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The Active Return of this portfolio is (ie., return of portfolio minus return of benchmark)? What is the Pure Selection of the Active return? What

The Active Return of this portfolio is (ie., return of portfolio minus return of benchmark)?

What is the Pure Selection of the Active return?

What is the Allocation of the Active Return?




Portfolio Benchmark
Asset Classes Weight at beginning of year Return through the year Weight at beginning of year Return through the year
Cash 10% 0.5% 6% 0.1%
Domestic Bonds 22% 1.0% 20% 3.0%
Foreign Bonds 10% 3.0% 15% 2.0%
Domestic Equities 17% -0.5% 14% -0.1%
Foreign Equities 12% 1.0% 16% 4.0%
Mortages 5% 5.0% 3% 0.5%
Real Estate 16% 1.0% 20% 2.0%
Commodities 4% 12.0% 4% 10.0%
Private Equity 3% 2.0% 1% 1.0%
Hedge Funds 1% 1.0% 1% 3.0%
Total 100.00%
100.00%


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