Question
Calculate the contribution to total performance from currency, country, and stock selection for the manager relative to EAFE in the following table. All exchange rates
| Calculate the contribution to total performance from currency, country, and stock selection for the manager relative to EAFE in the following table. All exchange rates are expressed as units of foreign currency that can be purchased with 1 U.S. dollar. (Round your answers to 2 decimal places. Do not round intermediate calculations. Input all amounts as positive values. Omit the "%" sign in your response.) |
|
| EAFE Weight | Return on Equity Index | E1/E0 | Manager's Weight | Manager's Return | ||||||
| Europe | 0.6 |
| 15 | % |
| 1 | 0.6 |
| 12 | % |
|
| Australasia | 0.3 |
| 16 |
|
| 1.4 | 0.1 |
| 17 |
|
|
| Far East | 0.1 |
| 20 |
|
| 1.2 | 0.3 |
| 17 |
|
|
|
|
| Profit/Loss |
| Currency Selection | % | (Click to select)ProfitLoss |
| Country Selection | % | (Click to select)LossProfit |
| Stock Selection | % | (Click to select)ProfitLoss |
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Ecological Money And Finance
Authors: Thomas Lagoarde-Segot
1st Edition
3031142314, 978-3031142314
