Problem 5 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 Portfolio Sector Returns Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 -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 B. Briefly discuss the manager's security selection skills in each of the sectors? C. Briefly discuss the manager's sector selection skills?
Problem 5 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 Portfolio Sector Returns Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 -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 B. Briefly discuss the manager's security selection skills in each of the sectors? C. Briefly discuss the manager's sector selection skills?
Essentials Of Business Analytics
1st Edition
ISBN:9781285187273
Author:Camm, Jeff.
Publisher:Camm, Jeff.
Chapter3: Data Visualization
Section: Chapter Questions
Problem 2P: The following table shows an example of gross domestic product values for five countries from 2005...
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