Question 3 a) The manager of Quantitative International Fund ('Quantitative') uses the EAFE index as a...

 

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Question 3 a) The manager of Quantitative International Fund ('Quantitative') uses the EAFE index as a benchmark. Last year's performance for the fund and the benchmark were as follows: Europe Australasia Far East Required: i. iv. EAFE Return on Weight Equity Index 0.20 0.35 0.45 8% 5% 12% Currency Appreciation E1/E0-1 5% -5% 10% Quantitative's Quantitative's Weight Return 0.25 0.15 0.60 10% 8% 13% Calculate Quantitative's overall performance and the performance of the EAFE benchmark index; Calculate Quantitative's currency selection return contribution; Calculate Quantitative's country selection return contribution; and Calculate Quantitative's stock selection return contribution. (10%) (10%) (10%) (10%) Question 3 a) The manager of Quantitative International Fund ('Quantitative') uses the EAFE index as a benchmark. Last year's performance for the fund and the benchmark were as follows: Europe Australasia Far East Required: i. iv. EAFE Return on Weight Equity Index 0.20 0.35 0.45 8% 5% 12% Currency Appreciation E1/E0-1 5% -5% 10% Quantitative's Quantitative's Weight Return 0.25 0.15 0.60 10% 8% 13% Calculate Quantitative's overall performance and the performance of the EAFE benchmark index; Calculate Quantitative's currency selection return contribution; Calculate Quantitative's country selection return contribution; and Calculate Quantitative's stock selection return contribution. (10%) (10%) (10%) (10%)

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To calculate Quantitatives overall performance and the performance of the EAFE benchmark index well ... View the full answer