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Investment- portfolio management The question is already answered but imagine the numbers in the blue circle were not given how would we calculate it ?

Investment- portfolio management

The question is already answered but imagine the numbers in the blue circle were not given how would we calculate it ?

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Information Ratio = Active Return Active Risk = Rp-RB a (Rp - Re] Tracking error portofolio Benchmark Asset I Portofolio Benchmark Return Return Same as index Jus equitios 45% 40% 117. 12 % VOS Bond - 30% 0 0 zor 67 5% Intenational 25% 30% 144 12 % AR = Rp - R = [(45% X117) + ( 307 x 67.) +(25% x 147,57 - CC40% X 127.) +(307X57.) +(307 x 12%)] = 0,357 OR From Asset Allocation Eaw; E (RB) - AR. ( 45% -407)127 + (309-307) 57 +(257. 307)x1270) From Security selection Wp. ( E(Rp) - ECRB;)) 457. C1(2__127) + 30%. (62-52) + 251. ( 147-127.)= 6.35) Allocation & security from selection = AR Information Ratio = Active Return Active Risk = Rp-RB a (Rp - Re] Tracking error portofolio Benchmark Asset I Portofolio Benchmark Return Return Same as index Jus equitios 45% 40% 117. 12 % VOS Bond - 30% 0 0 zor 67 5% Intenational 25% 30% 144 12 % AR = Rp - R = [(45% X117) + ( 307 x 67.) +(25% x 147,57 - CC40% X 127.) +(307X57.) +(307 x 12%)] = 0,357 OR From Asset Allocation Eaw; E (RB) - AR. ( 45% -407)127 + (309-307) 57 +(257. 307)x1270) From Security selection Wp. ( E(Rp) - ECRB;)) 457. C1(2__127) + 30%. (62-52) + 251. ( 147-127.)= 6.35) Allocation & security from selection = AR

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