014 2.46 104.00 96.54 90.2 1000978 254427 84.6 321.3 52.106 2003.37
August 2014 2.59 102.75 103.59 89.6 1004153 254343 82.5 320.1 52.638 1925.15
July 2014 2.51 101.28 105.79 90.6 1003922 253447 81.8 319.7 53.020 1973.32
June 2014 2.47 101.77 102.18 89.0 1004783 253768 82.5 318.4 53.382 1923.57
May 2014 2.60 102.14 102.07 86.7 1002975 252852 81.9 317.3 53.855 1883.68
April 2014 2.66 102.98 100.80 86.9 993293 250955 84.1 316.6 54.110 1885.52
March 2014 2.66 102.08 100.82 86.9 984715 248303 80.0 314.9 54.216 1859.45
February 2014 2.70 102.28 94.62 88.1 977072 246427 81.6 313.3 54.886 1782.59
January 2014 2.94 105.25 97.63 86.7 961996 246345 81.2 312.3 55.620 1848.36
December 2013 2.79 102.45 93.86 86.7 948850 250062 82.5 312.2 54.889 1805.81
November 2013 2.74 98.10 100.54 86.8 937982 249311 75.1 311.5 55.324 1761.64
October 2013 2.76 98.29 106.29 87.2 924361 249340 73.2 312.6 55.925 1695.00
September 2013 2.86 98.22 106.57 90.4 914609 250068 77.5 312.0 55.939 1632.97
August 2013 2.75 98.35 104.67 89.5 909513 247406 82.1 311.3 56.036 1706.87
July 2013 2.70 99.21 95.77 89.4 893248 248804 85.1 311.7 56.652 1614.96
June 2013 2.30 100.83 94.51 92.0 882693 247945 84.1 311.2 57.138 1630.74
May 2013 1.93 97.52 92.02 92.9 877799 247143 84.5 309.5 57.447 1582.70
April 2013 2.03 94.16 92.94 93.1 865844 246947 76.4 309.6 58.297 1562.17
March 2013 2.01 92.36 95.31 93.8 871574 248100 78.6 309.4 58.654 1518.20
February 2013 2.11 91.28 94.76 94.7 857410 248364 77.6 309.6 59.099 1513.17
January 2013 2.00 86.64 87.86 95.6 865730 246141 73.8 330.3 59.458 1426.19
December 2012 1.53 82.54 86.53 97.1 866855 247080 72.9 322.1 59.894 1416.18
November 2012 1.55 79.94 89.49 96.7 870362 244704 82.7 318.1 60.733 1427.59
October 2012 1.57 77.92 94.51 97.9 862358 245880 82.6 316.5 61.411 1444.49
September 2012 1.59 78.30 94.13 94.7 857558 245078 78.3 315.2 62.193 1406.58
August 2012 1.61 78.10 87.90 93.9 857301 245117 74.3 316.0 62.763 1375.32
July 2012 1.85 79.81 82.30 96.9 859250 246638 72.3 317.1 63.235 1362.16
June 2012 1.87 78.29 94.66 92.6 849347 246637 73.2 316.6 63.003 1278.04
May 2012 1.90 79.81 103.32 94.8 834951 246264 79.3 316.4 62.630 1405.82
April 2012 1.97 82.41 106.16 94.2 828668 248216 76.4 315.7 63.671 1408.47
March 2012 1.96 81.10 102.20 97.8 825163 249680 76.2 315.1 64.364 1374.09
February 2012 1.97 76.34 100.27 112.6 823375 248839 75.3 313.5 64.491 1324.09
January 2012 2.07 76.98 98.56 111.7 814989 249444 75.0 311.5 64.967 1257.60
December 2011 2.29 77.58 97.16 113.4 806301 246029 69.9 309.4 66.158 1244.58
November 2011 2.21 77.97 86.32 114.1 802658 246464 63.7 309.9 65.900 1218.28
October 2011 2.22 77.04 85.52 114.6 807010 244861 60.8 309.8 66.427 1131.42
September 2011 2.26 76.50 86.33 115.2 805366 244146 59.5 310.9 67.191 1204.42
August 2011 2.44 77.18 97.30 115.3 792089 245434 55.8 311.3 68.685 1286.94
July 2011 2.64 80.64 96.26 113.6 797238 244934 63.7 310.3 68.854 1339.67
June 2011 2.56 81.29 100.90 114.1 775999 243325 71.5 309.2 70.499 1314.55
May 2011 2.76 81.31 109.53 112.1 768555 245248 74.3 309.5 71.106 1363.61
April 2011 2.96 82.76 102.86 107.0 768276 245176 69.8 310.5 71.509 1332.41
March 2011 2.98 81.94 88.58 104.3 757019 245134 67.5 311.1This assignment consists of two (2) sections: an infrastructure document and a revised Gantt chart or project plan. You must submit both sections as separate files for the completion of this assignment. Label each file name according to the section of the assignment for which it is written. Additionally, you may create and / or assume all necessary assumptions needed for the completion of this assignment.
