Using the return data in Table 12.10, 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 12.5.
Table 12.10 Yearly Returns For AAPL, AMD, And ORCL

Year .................. Information Technology S&P Return
1 ....................................... 28.54%
2 ......................................... 78.14
3 ......................................... 78.74
4 ....................................... 240.90
5 ....................................... 225.87
6 ....................................... 237.41
7 ......................................... 48.40
8 .......................................... 2.56
9 .......................................... 0.99

Transcribed Image Text:

L 466300652 7. CR 000000000 2 439 n 37027 0 Ir 121 2 514341 000001100 2 527 426 000000010 8981 CI 283 R. 82636 4394972332 D-77 , 514 602888 7018465451 168851 PC15 4 4 05 027185 137 j. A a 1234567891 fee