The file stockreturnsindex contains nine years of returns for Apple (AAPL), American Medical Devices (AMD), Oracle Corporation

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The file stockreturnsindex contains nine years of returns for Apple (AAPL), American Medical Devices (AMD), Oracle Corporation (ORCL), and the Information Technology S&P Index. Construct a portfolio from AAPL, AMD, and ORCL that matches the return of the Information Technology S&P index as closely as possible. Hint: Minimize the sum of the squared differences between the portfolio return and the return of the Information Technology S&P Index.

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Business Analytics

ISBN: 9780357902219

5th Edition

Authors: Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann

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