As part of an attribution analysis Same Same, CFA, has accumulated the following partial data for...

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As part of an attribution analysis Same Same, CFA, has accumulated the following partial data for his portfolio. Sectors Agricultural Capital goods Consumer durables Energy Total portfolio i) Benchmark Portfolio sector weight% ii) sector weight% 10.55 8.52 30.12 5.24 6.45 8.99 31.36 4.65 Portfolio Benchmark sector return% sector return% -0.82 -3.28 1.96 0.44 1.34 1.35 -4.34 1.98 0.24 For payment of performance bonus, Same prefers to use the average manager return as a performance evaluation benchmark. 0.56 Using the available data, calculate and explain the pure sector allocation value added by the Consumer durables sector allocation. Using the available data, calculate and explain the within-sector allocation value added by the Capital goods. As part of an attribution analysis Same Same, CFA, has accumulated the following partial data for his portfolio. Sectors Agricultural Capital goods Consumer durables Energy Total portfolio i) Benchmark Portfolio sector weight% ii) sector weight% 10.55 8.52 30.12 5.24 6.45 8.99 31.36 4.65 Portfolio Benchmark sector return% sector return% -0.82 -3.28 1.96 0.44 1.34 1.35 -4.34 1.98 0.24 For payment of performance bonus, Same prefers to use the average manager return as a performance evaluation benchmark. 0.56 Using the available data, calculate and explain the pure sector allocation value added by the Consumer durables sector allocation. Using the available data, calculate and explain the within-sector allocation value added by the Capital goods.

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i To calculate the pure sector allocation value added by the Consumer durables sector allocation we need to compare the portfolios return for the Cons... View the full answer