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Question 24 3.34 pts Sector ETF-> Benchmark Benchmark weights (Wsb) ETFs Returns (Rsb) Stocks Holding Weights (Wsh) Holdings Returns (Rsh) XLF 0.25 AIG, etc. 0.23
Question 24 3.34 pts Sector ETF-> Benchmark Benchmark weights (Wsb) ETFs Returns (Rsb) Stocks Holding Weights (Wsh) Holdings Returns (Rsh) XLF 0.25 AIG, etc. 0.23 0.31% Financials Healthcare 1.27% 4.30% XLV 0.50 TC, etc. 0.55 5.92% 4.10% Cons, Staples KLP 0.25 3.86% DIS, etc. 0.22 Benchmark ( tot b) Portfolio (tot p) Difference 3.43% 4.23% 0.80% Sector Allocation Selection Interaction Sum 0.01% Financials Healthcare Cons. Staples -0.24% 0.81% 0.06% 0.02% 0.08 0.04% -0.01% -0.18% 0.93K 0.0456 -0.01% Suam 0.07% 0.63% 0.09% 0.80X Based on the two tables above, what can you say about this portfolio manager? He/she was best at stock selection for Healthcare sector out of all other attribution aspects He/she had best performance in the Consumer Staples sector He/she was bad at stock selection but good at allocation for the Consumer Staples sector He/she made good allocation and good stock selection for Financials sector
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