The last section of the project plan will present the infrastructure in accordance with the parameters set forth at the outset of the project. The network solution that is chosen should support the conceived information system and allow for scalability. The network infrastructure will support organizational operations; therefore, a pictorial view of workstations, servers, routers, bridges, gateways, and access points should be used. In addition, access paths for Internet access should be depicted. A narrative should be included to explain all the nodes of the network and the rationale for the design. Lastly, using the Confidentiality, Integrity and Availability (CIA) Triangle, define the organizational security policy. CIA is a widely used benchmark for evaluation of information systems security.
Section 1: Infrastructure Document
1. Write a five to ten (5-10) page infrastructure document in which you:
a. Design a logical and physical topographical layout of the planned network through the use of graphical tools in Microsoft Word or Visio, or an open source alternative such as Dia. Note: The graphically depicted solution is not included in the required page length.
b. Illustrate the possible placement of servers including access paths to the Internet and firewalls. Note: Facility limitations, workstations, printers, routers, switches, bridges and access points should be considered in the illustration.
c. Explain the rationale for the logical and physical topographical layout of the planned network.
d. Create a comprehensive security policy for the company that will:
i. Protect the company infrastructure and assets by applying the principals of CIA. Note: CIA is a widely used benchmark for evaluation of information systems security, focusing on the three core goals of confidentiality, integrity and availability of information.
ii. Address ethical aspects related to employee behavior, contractors, password usage, and access to networked resources and information.
72.287 1306.33
February 2011 2.88 81.97 89.17 100.4 754710 246319 77.5 310.4 72.941 1307.59
January 2011 2.90 81.67 89.15 100.0 786597 244427 74.2 309.0 74.179 1257.64
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Get The Answer Evaluating sensitivity to risk/Infrastructure Documenticate:
‘
‘
February 21, 2017
‘
<'">
0
Evaluating sensitivity to risk/Infrastructure Documenticate:
Select three companies from different industries. Each company must have stock prices continuously available for January 1, 2011 through November 1, 2016. Obtain monthly prices for the companies for the period indicated.
For each stock, select two different variables from the file: fall 2016 assignment 8 data.xlsx. (Do not use the same variable more than once.)
Using returns on the stock and returns or percentage changes for each selected variable (separately), determine the sensitivity of the stock price (i.e., company value) to each selected variable. (Note that for a few variables you will not be able to use all the stock returns. E.g., for vehicle miles traveled, data is only available through September 2016).
For each stock and each variable, ind
1. how a 1% change in the variable is expected to affect the value of the company;
2. whether the relationship between the selected variable and the value of the corporation is statistically significant (and explain how you make that determination);
3. whether the natural risk associated with the selected variable is long or short (e.g., does it cause the company?s value to increase or decrease); and
4. how much stock return volatility can be eliminated if the risk associated with the selected variable were entirely eliminated.
