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Question 17 3.34 pts Sector ETF-> Benchmark Benchmark weights (Wsb) ETFs Returns (Rsb) Stocks Holding Weights (Wsh) Holdings Returns (Rsh) Financials XLF 0.30 0.33 3.80%
Question 17 3.34 pts Sector ETF-> Benchmark Benchmark weights (Wsb) ETFs Returns (Rsb) Stocks Holding Weights (Wsh) Holdings Returns (Rsh) Financials XLF 0.30 0.33 3.80% 3.4096 2.10% Healthcare XLV 0.40 C, etc. KLH, etc. KO, etc. 0.33 1.90% Cons. Staples XLP 0.30 4.50% 0.34 5.20% Benchmark (R tot b) Portfolio R tot p) Difference 3.21% 3.65% 0.44% Based on the table above calculate Allocation attribution for the Financial sector 0.01% 0.12% 0.16% 0.07%
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