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The Manager of Quantitative International Fund Uses EAFE as a Benchmark

Question 1

Multiple Choice

The manager of Quantitative International Fund uses EAFE as a benchmark. Last year's performance for the fund and the benchmark were as follows:
The manager of Quantitative International Fund uses EAFE as a benchmark. Last year's performance for the fund and the benchmark were as follows: Calculate Quantitative's currency selection return contribution. A) +20% B) −5% C) +15% D) +5% E) −10%
Calculate Quantitative's currency selection return contribution.


A) +20%
B) −5%
C) +15%
D) +5%
E) −10%

Correct Answer:

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