Using the data obtained in Problem 16, construct a portfolio from Apple, AMD, and Oracle that matches
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Using the data obtained in Problem 16, construct a portfolio from Apple, AMD, and Oracle that matches the Information Technology S&P index as closely as possible. Use the return data for the Information 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 12.4.
Year Return
1997 ........... 28.54%
1998 .......... 78.14
1999 .......... 78.74
2000 ..........-40.90
2001 ..........-25.87
2002 ..........-37.41
2003 ......... 48.40
2004 ......... 2.56
2005 .......... 0.99
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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Related Book For
Quantitative Methods For Business
ISBN: 148
11th Edition
Authors: David Anderson, Dennis Sweeney, Thomas Williams, Jeffrey Cam
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