Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4. Equity Bonds Cash Actual Return Actual Weight 2.5% 0.6 1.5 0.1 0.5 0.3 Benchmark Weight 0.6 0.1 0.3 The manager's return in the month is Index Return a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) % 3% (S&P 500) 1.7 (Barclay's Aggregate) 0.5 (T-Bills) a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.)
Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4. Equity Bonds Cash Actual Return Actual Weight 2.5% 0.6 1.5 0.1 0.5 0.3 Benchmark Weight 0.6 0.1 0.3 The manager's return in the month is Index Return a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) % 3% (S&P 500) 1.7 (Barclay's Aggregate) 0.5 (T-Bills) a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.)
Essentials of Business Analytics (MindTap Course List)
2nd Edition
ISBN:9781305627734
Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson
Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson
Chapter3: Data Visualization
Section: Chapter Questions
Problem 10P: The file Fortune500 contains data for profits and market capitalizations from a recent sample of...
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![Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual
return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the
benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4.
Equity
Bonds
Cash
Actual Return Actual Weight
2.5%
1.5
0.5
0.6
0.1
0.3
The manager's return in the month is
Benchmark Weight
%
0.6
0.1
0.3
a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values.
Round your answer to 2 decimal places.)
%
Index Return
3% (S&P 500)
1.7 (Barclay's Aggregate)
0.5 (T-Bills)
a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive
values. Round your answer to 2 decimal places.)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F735acb15-8c4c-426e-996a-2af1a2845819%2F84744d95-cb46-4eb7-b938-dd2e00f39526%2Fwgm73npd_processed.png&w=3840&q=75)
Transcribed Image Text:Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual
return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the
benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4.
Equity
Bonds
Cash
Actual Return Actual Weight
2.5%
1.5
0.5
0.6
0.1
0.3
The manager's return in the month is
Benchmark Weight
%
0.6
0.1
0.3
a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values.
Round your answer to 2 decimal places.)
%
Index Return
3% (S&P 500)
1.7 (Barclay's Aggregate)
0.5 (T-Bills)
a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive
values. Round your answer to 2 decimal places.)
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