Question
Assume the benchmark is 50% Index and 50% Index 2. The portfolio is 40% Index , 40% Index and 20% Index 3. The performance is
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Assume the benchmark is 50% Index and 50% Index 2. The portfolio is 40% Index , 40% Index and 20% Index 3.
The performance is 5% index 1.4% index 2 and portfolio is 5.5% for index 1.3% for index 2.5% for index 3.
What is asset allocation effect?
-0.14%
-0.17%
0.1%
none of the above
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Financial Management
Authors: Geoffrey Knott
4th Edition
1403903824, 9781403903822
