Problem 5You have collected the following information on sectoral allocations, benchmark andreturns from the Haiti fund.BenchmarkSectorPortfolioBenchmarkSectorWeight6.458.9937.36Economic SectorPortfolioSectorReturnsWeightReturns-0.73-4.341.98-0.82AgricultureCapital goods6.778.52-3.281.9636.22ConsumerDurablesEnergyFinancial0.242.22-0.48-0.425.240.444.6516.56TechnologyUtilitiesCash and18.5314.469.221.042.982.320.540.1718.877.120.00EquivalentsPortfolio + cash1001001.340.56A. Compute active returnsB. Briefly discuss the manager's security selection skills in each of the sectors?C. Briefly discuss the manager's sector selection skills?

Active Return: When the actual portfolio returns are compared to the benchmark returns, and the…

Problem 5 You have collected the following information on sectoral allocations, benchmark and returns from the Haiti fund. Economic Sector Agriculture Capital goods Consumer Durables Energy Financial Technology Utilities Cash and Equivalents Portfolio + cash Portfolio Weight 6.77 8.52 36.22 5.24 18.53 14.46 9.22 1.04 100 A. Compute active returns Benchmark Portfolio Sector Returns Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 -0.82 -3.28 1.96 0.44 2.98 2.32 0.54 0.17 1.34 Benchmark Sector Returns -0.73 -4.34 1.98 0.24 2.22 -0.48 -0.42 0.56 B. Briefly discuss the manager's security selection skills in each of the sectors? C. Briefly discuss the manager's sector selection skills?

Problem 5 You have collected the following information on sectoral allocations, benchmark and returns from the Haiti fund. Economic Sector Agriculture Capital goods Consumer Durables Energy Financial Technology Utilities Cash and Equivalents Portfolio + cash Portfolio Weight 6.77 8.52 36.22 5.24 18.53 14.46 9.22 1.04 100 A. Compute active returns Benchmark Portfolio Sector Returns Sector Weight 6.45 8.99 37.36 4.65 16.56 18.87 7.12 0.00 100 -0.82 -3.28 1.96 0.44 2.98 2.32 0.54 0.17 1.34 Benchmark Sector Returns -0.73 -4.34 1.98 0.24 2.22 -0.48 -0.42 0.56 B. Briefly discuss the manager's security selection skills in each of the sectors? C. Briefly discuss the manager's sector selection skills?

Essentials Of Business Analytics

1st Edition

ISBN:9781285187273

Author:Camm, Jeff.

Publisher:Camm, Jeff.

Chapter3: Data Visualization

Section: Chapter Questions

Problem 2P: The following table shows an example of gross domestic product values for five countries from 2005...

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