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8. (1 point) In a particular year, Lost Hope Mutual Fund made the following investments in asset classes: The return on a bogey portfolio was
8. (1 point) In a particular year, Lost Hope Mutual Fund made the following investments in asset classes: The return on a bogey portfolio was 12%, based on the following: The Asset Class Weight Return Bonds 80% 9% Stocks 20% 4% Asset Class Bonds(aggregate bond index) Stocks(S&P 500 Index) Weight Return 40% 10% 60% 5% contribution of security selection within asset classes to the total extra return was A. -1% B. 0% C. 1% D. 2% 9. (1 point) You are a fund manager managing an index fund, which tracks the S&P 500. Your boss asks you to add a Fintech stock portfolio to your current fund. He gives you five different Fintech portfolios as candidates. What risk measure is the best to help you decide which one to choose. A. Sharp Ratio B. Treynor Ratio C. Jensen Measure D. Information Ratio
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