Consider a value-weighted market index that includes the following two companies. On Day 1 you form a portfolio to mimic the index. (In other words, to earn the same return as the index.)

Company 1 Company 1 Company 2 Company 2
Day Price # of Shares Price # of Shares
1 $6.62 200 $10.00 750
2 $7.24 200 $10.54 750

What is the portfolio weight on Company 1, and what is the return on the portfolio from Day 1 to Day 2? (Weight %, Return %)
A) 14%, 5%
B) 14%, 6%
C) 15%, 6%
D) 15%, 7%
E) 16%, 5%


C

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