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You are creating an index for the four following stocks: Stock Price, t=0 Price, t=1 Shares (million) ABC 122 100 500 21 1,200 JKL 26

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You are creating an index for the four following stocks: Stock Price, t=0 Price, t=1 Shares (million) ABC 122 100 500 21 1,200 JKL 26 30 450 What is the one day return for the index if it is price-weighted? 1.86% 2.79% 5.12% 3.72%

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