a. Suppose the benchmark weights in Table 24.7 had been set at 70% equity, 25% fixed-income, and
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a. Suppose the benchmark weights in Table 24.7 had been set at 70% equity, 25% fixed-income, and 5% cash equivalents. What would have been the contributions of the manager’s asset allocation choices?
b. Suppose the S&P 500 return is 5%. Compute the new value of the manager’s security selection choices.
.P-96
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Related Book For
ISE Investments
ISBN: 9781266085963
13th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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