QUESTIONS 19 THROUGH 32 RELATE TO QUANTITATIVE METHODS

22. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON 2012
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON 2012
22. Given the following portfolio data, the portfolio return is closest to: Asset allocationequities class (%) (weight) (%) Asset class return (%) Correlation with Asset classEquities 45 16 100Mortgages 25 12 30Cash and equivalents 30 2 10A. 8.2%. B. 10.0%. C. 10.8%.