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Calculate the data highlighted in green, based on 3 portfolios containing your companies using 3 different weightings. Equal weighting Market value weighting ( assumes the
Calculate the data highlighted in green, based on portfolios containing your companies using different weightings.
Equal weighting
Market value weighting
assumes the investor invests an equal of her assets in each stock
Company Net Sales weighting
assumes the investor's allocation to each stock is that stock's market capitalization as a of the entire portfolio's market capitalizationassumes the investor's allocation to each stock is that stock's Net Sales as a of the Net Sales of all stocks in the portfolio combined
There are items to calculate for each of the portfolios. You'll get mark for each correct answer. Maximum marks
NOTE: For each portfolio's Treynor Ratio calculation use the Price Change as the portfolio return.
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