Using the data obtained in Problem 8-13, construct a portfolio from AAPI, AMD, and ORCL that matches the Information Technology S&P index as dosely as possible. Use the retum data for the Intormation Technology S&P index given in the following table. The model for constructing the portfolio should be similar to the one developed for Hauck Financial Services in Section 8.2. For subtractive or negative numbers use a minus sign even if there is a sign before the blank. If required, round your answers to four decimal places. If the constant is "1" It must be entered in the box: your answer is zero, entero YEARLY RETURNS FOR AAPL, AMD, AND ORCL ORCE AAPL AMD Year 1 AMD Adj. Close (5) 18.21 9.42 11.38 Adj.Close() 4.09 4.01 8.66 Return 0.0261 0.6731 AAPL Adj.Close($) 4.91 5.04 9.88 26.76 10.93 12.04 7.02 10.43 ORCL Return -0.1984 0.7699 1.0905 0.1007 2 3 4 17.03 25.77 0.9964 -0.8954 0.0967 -0.5395 Return -0.6557 0.189 0.4031 0.399 -0.4312 1.292 1.2442 0.0356 0.9578 5 28.5 6 25.38 16.49 4.53 17.02 11.94 -0.5155 -0.3545 0.1592 B 14 0.3959 1.2908 0.6835 15.72 16.29 -0.0268 9 0.0111 37.92 75.11 13.63 13.-48 10 42.45 Year 1 2 3 4 Return (96) 28.54 78.14 78.74 440.90 -25.87 -37.41 49.40 2.56 0.99 2 ((R+ 12 R + 3+ (R9+ >> + (R+ >2. (Rs+ )) 12+ (Rj+ 3+ (R (R4 + (Rs AAPL + AMD + ORCL RI AAPL + AMD + ORCE ORCE AAPL + AMD + -R R -R AAPL AMD ORCL AAPL+ AMD - ORCL - Rs AAPL AMD ORCE RO AAPL + AMD + ORCE - R AMD + ORCE -R AAPL + AAPL - AAPL 4 AMD ORCE R 1 AMD + ORCL 2 78.14 78.74 -40.90 -25,87 37.41 48.40 2.56 0.99 (OR + 32+ (R 12 + (R9+ + (R+ ) (RE (Rat (R+ (R3 12+ (R 724 + 12 ) AAPL + AMO ORCL RI AAPL - AND + ORCE -R AAPL + AMD+ ORCL R AAPL + AMD ORCL R4 AAPL AMO + ORCE - RS AAPL AMD - ORCL - Re AAPL + AMD + ORCL R AAPE AMD - ORCZ Re AAPL ANO + ORCL - R AAPL + AMD + ORCE The optimal solution to this modelis: If required, round your answers to seven decimal places. If your answer is zero, enter to Variable Value Reduced Cost Rj R2 R3 Ro RS RE R Re RS AAPU ORCE Using the data obtained in Problem 8-13, construct a portfolio from AAPI, AMD, and ORCL that matches the Information Technology S&P index as dosely as possible. Use the retum data for the Intormation Technology S&P index given in the following table. The model for constructing the portfolio should be similar to the one developed for Hauck Financial Services in Section 8.2. For subtractive or negative numbers use a minus sign even if there is a sign before the blank. If required, round your answers to four decimal places. If the constant is "1" It must be entered in the box: your answer is zero, entero YEARLY RETURNS FOR AAPL, AMD, AND ORCL ORCE AAPL AMD Year 1 AMD Adj. Close (5) 18.21 9.42 11.38 Adj.Close() 4.09 4.01 8.66 Return 0.0261 0.6731 AAPL Adj.Close($) 4.91 5.04 9.88 26.76 10.93 12.04 7.02 10.43 ORCL Return -0.1984 0.7699 1.0905 0.1007 2 3 4 17.03 25.77 0.9964 -0.8954 0.0967 -0.5395 Return -0.6557 0.189 0.4031 0.399 -0.4312 1.292 1.2442 0.0356 0.9578 5 28.5 6 25.38 16.49 4.53 17.02 11.94 -0.5155 -0.3545 0.1592 B 14 0.3959 1.2908 0.6835 15.72 16.29 -0.0268 9 0.0111 37.92 75.11 13.63 13.-48 10 42.45 Year 1 2 3 4 Return (96) 28.54 78.14 78.74 440.90 -25.87 -37.41 49.40 2.56 0.99 2 ((R+ 12 R + 3+ (R9+ >> + (R+ >2. (Rs+ )) 12+ (Rj+ 3+ (R (R4 + (Rs AAPL + AMD + ORCL RI AAPL + AMD + ORCE ORCE AAPL + AMD + -R R -R AAPL AMD ORCL AAPL+ AMD - ORCL - Rs AAPL AMD ORCE RO AAPL + AMD + ORCE - R AMD + ORCE -R AAPL + AAPL - AAPL 4 AMD ORCE R 1 AMD + ORCL 2 78.14 78.74 -40.90 -25,87 37.41 48.40 2.56 0.99 (OR + 32+ (R 12 + (R9+ + (R+ ) (RE (Rat (R+ (R3 12+ (R 724 + 12 ) AAPL + AMO ORCL RI AAPL - AND + ORCE -R AAPL + AMD+ ORCL R AAPL + AMD ORCL R4 AAPL AMO + ORCE - RS AAPL AMD - ORCL - Re AAPL + AMD + ORCL R AAPE AMD - ORCZ Re AAPL ANO + ORCL - R AAPL + AMD + ORCE The optimal solution to this modelis: If required, round your answers to seven decimal places. If your answer is zero, enter to Variable Value Reduced Cost Rj R2 R3 Ro RS RE R Re RS AAPU ORCE