Question
1. What is the Active Return of the foundation? (i.e., return of fund minus return of benchmark) 2. What is the Allocation component of the
A B 1 C D E Portfolio Weight Return Weight Benchmark at beginning through the at beginning of Return through 2 Asset Classes of year year year the year 3 Cash 10% 0.5% 6% 0.1% 4 Domestic Bonds 22% 1.0% 20% 3.0% 5 Foreign Bonds 10% 3.0% 15% 2.0% Domestic Equities 17% -0.5% 14% -0.1% 7 Foreign Equities 12% 1.0% 16% 4.0% 8 Mortages 5% 5.0% 3% 0.5% 9 Real Estate 16% 1.0% 20% 2.0% 10 Commodities 4% 12.0% 4% 10.0% 11 Private Equity 3% 2.0% 1% 1.0% 12 Hedge Funds 1% 1.0% 1% 3.0% 13 Total 100.00% 100.00% 14
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Fixed Income Analysis
Authors: Barbara S. Petitt
5th Edition
1119850541, 978-1119850540
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