Construct your own equity portfolio and then analyze it using PORT and also as an index created using the CIXB screen. Guidelines:

- In constructing your own portfolio, use the Equity Search screen (EQS), the FMAP screen to identify stocks that make up different types of funds, or the SECF screen to identify stocks making up a fund or equity index.

- Make the number of shares for the stocks in your portfolio large enough so that your portfolio's market value is at least \(\$ 10\) million.

- Create historical data for your portfolio. See sections in Chapter 3: "Bloomberg: Equity Index Futures and Related Screens" and "Steps for Creating Data in PRTU."

- Import your portfolio in CIXB and create historical data. See sections in Chapter 3: "Bloomberg: Equity Index Futures and Related Screens" and "Bloomberg CIXB and OSA Screens."