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13 070b) .028 c).036 d).078 21) In a particular year, a fund made the following investments in asset classes and the return on the bogey

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13 070b) .028 c).036 d).078 21) In a particular year, a fund made the following investments in asset classes and the return on the bogey portfolio was 12%. What is the contribution of asset allocation across markets and security selection within asset classes to the total extra return Bonds tocks Weight 80% 20% Return Bonds(aggregatebond index) 4%Stocks(S&P500 index) Weight 40% % Return 10% 5% a)4%and 2% b)2%and .1% c)1% and .1% 0.2% and 196 2) The Treynor atio measures excess reurm per unt of risk, while the Sharpe ratio measures excess return per unit of _risk. e) ytematic,toaol botal,usysematic e unystematic,lotal d total, ystematic sstemai, ital tota, nsystematic c) unsystematic,total d) total, ystematic 23) A portfolio generater n

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