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 total abnormal return on the Roll Tide managed portfolio was

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

SMG Sound Co. must select a manufacturing process for its new speaker sets, SM-5, from two different process alternatives ( X and Y ). Each speaker set will be sold for $120. The following cost data...

Q:

In a particular year, Roll Tide Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Bonds Stocks Weight Return 10% 6% 90% 16% The return on a bogey...

Q:

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...

Q:

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...

Q:

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...

Q:

The contribution of selection within markets to total abnormal return was Multiple Choice 3%. 4%. 1%. 5%. In a particular year, Roll Tide Mutual Fund earned a return of 15% by making the following...

Q:

3) In a particular year, Roll Tide Mutual Fund earned a return of 15% by making the following investments in the following asset classes: The return on a bogey portfolio was 10%, calculated as...

Q:

(a) Prudency Ltd. has just distributed its $0.50 annual dividend. Due to its leadership in the development of mobile applications for online shopping, the company is predicted to grow at a 20% annual...

Q:

In a particular year, the Taleb 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...

Q:

In a particular year, the Taleb Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Bonds Stocks Weight 10% 90% Return 6% 16% The return on a bogey...

Q:

In a particular year, the Taleb Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Bonds Weight 10% 90% Return 6% 16% Stocks The return on a bogey...

Q:

Let 0- 0 2 000, x= a x + a

Q:

The following is an excerpt from a conversation between Pam Cahill, the president and owner of Mullion Wholesale Co., and Eric Hogg, Mullion controller. The conversation took place on January 3,...

Q:

Rewrite without parentheses. - 9 u ^ ( 2 ) ( - 7 u ^ ( 3 ) + 5 u + 8 ) Simplify your answer as much as possible.

Q:

Osaka, Inc. has a contract for 120,000 units of a new product. Naomi Reisman, the owner, has calculated the cost for three process alternatives: general-purpose equipment (GPE), flexible...

Q:

5. Explain the following terms and give examples: direct discrimination; indirect discrimination; victimisation; harassment.

Q:

4. Define the protected characteristics listed in the Equality Act 2010.

Q:

2. Outline the business case for a diverse workforce.