Question: 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

In a particular year, the Taleb Mutual Fund earned a return

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 portfolio was 10%, calculated as follows: Bonds (Bloomberg Barclays Aggregate Bond Index) Stocks (S&P 500 Index) Weight 50% 50% Return 5% 15% The total abnormal return on the Taleb managed portfolio was: Multiple Choice 5%. 3%. 1%

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