Finance questions: Calculate the weekly returns for each of the 11 data series. Calculate the return on an equally-weighted portfolio of the ten stocks, with weekly rebalancing.
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See the attached stock file. All data is already adjusted for dividends and splits; do not worry about them.
1) Calculate the weekly returns for each of the 11 data series. You should use log returns: for example if the stick prices are $51 in Jan 1 and $53 on Jan 8, the return for that week is in (53/51) = .038466, about 3.85%
2) Also calculate the return on an equally-weighted portfolio of the ten stocks, with weekly rebalancing. (in other words, for each week calculate the average of the ten stock returns) You now have 12 return series (ten stocks, the average, and the index.
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Solution Summary
The expert calculates the weekly returns for each 11 data sets.
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