The following table shows the most recent 3-month returns on 5 stocks in which you...
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Finance
The following table shows the most recent 3-month returns on 5 stocks in which you seek to trade. You decide to implement a return-based trading strategy to exploit potential momentum effects in the stock market. Applying the method of the study guide work out a set of weights for your portfolio such that you take a long position of 1,000 in some stocks and a short position of 1,000 in others
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