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three questions :  matrix exchange rate problem, daily log returns
You are managing an investment fund with a very specific target: allocating your caital between a specific set of stocks based on their recent performance. You want to invest proportionally to the last observed stock return if it's positive, or not invest in a stock if the return was negative. If no stocks returns were positive, you will not invest in any of them, keeping cash at hand. You'll need to adjust youra

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above. Assume that you can trade any number of shares, including fractional amounts, at each rebalance time


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