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(a)You have been provided one-year data for an active portfolio and a benchmark portfolio. You have to submit a report wherein you are supposed to
(a)You have been provided one-year data for an active portfolio and a benchmark portfolio. You have to submit a report wherein you are supposed to compare and contrast the active portfolio performance with the benchmark.
In your report, you need to discuss the following: Portfolio return and risk, Benchmark return and risk, active return, active risk/tracking error and allocation and selection effect.
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