Question: 20 Performance & Risk: Active Share What is the active share of this portfolio? Stock A: portfolio weight 10%, benchmark weight 20% Stock B: portfolio
Performance & Risk: Active Share What is the active share of this portfolio? Stock A: portfolio weight 10%, benchmark weight 20% Stock B: portfolio weight 40%, benchmark weight 50% Stock C: portfolio weight 10%, benchmark weight 20% Stock D: portfolio weight 40%, benchmark weight 10% How to enter answer: Enter as whole number even though active share is a percentage. No decimal place is needed. That is, if your answer is 20.0%, enter 20. Hint: There is a spreadsheet on Canvas called "Active Share Example Spreadsheet" that we reviewed in class. Active share is discussed on slide 75, and the spreadsheet is also embedded into the PowerPoint. While the spreadsheet could help, you'll need to adjust it to add stock D. It is probably quicker to just do the problem on a calculator or in your head
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
