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- 2014-6-29
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R47: Says Market Allocation Effect but uses Market Allocation Contribution?
(Foreword: I've searched this topic and I know the difference between the two formulas)
In Schweser Concept Checkers question 3C, it asks to compute the market allocation effect for Portfolio G:
Market Allocation Effect (pg 150) = (wp-wb)(rb,-rb[i])
BUT: The Schweser answer instead uses the Market Allocation CONTRIBUTION, found on page 140.
Market Allocation Contribution: (wp-wb)(rb)
Can anyone please help reconcile? Am I overthinking this? I had to pull an all-nighter last night so I'm a little zonked.
Much thanks! |
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发表于 2011-7-13 16:59
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