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59. The contribution of asset allocation across markets to the Razorback Fund's total excess return was A.-1.80% B. -1.00% C. 0.80% D. 1.00% E. None of these is correct See table below. Mkt. Act. Wt. Bench. Wt. Xs Wt. Mkt. Ret. -Bogey Contrib. Equity 0.8 0.5 0.3 -3% -0.9% Bond 0.2 0.5 -0.3 3% -0.9% -1.80%

59. The contribution of asset allocation across markets to the Razorback Fund's total excess return was A.-1.80% B. -1.00% C. 0.80% D. 1.00% E. None of these is correct See table below. Mkt. Act. Wt. Bench. Wt. Xs Wt. Mkt. Ret. -Bogey Contrib. Equity 0.8 0.5 0.3 -3% -0.9% Bond 0.2 0.5 -0.3 3% -0.9% -1.80%

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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I don't know how to get Mkt.ret- bogey

In a particular year, Razorback Mutual Fund earned a return of 1% by making the following investments in asset classes: Weight Bonds 20% Stocks 80% Return 5% 0% The return on a bogey portfolio was 2%, calculated from the following information. Return Bonds (Lehman Brothers Index) Stocks (S&P 500 Index) Weight 50% 50% 5% -1%
Transcribed Image Text:In a particular year, Razorback Mutual Fund earned a return of 1% by making the following investments in asset classes: Weight Bonds 20% Stocks 80% Return 5% 0% The return on a bogey portfolio was 2%, calculated from the following information. Return Bonds (Lehman Brothers Index) Stocks (S&P 500 Index) Weight 50% 50% 5% -1%
59. The contribution of asset allocation across markets to the Razorback Fund's total excess return was A. -1.80% B. -1.00% C. 0.80% D. 1.00% E. None of these is correct See table below. Mkt. Act. Wt. Equity 0.8 Bond 0.2 Bench. Wt. Xs Wt. Mkt. Ret. -Bogey Contrib. 0.5 0.3 -3% -0.9% 0.5 -0.9% -0.3 3% -1.80%
Transcribed Image Text:59. The contribution of asset allocation across markets to the Razorback Fund's total excess return was A. -1.80% B. -1.00% C. 0.80% D. 1.00% E. None of these is correct See table below. Mkt. Act. Wt. Equity 0.8 Bond 0.2 Bench. Wt. Xs Wt. Mkt. Ret. -Bogey Contrib. 0.5 0.3 -3% -0.9% 0.5 -0.9% -0.3 3% -1.80%
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