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I need this manually calculated. The following information is given for a portfolio P with stock and cash holdings (all figures are given in EUR):
I need this manually calculated.
The following information is given for a portfolio P with stock and cash holdings (all figures are given in EUR): Holding Alpha Technologies, a Beta Trust, B Gamma Capital, Cash, C Total, P t=0 t=1 Quantity Price Valuation Quantity Price Valuation 50 5 250 60 6 360 20 6 120 20 4. 80 80 5 400 5 300 30 30 80 80 800 820 60 Note that there have been the following transactions: T1) purchase of 10 stocks of Alpha Technologies amounting to 50 EUR, T2) sale of 20 stocks of Gamma Capital for 120 EUR, and T3) an outflow (withdrawal) of 20 EUR. Calculate the performance contributions of each holding assuming that tran- sactions have occured at the end of the period using a) position weights and -returns. b) position P/Ls The following information is given for a portfolio P with stock and cash holdings (all figures are given in EUR): Holding Alpha Technologies, a Beta Trust, B Gamma Capital, Cash, C Total, P t=0 t=1 Quantity Price Valuation Quantity Price Valuation 50 5 250 60 6 360 20 6 120 20 4. 80 80 5 400 5 300 30 30 80 80 800 820 60 Note that there have been the following transactions: T1) purchase of 10 stocks of Alpha Technologies amounting to 50 EUR, T2) sale of 20 stocks of Gamma Capital for 120 EUR, and T3) an outflow (withdrawal) of 20 EUR. Calculate the performance contributions of each holding assuming that tran- sactions have occured at the end of the period using a) position weights and -returns. b) position P/LsStep by Step Solution
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