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Reading 48: Global Performance Evaluation Los b~Q1-2

 

LOS b: Explain how portfolio return can be decomposed into yield, capital gains in local currency, and currency contribution.

Q1. The following information was compiled for XYZ global fund:

Sector

Value - millions
(In USD) Not including dividends

Dividends
(In USD)

Currency Value
(versus 1 USD)

 

7/1/03

9/30/03

(millions)

7/1/2003

9/30/2003

US equity

$ 200.00

$ 195.00

$ 5.00

1.00

1.00

European Equity

$ 200.00

$ 205.00

$ 2.00

0.98

0.92

Japanese Equity

$ 100.00

$ 109.00

$ 3.00

102

110

What is the portfolio capital gains yield in US dollars?

A)   1.80%.

B)   2.25%.

C)   9.00%.

 

Q2. What is the portfolio dividend yield in US dollar?

A)   2.00%.

B)   2.25%.

C)   5.00%.

ty

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回复:(youzizhang)[2009]Session17-Reading 48: Gl...

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