date (beginning of month) AAA bond yield (%) Japanese yen exchange rate (? per $) oil price W TX crude ($ per barrel) PPI: Steel ingots and semifinished products construction spending ($) vehicle miles traveled (millions) U. of M. index of consumer sentiment Real disposable personal income per capita CPI personal computers and peripherals S&P 500
November 2016 2.64 105.07 49.78 78.0 91.6 43.902 2111.72
October 2016 2.47 101.21 45.18 78.6 1150005 87.2 334.2 43.960 2168.27
September 2016 2.41 103.38 44.72 78.6 1154388 268561 91.2 334.3 44.173 2170.86
August 2016 2.28 102.32 44.65 79.1 1160407 270810 89.8 334.4 44.003 2170.84
July 2016 2.34 102.77 48.76 79.0 1154134 268263 90.0 333.6 44.167 2102.95
June 2016 2.56 110.75 46.71 79.0 1143750 266895 93.5 333.1 44.504 2099.33
May 2016 2.49 106.90 40.75 78.8 1142525 267193 94.7 332.9 44.765 2065.30
April 2016 2.47 112.42 37.55 78.6 1176380 267991 89.0 332.4 45.048 2072.78
March 2016 2.55 112.90 30.32 79.3 1157704 266259 91.0 331.8 45.075 1978.35
February 2016 2.69 121.05 31.68 79.1 1144928 264544 91.7 332.0 45.663 1939.38
January 2016 2.86 120.27 37.19 77.6 1133678 266749 92.0 331.9 46.699 2043.94
December 2015 2.81 123.22 42.44 79.7 1135470 263108 92.6 330.6 46.988 2102.63
November 2015 2.70 120.70 46.22 80.9 1134381 262574 91.3 330.4 47.290 2079.36
October 2015 2.68 119.81 45.48 80.8 1152122 262181 90.0 329.7 47.565 1923.82
September 2015 2.83 121.26 42.87 81.0 1145216 262035 87.2 329.3 47.407 1913.85
August 2015 2.78 123.94 50.90 81.9 1135850 262357 91.9 328.5 47.673 2103.84
July 2015 2.82 122.10 59.82 82.0 1130490 260701 93.1 328.0 47.807 2077.42
June 2015 2.63 123.98 59.27 83.3 1112167 261161 96.1 327.4 48.288 2111.73
May 2015 2.51 119.86 54.45 83.5 1094250 260056 90.7 326.4 48.486 2108.29
April 2015 2.41 119.96 47.82 86.5 1062440 257859 95.9 324.6 48.534 2059.69
March 2015 2.49 119.72 50.58 88.5 1047682 253473 93.0 324.9 48.922 2104.50
February 2015 2.11 117.44 47.22 91.7 1038081 257717 95.4 324.6 49.171 1994.99
January 2015 2.50 119.85 59.29 89.6 1042544 258241 98.1 324.5 49.814 2058.90
December 2014 2.44 118.70 75.79 89.8 1029669 255579 93.6 323.8 50.498 2053.44
November 2014 2.58 112.09 84.40 90.3 1029293 256697 88.8 322.7 51.145 2018.05
October 2014 2.68 109.66 93.21 90.1 1004614 255360 86.9 321.5 51.403 1946.16
September 2014 2.46 104.00 96.54 90.2 1000978 254427 84.6 321.3 52.106 2003.37
August 2014 2.59 102.75 103.59 89.6 1004153 254343 82.5 320.1 52.638 1925.15
July 2014 2.51 101.28 105.79 90.6 1003922 253447 81.8 319.7 53.020 1973.32
June 2014 2.47 101.77 102.18 89.0 1004783 253768 82.5 318.4 53.382 1923.57
May 2014 2.60 102.14 102.07 86.7 1002975 252852 81.9 317.3 53.855 1883.68
April 2014 2.66 102.98 100.80 86.9 993293 250955 84.1 316.6 54.110 1885.52
March 2014 2.66 102.08 100.82 86.9 984715 248303 80.0 314.9 54.216 1859.45
February 2014 2.70 102.28 94.62 88.1 977072 246427 81.6 313.3 54.886 1782.59
January 2014 2.94 105.25 97.63 86.7 961996 246345 81.2 312.3 55.620 1848.36
December 2013 2.79 102.45 93.86 86.7 948850 250062 82.5 312.2 54.889 1805.81
November 2013 2.74 98.10 100.54 86.8 937982 249311 75.1 311.5 55.324 1761.64
October 2013 2.76 98.29 106.29 87.2 924361 249340 73.2 312.6 55.925 1695.00
September 2013 2.86 98.22 106.57 90.4 914609 250068 77.5 312.0 55.939 1632.97
August 2013 2.75 98.35 104.67 89.5 909513 247406 82.1 311.3 56.036 1706.87
July 2013 2.70 99.21 95.77 89.4 893248 248804 85.1 311.7 56.652 1614.96
June 2013 2.30 100.83 94.51 92.0 882693 247945 84.1 311.2 57.138 1630.74
May 2013 1.93 97.52 92.02 92.9 877799 247143 84.5 309.5 57.447 1582.70
April 2013 2.03 94.16 92.94 93.1 865844 246947 76.4 309.6 58.297 1562.17
March 2013 2.01 92.36 95.31 93.8 871574 248100 78.6 309.4 58.654 1518.20
February 2013 2.11 91.28 94.76 94.7 857410 248364 77.6 309.6 59.099 1513.17
January 2013 2.00 86.64 87.86 95.6 865730 246141 73.8 330.3 59.458 1426.19
December 2012 1.53 82.54 86.53 97.1 866855 247080 72.9 322.1 59.894 1416.18
November 2012 1.55 79.94 89.49 96.7 870362 244704 82.7 318.1 60.733 1427.59
