Reading 47: Evaluating Portfolio Performance Los l(part1)~Q10 return, percentage, Investment

youzizhang

 

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%.

 

 

youzizhang

 

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)

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

 

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)

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

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