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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
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. d Asset classWF WB on Stocks 0.5 0.5 0.01 0.21 Bonds 0.5 0.5 0.150.05 Please calculate the performance of F relative B due to the difference in security selection skill. Please round your calculation to the nearest 2nd decimal and fill in your calculated number elow. Answer Next page page
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