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Please answer all the provided parts (9 through 11) Core/Satellite Question Use the following information to answer questions 9-11 Expected Alpha Expected Tracking ErrorAllocation Manager

Please answer all the provided parts (9 through 11)
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Core/Satellite Question Use the following information to answer questions 9-11 Expected Alpha Expected Tracking ErrorAllocation Manager Diamond Management Hoke Associates Mosby Investors 2.50% 0.00% 1.90% 3.20% 1.30% 5.00% 0.00% 2.90% 6.50% 1.90% 15.00% 15.00% 20.00% 10.00% 40.00% SRI Advisors Wrightsville Managers 9) Based on the above data, what is the close a)0.07% (2-Sey, * b) 1.2% c) 2.3% est to the expected active return: + (3.20%+0.10) t 21.529% (1.30%* 0,49 10) Based on the above data, what is the closest approximation of active risk: a) 1.4% b) 0.8% c) 2.3% d) 0.07% 11) What is the expected information ratio? a) 2.0 b) .9 c) .5 d) 1.2

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