October 2012 1.57 77.92 94.51 97.9 862358 245880 82.6 316.5 61.411 1444.49
September 2012 1.59 78.30 94.13 94.7 857558 245078 78.3 315.2 62.193 1406.58
August 2012 1.61 78.10 87.90 93.9 857301 245117 74.3 316.0 62.763 1375.32
July 2012 1.85 79.81 82.30 96.9 859250 246638 72.3 317.1 63.235 1362.16
June 2012 1.87 78.29 94.66 92.6 849347 246637 73.2 316.6 63.003 1278.04
May 2012 1.90 79.81 103.32 94.8 834951 246264 79.3 316.4 62.630 1405.82
April 2012 1.97 82.41 106.16 94.2 828668 248216 76.4 315.7 63.671 1408.47
March 2012 1.96 81.10 102.20 97.8 825163 249680 76.2 315.1 64.364 1374.09
February 2012 1.97 76.34 100.27 112.6 823375 248839 75.3 313.5 64.491 1324.09
January 2012 2.07 76.98 98.56 111.7 814989 249444 75.0 311.5 64.967 1257.60
December 2011 2.29 77.58 97.16 113.4 806301 246029 69.9 309.4 66.158 1244.58
November 2011 2.21 77.97 86.32 114.1 802658 246464 63.7 309.9 65.900 1218.28
October 2011 2.22 77.04 85.52 114.6 807010 244861 60.8 309.8 66.427 1131.42
September 2011 2.26 76.50 86.33 115.2 805366 244146 59.5 310.9 67.191 1204.42
August 2011 2.44 77.18 97.30 115.3 792089 245434 55.8 311.3 68.685 1286.94
July 2011 2.64 80.64 96.26 113.6 797238 244934 63.7 310.3 68.854 1339.67
June 2011 2.56 81.29 100.90 114.1 775999 243325 71.5 309.2 70.499 1314.55
May 2011 2.76 81.31 109.53 112.1 768555 245248 74.3 309.5 71.106 1363.61
April 2011 2.96 82.76 102.86 107.0 768276 245176 69.8 310.5 71.509 1332.41
March 2011 2.98 81.94 88.58 104.3 757019 245134 67.5 311.1This assignment consists of two (2) sections: an infrastructure document and a revised Gantt chart or project plan. You must submit both sections as separate files for the completion of this assignment. Label each file name according to the section of the assignment for which it is written. Additionally, you may create and / or assume all necessary assumptions needed for the completion of this assignment.
The last section of the project plan will present the infrastructure in accordance with the parameters set forth at the outset of the project. The network solution that is chosen should support the conceived information system and allow for scalability. The network infrastructure will support organizational operations; therefore, a pictorial view of workstations, servers, routers, bridges, gateways, and access points should be used. In addition, access paths for Internet access should be depicted. A narrative should be included to explain all the nodes of the network and the rationale for the design. Lastly, using the Confidentiality, Integrity and Availability (CIA) Triangle, define the organizational security policy. CIA is a widely used benchmark for evaluation of information systems security.
Section 1: Infrastructure Document
1. Write a five to ten (5-10) page infrastructure document in which you:
a. Design a logical and physical topographical layout of the planned network through the use of graphical tools in Microsoft Word or Visio, or an open source alternative such as Dia. Note: The graphically depicted solution is not included in the required page length.
b. Illustrate the possible placement of servers including access paths to the Internet and firewalls. Note: Facility limitations, workstations, printers, routers, switches, bridges and access points should be considered in the illustration.
c. Explain the rationale for the logical and physical topographical layout of the planned network.
d. Create a comprehensive security policy for the company that will:
i. Protect the company infrastructure and assets by applying the principals of CIA. Note: CIA is a widely used benchmark for evaluation of information systems security, focusing on the three core goals of confidentiality, integrity and availability of information.
ii. Address ethical aspects related to employee behavior, contractors, password usage, and access to networked resources and information.
72.287 1306.33
February 2011 2.88 81.97 89.17 100.4 754710 246319 77.5 310.4 72.941 1307.59
January 2011 2.90 81.67 89.15 100.0 786597 244427 74.2 309.0 74.179 1257.64