标题: R47: Says Market Allocation Effect but uses Market Allocation Contribution? [打印本页]

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作者: Palantir    时间: 2011-7-13 16:59     标题: 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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作者: mp3bu    时间: 2011-7-13 16:59

the results is same

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