Solution-Consider the following performance data for two

Consider the following performance data for two portfolio

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Reference no: EM13478707

Consider the following performance data for two portfolio managers (A and B) and a common benchmark portfolio:

Benchmark		Manager A		Manager B
	Weight	Return	Weight	Return	Weight	Return
Stock	0.5	15%	0.6	20%	0.4	13%
Bonds	0.3	7%	0.2	9%	0.5	10%
Cash	0.2	3%	0.2	4%	0.1	2.5%

1. Work out the overall return of the Portfolio using;

E(Rp)=W1*E(A)+W2*E(B)+W3*E(C)

2. Using attribution analysis; calculate the selection effect and the allocation effect for Managers A and B.

Reference no: EM13478707

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Consider the following performance data for two portfolio

Reference no: EM13478707

Reference no: EM13478707

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