Quiz: Core Satellite. percentage, 2011

adehbone

An Investor's portfolio is made up as follows.
40% Passive Index
20% Enhanced Index, .5% Active Return, 1.0% Tracking Risk.
20% Manager A, 1.5% Active Return, 2.5% Tracking Risk
20% Manger B, 3.0% Active Return, 6% Tracking Risk

1.) What percentage of the portfolio is the satellite.
A.) 40%
B.) 50%
C.) 60%

2.) What is the Information Ratio of the Portfolio.
A.) .76
B.) .78
C.) .80



Edited 2 time(s). Last edit at Tuesday, May 24, 2011 at 09:15AM by Paraguay.