Question: A single model factor is valid for the next question. An investor wishes to form a portfolio with 3 stocks, their prices are shown below

A single model factor is valid for the next question. An

A single model factor is valid for the next question. An investor wishes to form a portfolio with 3 stocks, their prices are shown below T(Month) TMG P&F L&G 45 0 1 80 83 35 47 53 53 55 IPC (Market) 10000 10100 12000 13500 15800 46 47.5 48 55 85 3 90 105 The funds will be investing in the following way: Stock i Fund invested: TMG $750,000 P&F $500,000 L&G $250,000 So, the portfolio return assuming one factor model is

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