Question: Using the data obtained in Problem 16, construct a portfolio from Apple, AMD, and Oracle that matches the Information Technology S&P index as closely as

Using the data obtained in Problem 16, 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 12.4.

Year Return

1997 ........... 28.54%

1998 .......... 78.14

1999 .......... 78.74

2000 ..........-40.90

2001 ..........-25.87

2002 ..........-37.41

2003 ......... 48.40

2004 ......... 2.56

2005 .......... 0.99

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