Consider the following data for the three stocks that make up the market:

Stock	Initial date (t=0)		Final Date (t=1)
	Price	Shares Outstanding	Price
A	$20	200	$40
B	$20	500	$30
C	$20	600	$20

What is the single-period return on the price-weighted index constructed from the three stocks if stocks A and B were to split 2 for 1 and 4 for 1, respectively, immediately after period 0?

	A.	35.71%
	B.	50.00%
	C.	75.50%
	D.	34.62%