Question: Based on the information given for the three stocks, calculate the first-period net return' (from t=0 tot = 1) on a market-value-weighted portfolio (eg write
Based on the information given for the three stocks, calculate the first-period net return' (from t=0 tot = 1) on a market-value-weighted portfolio (eg write 0.072 if you think 7.2% is the right answer) Note: The subscripts 0, and 1 indicate time t=0 and t = 1 respectively, Stock A Stock B Stock C Po $70 $85 $105 QO 200 500 300 P1 $72 $81 $98 Q1 200 500 300
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