Question
Coker Fund allocated 0.40 weight to bonds which returned 2%, and 0.60 weight to stocks which returned 9%. Its benchmark allocated 0.4 weight to bonds
Coker Fund allocated 0.40 weight to bonds which returned 2%, and 0.60 weight to stocks which returned 9%. Its benchmark allocated 0.4 weight to bonds which returned 4%, and 0.6 weight to stocks which returned 7%. What is the contribution from asset allocation to Cokers total excess return in percent, rounded to the nearest basis point?
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Forecasting And Predictive Analytics With Forecast X
Authors: Barry Keating, J. Holton Wilson, John Solutions Inc.
7th International Edition
1260085236, 9781260085235
