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The fund F has been investing in stocks and bonds. Given their strategy, an appropriate benchmark portfolio is B. The performance and weights of
The fund F has been investing in stocks and bonds. Given their strategy, an appropriate benchmark portfolio is B. The performance and weights of F and B over the last year are given in the table below. Asset class Stocks Bonds 0.5 0.5 0.9 0.1 0.10 0.05 0.10 0.05 Please calculate the performance of F relative B due to the difference in asset allocation skill. Please round your calculation to the nearest 2nd decimal and fill in your calculated number below. Answer: -0.02
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