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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).

DateX Adj. PriceX ReturnY Adj. PriceY ReturnZ Adj. PriceZ Return
30/06/107.6912.294.77
31/07/107.870.0212.01-0.023.99-0.1632396
31/08/107.43-0.0610.66-0.113.90-0.0230692
30/09/108.900.2011.340.064.110.05390144
31/10/109.330.059.87-0.134.240.03214808
30/11/109.630.039.54-0.037.060.66682397
31/12/109.950.0311.430.205.28-0.252265
31/01/1110.280.0311.660.024.80-0.0908747
28/02/1110.650.0412.170.044.72-0.0166597
31/03/1110.720.0111.47-0.064.65-0.0152478
30/04/1110.710.0010.53-0.085.520.18709677
31/05/1110.64-0.0110.08-0.046.030.09202899
30/06/1110.27-0.039.41-0.075.83-0.0335103
31/07/1111.940.168.33-0.115.63-0.0329557
31/08/1111.77-0.017.02-0.164.95-0.1217607
30/09/1112.210.045.57-0.215.240.05860954
31/10/1112.380.016.320.135.970.14051165
30/11/1111.12-0.104.44-0.306.330.05992635
31/12/1112.310.114.550.025.70-0.0994946

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