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Create an equal-weighted portfolio of the three stocks and keep the equal weighting throughout by rebalancing your portfolio at the end of each month. (Note
Create an equal-weighted portfolio of the three stocks and keep the equal weighting throughout by rebalancing your portfolio at the end of each month. (Note the rebalancing ensures that the portfolio weight is 1/3 at the beginning of each month for each individual stock in the portfolio).
Date | X Adj. Price | X Return | Y Adj. Price | Y Return | Z Adj. Price | Z Return |
30/06/10 | 7.69 | 12.29 | 4.77 | |||
31/07/10 | 7.87 | 0.02 | 12.01 | -0.02 | 3.99 | -0.1632396 |
31/08/10 | 7.43 | -0.06 | 10.66 | -0.11 | 3.90 | -0.0230692 |
30/09/10 | 8.90 | 0.20 | 11.34 | 0.06 | 4.11 | 0.05390144 |
31/10/10 | 9.33 | 0.05 | 9.87 | -0.13 | 4.24 | 0.03214808 |
30/11/10 | 9.63 | 0.03 | 9.54 | -0.03 | 7.06 | 0.66682397 |
31/12/10 | 9.95 | 0.03 | 11.43 | 0.20 | 5.28 | -0.252265 |
31/01/11 | 10.28 | 0.03 | 11.66 | 0.02 | 4.80 | -0.0908747 |
28/02/11 | 10.65 | 0.04 | 12.17 | 0.04 | 4.72 | -0.0166597 |
31/03/11 | 10.72 | 0.01 | 11.47 | -0.06 | 4.65 | -0.0152478 |
30/04/11 | 10.71 | 0.00 | 10.53 | -0.08 | 5.52 | 0.18709677 |
31/05/11 | 10.64 | -0.01 | 10.08 | -0.04 | 6.03 | 0.09202899 |
30/06/11 | 10.27 | -0.03 | 9.41 | -0.07 | 5.83 | -0.0335103 |
31/07/11 | 11.94 | 0.16 | 8.33 | -0.11 | 5.63 | -0.0329557 |
31/08/11 | 11.77 | -0.01 | 7.02 | -0.16 | 4.95 | -0.1217607 |
30/09/11 | 12.21 | 0.04 | 5.57 | -0.21 | 5.24 | 0.05860954 |
31/10/11 | 12.38 | 0.01 | 6.32 | 0.13 | 5.97 | 0.14051165 |
30/11/11 | 11.12 | -0.10 | 4.44 | -0.30 | 6.33 | 0.05992635 |
31/12/11 | 12.31 | 0.11 | 4.55 | 0.02 | 5.70 | -0.0994946 |
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