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Consider the below information that describes the annual performance of a manager's entire portfolio and the benchmark portfolio. What is the overperformance of the manager's
Consider the below information that describes the annual performance of a manager's entire portfolio and the benchmark portfolio.
What is the overperformance of the manager's portfolio?
| Manager Return | Manager Allocation | Benchmark Return | Benchmark Allocation | |
| Asset Class A | 8% | 0.1 | 9% | 0.7 |
| Asset Class B | 7% | ? | 8% | ? |
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Financial Analysis And Modeling Using Excel And VBA
Authors: Chandan Sengupta
2nd Edition
047027560X, 978-0470275603
