NO.PZ201809170400000305
问题如下:
Using a sector attribution analysis based on Exhibit 1, which US large-cap sector is the primary contributor to the portfolio’s underperformance relative to the benchmark?
选项:
A.Utilities
B.Consumer staples
C.Information technology
解释:
C is correct. Below is the attribution analysis for selected sectors of the US large-cap portfolio.
Based on this analysis, the US large-cap portfolio’s information technology sector is the primary contributor to the portfolio’s disappointing equity returns because it provided the largest negative differential relative to the benchmark, with a differential of –0.04%. Although the information technology sector had a positive return, this sector was underweighted relative to the benchmark, resulting in a negative contribution to the portfolio’s returns.
老师,这道题的计算过程可以写一下吗