Need some help solving this problem AAPL AMD ORCL AAPL AMD ORCL Date Adj Close Adj Close Adj Close Return Return Return 2 Jan 97 6 91 17 57 4 32 0 5075 0 5537 0 1074 2 Jan 98 4 16 10 1 3 88 0 0962 0 1272 0 8666 4 Jan 99 4 58 11 47 9 23 0 8104 0 4506 0 9956 3 Jan 00 10 3 18 24 98 0 9236 0 3124 0 1533 2 Jan 01 25 94 24 6 29 12 0 8753 0 4270 0 5230 2 Jan 02 10 81 16 05 17 26 0 1340 1 1194 0 3610 2 Jan 03 12 36 5 24 12 03 0 5432 1 0424 0 1416 2 Jan 04 7 18 14 86 13 86 0 4517 0 0613 0 0065 3 Jan 05 11 28 15 8 13 77 1 2263 0 9729 0 0912 3 Jan 06 38 45 41 8 12 57 These are the answers from the book Not sure how to solve it 22 Using the return data in Table 12 10, construct a portfolio from Apple, AMD, and Oracle that matches the Information Technology S P index as closely as possible Use the return data for the Information Technology S P index given in the following table The model for constructing the portfolio should be similar to the one developed for Hauck Financial Services in Section 12 5

The Answer is in the image, click to view ...

Question: Need some help solving this problem. AAPL AMD ORCL AAPL AMD ORCL Date Adj. Close* Adj. Close* Adj. Close* Return Return Return 2-Jan-97 6.91 17.57

Need some help solving this problem.

Need some help solving this problem. AAPL AMD ORCL AAPL AMD

	AAPL	AMD	ORCL	AAPL	AMD	ORCL
Date	Adj. Close*	Adj. Close*	Adj. Close*	Return	Return	Return
2-Jan-97	6.91	17.57	4.32	-0.5075	-0.5537	-0.1074
2-Jan-98	4.16	10.1	3.88	0.0962	0.1272	0.8666
4-Jan-99	4.58	11.47	9.23	0.8104	0.4506	0.9956
3-Jan-00	10.3	18	24.98	0.9236	0.3124	0.1533
2-Jan-01	25.94	24.6	29.12	-0.8753	-0.4270	-0.5230
2-Jan-02	10.81	16.05	17.26	0.1340	-1.1194	-0.3610
2-Jan-03	12.36	5.24	12.03	-0.5432	1.0424	0.1416
2-Jan-04	7.18	14.86	13.86	0.4517	0.0613	-0.0065
3-Jan-05	11.28	15.8	13.77	1.2263	0.9729	-0.0912
3-Jan-06	38.45	41.8	12.57

These are the answers from the book:

ORCL Date Adj. Close* Adj. Close* Adj. Close* Return Return Return 2-Jan-97

Not sure how to solve it.

22. Using the return data in Table 12.10, construct a portfolio from Apple, AMD, and Oracle that matches the Information Technology S&P index as closely as possible. Use the return data for the Information Technology S&P index given in the following table. The model for constructing the portfolio should be similar to the one developed for Hauck Financial Services in Section 12.5

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Formulate and solve the Markowitz portfolio optimization model to minimize portfolio variance subject to a required expected return of 10 percent that was defined in equations (8.10) through (8.19)...

Please show how to put into Excel, the formulas, and instructions, along with the answer \begin{tabular}{|c|c|c|c|c|c|c|c|c|c|c|} \hline A & B & C & D & E & F & G & H & I & J & K \\ \hline 1 & AAPL &...

The purpose of this exercise is to learn how to calculate stock returns for portfolio models using actual stock price data. First, it is necessary to obtain stock price data. One source (of many) is...

Problem 8-14 Formulate and solve the Markowitz portfolio optimization model to minimize portfolio variance subject to a required expected return of 10 percent that was defined in equations (8.10)...

Data File Available: The purpose of this exercise is to learn how to calculate stock returns for portfolio models using actual stock price data. Ten years worth of stock price data are included the...

The purpose of this exercise is to learn how to calculate stock returns for portfolio models using actual stock price data. Ten years worth of stock price data are included in the file StockReturns...

Using the data obtained in Problem 13, construct a portfolio from AAPL, AMD, and ORCL that matches the Information Technology S&P index as closely as possible. Use the return data for the Information...

Question is stated below. Answers that are filled in are already correct. All info is there. Problem 8-14 (Algorithmic) Formulate and solve the Markowitz portfolio optimization model to minimize...

A random sample of students is asked their opinions on a proposed core curriculum change. The results are as follows. Test the hypothesis that opinion on the change is independent of class standing....

The effect of a change in tax rates: 1. Results in a prior period adjustment 2. Is allocated between discontinued operations and continuingoperations 3. Is reportred separately after extraordinary...

AH s errors in visual location perception are left / right and up / down reflections. This error pattern provides evidence that, at the level of representation giving rise to the errors, location...

10) For a bond that pays cash interest (i.e., not a zero coupon bond), YTM is (a) always equal to the coupon rate (b) always equal to the current yield (c) is always less than the coupon rate (d) can...

If the employment application you submit does not have all the blanks filled in, has smudges on it, and has words crossed out, what impression might the prospective employer have about you?...

You are considering creating an online rsum for your job search. Research publishing to the Web and answer the following questions. (Objective 4) a. Where will you publish (or post) your rsum? b. Is...

Technology. Convert the rsum you developed in Application Exercise 13 to a scannable rsum using keywords throughout. E-mail a copy to your instructor. (Objective 4)