You have collected the following information on sectoral allocations, benchmark and returns from the Haiti fund....
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You have collected the following information on sectoral allocations, benchmark and returns from the Haiti fund. Economic Sector Agriculture Capital goods Consumer Durables Energy Financial Technology Utilities Cash and Equivalents Portfolio + cash Portfolio Weight 6.77 8.52 36.22 5.24 18.53 14.46 9.22 1.04 100 A. Compute active returns Benchmark Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 Portfolio Sector Returns -0.82 -3.28 1.96 0.44 2.98 2.32 0.54 0.17 1.34 Benchmark Sector Returns -0.73 -4.34 1.98 0.24 2.22 -0.48 -0.42 0.56 (1 Marks) B. Briefly discuss the manager's security selection skills in each of the sectors? (3 Marks) C. Briefly discuss the manager's sector selection skills? You have collected the following information on sectoral allocations, benchmark and returns from the Haiti fund. Economic Sector Agriculture Capital goods Consumer Durables Energy Financial Technology Utilities Cash and Equivalents Portfolio + cash Portfolio Weight 6.77 8.52 36.22 5.24 18.53 14.46 9.22 1.04 100 A. Compute active returns Benchmark Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 Portfolio Sector Returns -0.82 -3.28 1.96 0.44 2.98 2.32 0.54 0.17 1.34 Benchmark Sector Returns -0.73 -4.34 1.98 0.24 2.22 -0.48 -0.42 0.56 (1 Marks) B. Briefly discuss the manager's security selection skills in each of the sectors? (3 Marks) C. Briefly discuss the manager's sector selection skills?
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A Active returns can be calculated by subtracting the Benchmark Sector Returns from the Portfolio Se... View the full answer
Related Book For
Accounting concepts and applications
ISBN: 978-0538745482
11th Edition
Authors: Albrecht Stice, Stice Swain
Posted Date:
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