Question
Consider the below information that describes the annual performance of a manager's entire portfolio and the benchmark portfolio. What is the benchmark's rate of return?
Consider the below information that describes the annual performance of a manager's entire portfolio and the benchmark portfolio.
What is the benchmark's rate of return?
| Manager Return | Manager Allocation | Benchmark Return | Benchmark Allocation | |
| Asset Class A | 8% | 0.5 | 4% | 0.1 |
| Asset Class B | 9% | ? | 8% | ? |
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
11th Edition
0321357965, 978-0321357960
