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 followinginvestments in asset classes:WeightBonds 20%Stocks 80%Return5%0%The return on a bogey portfolio was 2%, calculated from the following information.ReturnBonds (Lehman Brothers Index)Stocks (S&P 500 Index)Weight50%50%5%-1% 59. The contribution of asset allocation across markets to the Razorback Fund's total excessreturn wasA. -1.80%B. -1.00%C. 0.80%D. 1.00%E. None of these is correctSee table below.Mkt. Act. Wt.Equity 0.8Bond 0.2Bench. Wt. Xs Wt. Mkt. Ret. -Bogey Contrib.0.50.3-3%-0.9%0.5-0.9%-0.33%-1.80%

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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

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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In a particular year, Aggie Mutual Fund earned a return of 15% by making the following investments in the following asset classes: Weight Return Bonds 10 % 6 % Stocks 90 % 16 % The return on a bogey portfolio was 10%, calculated as follows: Weight Return Bonds (Lehman Brothers Index) 50 % 5 % Stocks (S&P 500 Index) 50 % 15 % The contribution of selection within markets to total excess return was A. 3%. B. 5%. C. 4%. D. 1%.
In a particular year, Salmon Arm Mutual Fund earned a return of 16% by making the following investments in asset classes: Weight return Bonds 20% 12% stocks 80% 17% The return on a bogey portfolio was 12%, based on the following: Weight Return Bonds(aggregate bond index) 60% 10% Stocks (S&P 500 index) 40% 15% The total excess return on the managed portfolio was __________.%
In a particular year, Galaxy 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 50 % 5 % Stocks 50 % -1 % The contribution of asset allocation across markets to the Galaxy Fund's total excess return was Select one: A. -1.00%. B. 1.00%. C. 0.80%. D. -1.80%.
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%
During 2021, HESTA super fund earned a return of 1% p.a. by making the following investments in asset classes: Weight Return(p.a.) Bonds 20% 5% Stocks 80% 0% The return on a benchmark portfolio was 2% p.a., calculated from the following information. Weight Return(p.a.) Bonds (ASX Index) 50% 5% Stocks (ASX Index) 50% -1% The contribution of asset allocation across markets to the HESTA Super fund's annual total abnormal return wa: ✓ -1.80%. -1.00%. 0.80%. The contribution of selection within markets to the HESTA Super fund's annual total abnormal return was 1.00%.
A stock Fund produced the following annualized results: Return = 17.5% Std Dev= 22% Beta = 1.05 Tracking Error vs. S&P 500: 3.2% (annualized) Over the same period, T-Bills returned 5%; the S&P returned 15% and had a std Dev = 25 The Fund's Information Ratio adjusted for beta is: O 0.781 O 0.625 O 0.568 O 0.60 O 1.055
An analysis of the monthly returns for the past year of a mutual fund portfolio consisting of two funds revealed these statistics: a) Total return Standard deviation 23% Percentage of portfolio 35% Correlation coefficient (R) 0.25 What is the coefficient of determination (R2) of Fund A and Fund B? Question 9 options: b) c) d) 84.64% 6.25% 50.00% Fund A 21.49% 18% Fund B 11% 16% 65%
You are given the following information concerning several mutual funds: Fund Return in Excess of the Treasury Bill Rate Beta A 12.4% 1.14 B 13.2% 1.22 C 11.4% 0.90 D 9.8% 0.76 E 12.6% 0.95 During the time period, the Standard & Poor's stock index exceeded the Treasury bill rate by 10.5 percent (i.e., r(m) - r(f) = 10.5%) a. Rank the performance of each fund without adjusting for risk and adjusting for risk using the Treynor index. Which, if any, outperformed the market? (Remember, the beta of the market is 1.0.) b. The analysis in part (a) assumes each fund is sufficiently diversified so that the appropriate measure of risk is the beta coefficient. Suppose,…
Last year, mutual fund, VALU, reported 16% return, 26% standard deviation, and 1.15 beta while the market index had 12% return and 22% standard deviation. What is VALU's Jensen's alpha? OA.0.028 OB.-0.021 O C.-0.014 OD. 0.005
Consider the information below on 3 mutual funds: Fund Fund Return Beta S 14.05 % 1.19 D 17.05 % 1.44 M 13.65% 0.98 During the same time period, the return on the market stock index (rM) was 12.35% and the risk - free rate ( rRF) was 2.25%. Based on this information, which statement below is Correct? Group of answer choices After adjusting for risk, mutual fund S outperformed the other two funds. On a risk - adjusted basis, all of the mutual funds had a postive Alpha. After adjusting for risk, mutual fund M outperformed the other two funds. Mutual fund D had the best Treynor ratio for the period.
Consider two asset classes: Stocks and Bonds. You estimate the following parameters for these two asset class funds. correlation matrix b/n Stocks and Bonds E(r ) sd(r) Stocks Bonds Stocks 19% 28% 10.5 Bonds 10% 8% 0.5 1 Consider a $80,000 portfolio consisting of $60,000 in Stocks and $20,000 in Bonds. So, the portfolio is 75% in Stocks and 25% in Bonds. Given the expected return on the portfolio is 16.75%, and the standard deviation of the portfolio return is 22.07%, what is the 2.5% value at risk (note: the 95% confidence interval lower limit on the portfolio value is the value of the portfolio at this level of loss)? (use 2 decimals without $, so a loss of -$10.00 is -10.00) Answer:Question 2 - 21205.76 Feedback The correct answer is: -21908.92 expain
Stocks A and B have the following historical returns: Year Stock A return Stock B return 2004 (24.25%) 5.5% 2005 18.5% 26.73% 2006 38.67% 48.25% 2007 14.33% (4.5%) 2008 39.13% 43.86% a) Calculate the average rate return for each stock during the period 2004 through 2008. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock What would the realized rate of return on the portfolio have been in each year from 2004 through 2008? What would the average return on the portfolio have been during that period? b) Calculate the standard deviation of returns for each stock and for the portfolio. c) Looking at the annual returns on the two stocks, would you guess that the correlation coefficient between the two stocks is closer to +0.8 or to -0.8? d) If more randomly selected stocks had been included in the portfolio, which of the following is the most accurate statement of what would have happened to p? I. p would have remained constant. II. p would have been in the…

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