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At time 0, you are asked to form a portfolio of $1,000,000 to replicate the performance of a value- weighted index of two stocks, ABC
At time 0, you are asked to form a portfolio of $1,000,000 to replicate the performance of a value- weighted index of two stocks, ABC and XYZ. The information about these two stocks are as follows. Prices at Different Times Assets Total Shares Outstanding 0 1 2 ABC 200,000,000 75 90 87 XYZ 100,000,000 50 62 56 What would be the value of your portfolio at time 1
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