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标题: Reading 47: Evaluating Portfolio Performance Los l(part1)~Q10 [打印本页]

作者: youzizhang 时间: 2009-4-10 14:15 标题: [2009]Session17-Reading 47: Evaluating Portfolio Performance Los l(part1)~Q10

Q10. What was the incremental percentage return contribution attributable to benchmarks?

A) 0.31%.

B) 0.03%.

C) 0.30%.

Q11. What was the incremental percentage return contribution attributable to Investment Managers?

A) 0.050%.

B) 0.500%.

C) 0.053%.

Q12. What was the incremental percentage return contribution attributable to allocation effects?

A) 0.800%.

B) 0.084%.

C) 0.080%.

作者: youzizhang 时间: 2009-4-10 14:17 标题: [2009]Session17-Reading 47: Evaluating Portfolio Performance Los l(part1)~Q10

Q10. What was the incremental percentage return contribution attributable to benchmarks? fficeffice" />

A) 0.31%.

B) 0.03%.

C) 0.30%.

Correct answer is C)

Decision Making Level

Fund Value

Incremental % Return Contribution

Incremental Value Contribution

Beginning value

$210,000,000

Net contributions

$211,050,000

0.0%

$1,050,000

Risk-free asset
($211,050,000 × 0.4%)

$211,894,200

0.4%

$844,200

Asset Category

$220,369,968

4.0%

$8,475,768

Benchmarks

$221,031,078

0.3%

$661,110

Investment Managers

$221,141,594

0.05%

$110,516

Allocation Effects

$221,318,507

0.08%

$176,913

Total Fund

$221,318,507

4.83%

$11,318,507

Q11. What was the incremental percentage return contribution attributable to Investment Managers?

A) 0.050%.

B) 0.500%.

C) 0.053%.

Correct answer is A)

Q12. What was the incremental percentage return contribution attributable to allocation effects?

A) 0.800%.

B) 0.084%.

C) 0.080%.

Correct answer is C)

作者: pundit 时间: 2009-4-16 19:30

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作者: zhouyp1982 时间: 2009-4-17 11:00

thanks

作者: pundit 时间: 2009-4-21 13:45

A

作者: miguelliu 时间: 2009-5-8 13:33

 c

作者: gracecfa 时间: 2009-5-15 15:52

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作者: mashanghao 时间: 2009-5-24 15:56

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作者: rinoagu 时间: 2009-5-26 15:23

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作者: malesword 时间: 2009-6-3 22:33

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作者: dandinghe4748 时间: 2009-11-17 10:25

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作者: 1212jo 时间: 2010-1-3 22:18

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作者: leeyaoxee 时间: 2010-4-8 08:57 标题: 回复：（youzizhang）[2009]Session17-Reading 47: Ev...

Thanks.

作者: 思霖 时间: 2010-9-27 14:02

Thanks!

作者: maxsimax 时间: 2011-4-25 17:18

tq

作者: suodi 时间: 2011-5-11 14:03

[em50]

作者: deqiang 时间: 2011-5-20 15:16

thanks.

作者: luqian55 时间: 2011-5-24 15:40

thank you

作者: rawrdinosaur 时间: 2011-5-28 18:05

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作者: rawrdinosaur 时间: 2011-5-28 18:07

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Decision Making Level	Fund Value	Incremental % Return Contribution	Incremental Value Contribution
Beginning value	$210,000,000
Net contributions	$211,050,000	0.0%	$1,050,000
Risk-free asset ($211,050,000 × 0.4%)	$211,894,200	0.4%	$844,200
Asset Category	$220,369,968	4.0%	$8,475,768
Benchmarks	$221,031,078	0.3%	$661,110
Investment Managers	$221,141,594	0.05%	$110,516
Allocation Effects	$221,318,507	0.08%	$176,913
Total Fund	$221,318,507	4.83%	$11,318,507