Multiple Choice
The table presents the actual return of each sector of the manager's portfolio in column (1) , the fraction of the portfolio allocated to each sector in column (2) , the benchmark or neutral sector allocations in column (3) and the returns of sector indexes in column (4) . What was the bogey's return in the month?
A) 2.07%
B) 2.21%
C) 2.24%
D) 4.80%
Correct Answer:

Verified
Correct Answer:
Verified
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Q2: The average returns, standard deviations and betas
Q3: The risk-free rate, average returns, standard deviations
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