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Stocks Style Market-cap weights Your portfolio AAA Value 0.15 0.1 BBB Value 0.05 0.2 CCC Value 0.15 ? DDD Value 0.05 0.05 EEE Value ?
Stocks Style Market-cap weights Your portfolio AAA Value 0.15 0.1 BBB Value 0.05 0.2 CCC Value 0.15 ? DDD Value 0.05 0.05 EEE Value ? 0.01 FFF Growth 0.10 ? GGG Growth 0.08 0.1 | HHH Growth 0.14 0.03 Growth 0.13 0.17 JJJ Growth 0.09 0.03 The table above shows that the market consists of 10 stocks and there are two styles of investing. The table provides information on the market-cap-based weights of each stock and their corresponding weight in your portfolio. Based on this information, a. Find the market-cap weight of stock EEE? (6 points) b. Find the weight of CCC and FFF so that your portfolio is style-neutral. (9 points)
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