Question: In a particular year, Roll Tide Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Weight Return

In a particular year, Roll Tide Mutual Fund earned a return of 15% by making the following investments in the following asset classes:

Weight Return
Bonds 10 % 6 %
Stocks 90 % 16 %

The return on a bogey portfolio was 10%, calculated as follows:

Weight Return
Bonds (Lehman Brothers Index) 50 % 5 %
Stocks (S&P 500 Index) 50 % 15 %

The contribution of asset allocation across markets to the total abnormal return was

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