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Question 22 Compiete Maked ot of 1.00 P Flag quesion 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 0.03 0.21 0.5 0.5 0.15 0.05 decimal and fill in Please calculate the performance of F relative B due to the difference in security selection skill. Please round your calculation to the nearest 2 your calculated number below Answer -004 Question 23 Complete 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 W Y Flag question Stocks0.5 0.9 0.10 0.10 Bonds 0.5 0.05 0.05 decimal andin Please calculate the performance of F relative B due to the difference in asset allocation skill. Please round your calculation to the nearest 2 your calculated number below Answer 002 Complie Marked out of 100 Y Flag question Consider three assets X, Y and Z. which are all farly priced by the CAPM Asset X has a return standard deviation of 30%. Asset Y has a return standard deviation of 15%. Asset Z has an idiosyncratic risk (ie, the standard deviation of the residual retum component which is uncorrelated with the market return of 20%, which asset has the highest expected return? Select one O A There is no enough information to tel O B. Asset X because it has the highest total rsk Asset Y because has the lowest total risk O D Asset Z because it has the highest idiosyncratic risk O E All three assets have the same xpected return Question 25 Cempiete Marked out of 100 investors were also able to predict the U.S. housing market bubble and built similar short positions even earlier than Paulson & Co. However, the US. housing P Fag quesson market peaked in 2008 and only started to crash in 2007. Thus some bearish investors had to liquidate their short positions before the crash, due to continued The hedge fund company Paulson & Co, run by John Paulson, started in 2005 to short sell U.S. sub-prime mortgage backed securities, a strategy benefitting from the collapse of U.S. housing market, and profited about $15 billion in a single year when the U.S. housing market crashed in 2007. Some institutional