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Q7. The following information relates to the Fabregas Pension Fund.
|
Value on September 1st |
$210,000,000 |
|
Contributions received on September 1st |
$1,050,000 |
|
Risk-free returns (per month) |
0.4% |
|
Value of the fund if: |
net contributions value is invested based on the fund sponsor’s policy allocations |
$220,369,968 |
|
passively invested in the aggregate of the manager’s respective benchmarks |
$221,031,078 |
|
invested in the aggregate of the manager’s actual portfolios |
$221,141,594 |
|
The actual value of the fund at the end of September was |
$221,318,507 |
What was the incremental percentage return contribution attributable to net contributions?
A) 0.0%.
B) 4.9%.
C) 5.0%.
Q8. What was the incremental percentage return contribution attributable to the risk free asset?
A) 0.40%.
B) 0.04%.
C) 0.39%.
Q9. What was the incremental percentage return contribution attributable to Asset Category?
A) 4.00%.
B) 4.94%.
C) 4.02%.
[此贴子已经被作者于2009-4-10 14:12:46编辑过] | 
发表于 2009-4-10 14:09
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