Question
As part of attribution analysis, Sabrina Song, CFA, has accumulated the following data listed below for her portfolio. A. Calculate and explain the pure sector
As part of attribution analysis, Sabrina Song, CFA, has accumulated the following data listed below for her portfolio. A. Calculate and explain the pure sector allocation contribution attributable to the Technology sector allocation. B. Calculate and explain the within sector contribution attributable to the Technology sector allocation. C. Calculate and explain the allocation/selection interaction contribution attributable to the Technology sector allocation. PLEASE SHOW ALL RELEVANT CALCULATIONS Sector Portfolio Sector Wt Benchmark Sector Wt Portfolio Sector Return Benchmark Sector Return Technology 10.42% 6.45% -0.85% +2.34% Financials 8.52% 8.99% -3.28% -4.34% Industrials 36.22% 37.36% +1.96% +1.98% Utilities 5.24% 4.65% +0.44% +0.24% Total Portfolio +1.34% +0.56%
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