Question: Index 1: High Beta Strategy. It is to be long-only and invest in all 44 stocks, such that the weight of each stock in the

Index 1: High Beta Strategy. It is to be long-only and invest in all 44 stocks, such that the weight of each stock in the index is beta-weighted. That is, wi = i/jj

Construct a smart beta indexes for the ETFs to track for the above strategy. Excel data has been provided for this H/W q, but dont know where to upload.

Help with methodology/conceptual understanding behind this q etc would be great. Thank you.

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