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Market caps of five stocks are as follows: BAC: $231.48B, F: $46.18B, GE: $258.82B, MCD: $105.93B,JNJ: $340.16B. (a) What is the composition of a value-weighted
Market caps of five stocks are as follows: BAC: $231.48B, F: $46.18B, GE: $258.82B, MCD: $105.93B,JNJ: $340.16B.
(a) What is the composition of a value-weighted portfolio of these stocks?
(b) Suppose the returns on the stocks during the next quarter are −2.5%, 3.4%, −1.7%, 4.2% and0.9%. What is the return on the portfolio during the quarter?
(c) What is the composition of the portfolio at the end of the quarter?
(a) What is the composition of a value-weighted portfolio of these stocks?
(b) Suppose the returns on the stocks during the next quarter are −2.5%, 3.4%, −1.7%, 4.2% and0.9%. What is the return on the portfolio during the quarter?
(c) What is the composition of the portfolio at the end of the quarter?
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Mathematical Applications for the Management Life and Social Sciences
Authors: Ronald J. Harshbarger, James J. Reynolds
11th edition
9781337032247, 9781305465183, 1305108043, 1337032247, 1305465180, 978-1305108042
