9. Modelling and evaluation of the pension fund's performance Pension funds commonly maintain a portfolio...
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9. Modelling and evaluation of the pension fund's performance Pension funds commonly maintain a portfolio of stocks as well as a portfollo of bonds. Let MKT represent general stock marker conditions and MANAB represent the abilities of the pension fund's management, while Rf represents the risk-free rate and RP represents the risk premium. What is the best way to model the change in the value of a pension fund's bond portfolio? V=f(R,RP,MANAB)V=f(R,RP)V=f(R,MANAB)V=f(MKT,MANAB) Consider on acively managed pension fund that has a stock portfolio. The fund's performance can be evaluated by comparing its return to which of the following? A most conservative investment plan An exchange-traded fund representing the stock index A most aggressive investment plan A benchmark bend index
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