Create an equal-weighted portfolio of the three stocks and keep the equal weighting throughout by rebalancing your
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Create an equal-weighted portfolio of the three stocks and keep the equal weighting throughout by rebalancing your portfolio at the end of each month. (Note the rebalancing ensures that the portfolio weight is 1/3 at the beginning of each month for each individual stock in the portfolio).
Date | X Adj. Price | X Return | Y Adj. Price | Y Return | Z Adj. Price | Z Return |
30/06/10 | 7.69 | 12.29 | 4.77 | |||
31/07/10 | 7.87 | 0.02 | 12.01 | -0.02 | 3.99 | -0.1632396 |
31/08/10 | 7.43 | -0.06 | 10.66 | -0.11 | 3.90 | -0.0230692 |
30/09/10 | 8.90 | 0.20 | 11.34 | 0.06 | 4.11 | 0.05390144 |
31/10/10 | 9.33 | 0.05 | 9.87 | -0.13 | 4.24 | 0.03214808 |
30/11/10 | 9.63 | 0.03 | 9.54 | -0.03 | 7.06 | 0.66682397 |
31/12/10 | 9.95 | 0.03 | 11.43 | 0.20 | 5.28 | -0.252265 |
31/01/11 | 10.28 | 0.03 | 11.66 | 0.02 | 4.80 | -0.0908747 |
28/02/11 | 10.65 | 0.04 | 12.17 | 0.04 | 4.72 | -0.0166597 |
31/03/11 | 10.72 | 0.01 | 11.47 | -0.06 | 4.65 | -0.0152478 |
30/04/11 | 10.71 | 0.00 | 10.53 | -0.08 | 5.52 | 0.18709677 |
31/05/11 | 10.64 | -0.01 | 10.08 | -0.04 | 6.03 | 0.09202899 |
30/06/11 | 10.27 | -0.03 | 9.41 | -0.07 | 5.83 | -0.0335103 |
31/07/11 | 11.94 | 0.16 | 8.33 | -0.11 | 5.63 | -0.0329557 |
31/08/11 | 11.77 | -0.01 | 7.02 | -0.16 | 4.95 | -0.1217607 |
30/09/11 | 12.21 | 0.04 | 5.57 | -0.21 | 5.24 | 0.05860954 |
31/10/11 | 12.38 | 0.01 | 6.32 | 0.13 | 5.97 | 0.14051165 |
30/11/11 | 11.12 | -0.10 | 4.44 | -0.30 | 6.33 | 0.05992635 |
31/12/11 | 12.31 | 0.11 | 4.55 | 0.02 | 5.70 | -0.0994946 |
Related Book For
Corporate Finance The Core
ISBN: 9781292158334
4th Global Edition
Authors: Jonathan Berk, Peter DeMarzo
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