Banyan Investment-Creating an Optimal Portfolio for a Client

Banyan Investment-Creating an Optimal Portfolio for a Client
Case Code: FINC186
Case Length: 13 Pages
Period: 2019-2020
Pub Date: 2022
Teaching Note: Available
Price: Rs.300
Organization: Banyan Investment Private Limited
Industry: Financial Services
Countries: India
Themes: Risk and Return, Optimal Portfolio, Portfolio Management
Banyan Investment-Creating an Optimal Portfolio for a Client
Abstract Case Intro 1 Case Intro 2 Excerpts


This case presents the dilemma faced by Rishabh Bansal, Senior Research Analyst at Banyan Investment Private Limited, in suggesting a risk and return trade-off for a new client. The case provides enough scope to discuss and understand the concept as well as the measurement of risk and return for various securities and portfolios. It further helps in understanding the Efficient Frontier, Capital Market Line, and construction of optimal portfolio using real data from the National Stock Exchange. This case provides sufficient data and helps learners to understand how to construct the minimum risk portfolio that generates the required expected return after considering the given constraints.


The case is structured to achieve the following teaching objectives:

  • Discuss the concept, importance, and measurement of risk and return and its trade-off.
  • Understand how to assess overvalued/undervalued and aggressive/defensive securities.
  • Estimate the expected returns of the portfolio as per CAPM.
  • Construct an optimal portfolio with the help of various Microsoft Excel functions.



Risk and Return; Optimal Portfolio; Overvalued/undervalued securities; Aggressive/defensive securities; Beta; Alpha; R-squared; Sharpe Ratio; Correlation matrix; Security Market Line; Matrix Multiplier function; SOLVER function; Correlation Matrix; Portfolio Standard Deviation; Efficient Frontier; Expected Return

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