Use this info to answer question 10, please don't answer 8: Use the following information to answer questions 8-10. In a particular year, the Pontipines Fund earned a return of 1% by making the following investments in asset classes: The return on a bogey portfolio was 2%, calculated from the following information: The total abnormal return on the Pontipines Fund's managed portfolio was: A) - 1.80% B) -1.00% C) 0.80% D ) 1.00% 10) The contribution of selection within markets to the Pontipines Fund's total abnormal return was: A) -1.80% B )-1.00% C) 0.80% D) 1.00%
Use this info to answer question 10, please don't answer 8: Use the following information to answer questions 8-10. In a particular year, the Pontipines Fund earned a return of 1% by making the following investments in asset classes: The return on a bogey portfolio was 2%, calculated from the following information: The total abnormal return on the Pontipines Fund's managed portfolio was: A) - 1.80% B) -1.00% C) 0.80% D ) 1.00% 10) The contribution of selection within markets to the Pontipines Fund's total abnormal return was: A) -1.80% B )-1.00% C) 0.80% D) 1.00%
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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Transcribed Image Text:Use this info to answer question 10, please
don't answer 8: Use the following
information to answer questions 8-10. In
a particular year, the Pontipines Fund
earned a return of 1% by making the
following investments in asset classes: The
return on a bogey portfolio was 2%,
calculated from the following information:
The total abnormal return on the
Pontipines Fund's managed portfolio was:
A) - 1.80% B) -1.00% C) 0.80% D
) 1.00% 10) The contribution of selection
within markets to the Pontipines Fund's
total abnormal return was: A) -1.80% B
) -1.00% C) 0.80% D) 1.00%
Transcribed Image Text:Use the following information to answer questions 8-10. In a particular year, the Pontipines Fund
earned a return of 1% by making the following investments in asset classes:
Bonds
Stocks
Weight
20%
80%
Return
5%
0%
The return on a bogey portfolio was 2%, calculated from the following information:
Weight Return
50%
5%
50%
-1%
Bonds (Bloomberg Barclays Aggregate Bond Index)
Stocks (S&P 500 Index)
8) The total abnormal return on the Pontipines Fund's managed portfolio was:
A) -1.80%
B) -1.00%
C) 0.80%
D) 1.00%
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