Consider the following information regarding the performance of a money manager in a recent month. The table
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a. What was the managers return in the month? What was her overperformance or underperformance?
b. What was the contribution of security selection to relative performance?
c. What was the contribution of asset allocation to relative performance? Confirm that the sum of selection and allocation contributions equals her total excess return relative to thebogey.
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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