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In a particular year, Hoosier Mutual Fund earned a return of 1% by making the following investments in asset classes:     Weight Return Bonds 20 % 5 % Stocks 80 % 0 %   The return on a bogey portfolio was 2%, calculated from the following information.     Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % -1 %   The contribution of asset allocation across markets to the Hoosier Fund's total abnormal return was

In a particular year, Hoosier Mutual Fund earned a return of 1% by making the following investments in asset classes:     Weight Return Bonds 20 % 5 % Stocks 80 % 0 %   The return on a bogey portfolio was 2%, calculated from the following information.     Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % -1 %   The contribution of asset allocation across markets to the Hoosier Fund's total abnormal return was

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
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In a particular year, Hoosier Mutual Fund earned a return of 1% by making the following investments in asset classes:
 

  Weight Return
Bonds 20 % 5 %
Stocks 80 % 0 %
 


The return on a bogey portfolio was 2%, calculated from the following information.
 

  Weight Return
Bonds (Lehman Brothers Index) 50 % 5 %
Stocks (S&P 500 Index) 50 % -1 %
 


The contribution of asset allocation across markets to the Hoosier Fund's total abnormal return was

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