calculate the following questions from the data given below Sector Info Tech Industrials Healthcare Benchmark (R tot p) Portfolio (R tot p) Difference ETF->> Benchmark
calculate the following questions from the data given below
Sector Info Tech Industrials Healthcare Benchmark (R tot p) Portfolio (R tot p) Difference ETF->> Benchmark Benchmark weights (Wsb) XLK XU XLV 0.45 0.35 0.20 ETFS Returns (Rsb) 12.90% 13.54% 16.30% 13,80% 13.25% -0.56% Stocks INTC, etc. ALK, etc. UNH, etc. Holding Weights (Wsh) 0.45 0.30 0.25 1 Holdings Returns (Rsh) 14.30% 10.22% 14.99%
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Authors: Robert A.Weigand
1st edition
978-111863091, 1118630912, 978-1118630914
