Calculate the contribution to total performance from currency, country, and stock selection for the manager in the

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Calculate the contribution to total performance from currency, country, and stock selection for the manager in the example below. All exchange rates are expressed as units of foreign currency that can be purchased with 1 U.S.dollar.

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Jan 04, 2013 08:06 AM

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Calculate the contribution to total performance from currency, country, and stock selection for the manager in the

Question:

Return on Manager's Managers Return 18% 20 EAFE Weight Equity Index EE Weight 0.35 0.15 0.50 0.9 Europe Australasia Far East 0.30 0.10 0.60 20% 15 25

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Currency Selection EAFE 030 10 010 0 060 10 30 Manager 035 10 015 ...View the full answer

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