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The Manager of Quantitative International Fund Uses EAFE as a Benchmark

Question 6

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 country selection return contribution. A)  12.5% B)  −12.5% C)  11.25% D)  −1.25% E)  1.25%
Calculate Quantitative's country selection return contribution.


A) 12.5%
B) −12.5%
C) 11.25%
D) −1.25%
E) 1.25%

Correct Answer:

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