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Quarter EM EAFE US 1 -0.64 4.16 7.67 2 -1.36 4.05 5.67 3 6.04 2.92 6.44 4 4.10 1.64 3.74 5 -3.69 -0.05 2.27 6
Quarter | EM | EAFE | US |
1 | -0.64 | 4.16 | 7.67 |
2 | -1.36 | 4.05 | 5.67 |
3 | 6.04 | 2.92 | 6.44 |
4 | 4.10 | 1.64 | 3.74 |
5 | -3.69 | -0.05 | 2.27 |
6 | -0.59 | 1.65 | 7.28 |
7 | 8.13 | -1.51 | 1.13 |
8 | 8.21 | 12.27 | 15.84 |
9 | -9.40 | -0.64 | 8.96 |
10 | -19.26 | -8.08 | 1.66 |
11 | 6.01 | 13.79 | 12.88 |
12 | -26.92 | 1.12 | 2.35 |
13 | -24.86 | -15.26 | -16.28 |
14 | 16.54 | 18.85 | 22.68 |
15 | 11.72 | 1.45 | 3.83 |
16 | 21.83 | 2.58 | 7.53 |
17 | -5.29 | 4.36 | -7.53 |
18 | 22.67 | 15.75 | 14.24 |
19 | 2.39 | -0.05 | 4.89 |
20 | -10.72 | -3.98 | -2.01 |
21 | -13.93 | -8.35 | -0.77 |
22 | -14.39 | -2.65 | -8.96 |
23 | -7.10 | -15.51 | -14.47 |
24 | 5.82 | 0.80 | 8.81 |
25 | -25.05 | -16.66 | -18.01 |
26 | 24.04 | 7.54 | 11.50 |
27 | 10.46 | 1.01 | 0.90 |
28 | -8.73 | -2.23 | -16.35 |
29 | -16.40 | -21.95 | -12.95 |
30 | 8.51 | 6.14 | 4.13 |
31 | -5.52 | -7.55 | -1.93 |
32 | 21.67 | 16.80 | 14.63 |
33 | 13.13 | 9.89 | 4.81 |
34 | 15.41 | 13.91 | 9.53 |
35 | 9.88 | 5.60 | 2.84 |
36 | -10.50 | -0.86 | -0.39 |
37 | 9.13 | 1.08 | 0.70 |
38 | 14.52 | 12.58 | 7.17 |
39 | 3.23 | 0.50 | -1.85 |
40 | 3.37 | -1.37 | 3.16 |
41 | 16.10 | 9.81 | 3.59 |
42 | 7.05 | 4.82 | 2.02 |
43 | 13.10 | 9.90 | 5.26 |
44 | -4.59 | 0.33 | -1.31 |
45 | 3.68 | 4.13 | 3.36 |
46 | 15.90 | 9.18 | 7.27 |
47 | 2.21 | 4.28 | 1.54 |
48 | 15.39 | 6.97 | 6.45 |
49 | 13.39 | 2.07 | 1.82 |
50 | 2.53 | -2.31 | -4.79 |
51 | -10.76 | -8.32 | -6.55 |
52 | -3.35 | -4.53 | -4.83 |
53 | -29.67 | -20.31 | -10.05 |
54 | -31.94 | -23.16 | -25.26 |
55 | 2.70 | -13.50 | -9.80 |
56 | 29.56 | 23.01 | 14.49 |
57 | 17.26 | 14.58 | 11.80 |
58 | 8.51 | 4.02 | 8.46 |
59 | 4.11 | 2.12 | 6.54 |
60 | -11.29 | -16.72 | -13.17 |
61 | 18.61 | 16.48 | 11.73 |
Portfolio |
5.306 |
3.937 |
5.657 |
3.394 |
0.615 |
4.579 |
2.004 |
13.602 |
3.369 |
-4.470 |
11.685 |
-3.751 |
-17.790 |
20.686 |
4.932 |
9.397 |
-4.701 |
16.229 |
3.404 |
-4.145 |
-4.915 |
-8.785 |
-13.205 |
6.611 |
-19.149 |
13.217 |
2.835 |
-12.001 |
-15.439 |
5.411 |
-3.769 |
16.474 |
7.493 |
11.578 |
4.800 |
-2.508 |
2.460 |
9.722 |
-0.365 |
2.295 |
7.334 |
3.588 |
7.758 |
-1.636 |
3.582 |
9.382 |
2.219 |
8.343 |
4.181 |
-2.833 |
-7.747 |
-4.471 |
-16.027 |
-26.177 |
-8.041 |
19.207 |
13.449 |
7.584 |
5.172 |
-13.501 |
14.058 |
Q; 61 quarterly return data is provided for three assets: US Equities and Portfolio are provided in Excel file "Quiz 2.xlsx" tab "MV". Calculate the active risk and active returns using the difference method only. The active risk and active returns are:
A. 1.67% and 9.75% per quarter
B. No correct choice (answer) is provided
C. Not enough information is provided to calculate the correct answer.
D. -0.04% and 2.48% per quarter
E. 1.71% and 9.24% per quarter
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