Question
25. 25.Suppose that you hold a portfolio consisting of three indices: the S&P 500, the Dow Jones Industrial Average (DJIA), and the Russell 2000 index.
25.
25.Suppose that you hold a portfolio consisting of three indices: the S&P 500, the Dow Jones Industrial Average (DJIA), and the Russell 2000 index. The value of the investment in each index and the indexes on May 11, 2020, are as follows:
IndexPortfolio ValueIndex on May 11, 2020S&P 5006,0002,930.19DJIA2,00024,221.99Russell 20002,0001,321.24Total10,000
These are the values of the indexes generated for May 12, 2020, under the first scenario:
ScenarioS&P 500DJIARussell 200012,825.1324,397.201,357.04
What is a loss from the portfolio under the first scenario?
$105.95
$146.47
$253.42
$3,154.07
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