Consider a hypothetical equal-weighted index created using the three stocks below:

Stock	Price on 3/18/20	Price on 6/18/20	Outstanding Shares (mil) on 3/18/20	Outstanding Shares (mil) on 6/18/20
A	$10	$11	400	400
B	$40	$48	100	100
C	$200	$150	10	10

None of the stocks pay dividends.

On 3/18/2020, as a young asset manager, you were asked by a client to create a portfolio to track the said three-stock equal-weighted index. You did exactly as ask and created this tracking portfolio with an initial investment of $12,000:

You figured out that you need to purchase [ Select ] ["100", "200", "300", "400"] shares of Stock A, [ Select ] ["100", "200", "300", "400"] shares of Stock B, and [ Select ] ["20", "50", "100"] shares of Stock C. Then, you made the purchases.

On 6/18/2020, you also reviewed the portfolio in order to see if it stays equal-weighted after the price changes:

The actual portfolio weights of the three stocks are: w_A= [ Select ] ["0.29", "0.36", "0.42", "0.58"] , w_B= [ Select ] ["0.19", "0.27", "0.39", "0.41"] , w_C= [ Select ] ["0.11", "0.25", "0.48", "0.64"]

As you can see, the portfolio needs to be re-balanced so that it can resume equal weights. In order to do so, you will need to [ Select ] ["buy", "sell"] [ Select ] ["10", "20", "30"] shares of Stock X, [ Select ] ["buy", "sell"] [ Select ] ["10", "15", "20"] shares of Stock Y, and [ Select ] ["buy", "sell"] [ Select ] ["5", "7", "9", "13"] shares of Stock Z.