NO.PZ2018091701000035
问题如下：
Analysts need to calculate the value added for the Universe Fund, based on the following table:
选项：
A.1.2%
B.0.2%
C.0.8%
解释：
B is correct.
考点：这道题考察的是value added 的计算公式RA=RP-RB
解析：那我们先算组合的回报率：RP=0.2(0.12)+0.25(0.1)+0.3(0.16)+0.15(0.06)+0.1(0.08)=11.4%
然后再算基准的回报率：
RB=0.12(0.12)+0.15(0.1)+0.35(0.16)+0.2(0.06)+0.18(0.08)=11.2%
Value added=11.4%-11.2%=0.2%
我的计算方法：0.8*0.12+0.1*0.1+（-0.05）*0.16+（-0.05）*0.06+（-0.08）*0.08
