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CHW9 Chapter 18 Evaluating Investment Performa Consider the following information regarding the performance of a money manager in a recent month. The table represents the

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CHW9 Chapter 18 Evaluating Investment Performa Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2 the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4 points Actual Return actual weight Benchmark Weight Equity Bonds Cash 2.6% (S&P 500) 1.2 (Barclay's Aggregate) 0-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values Round your answer to 2 decimal places.) References The manager's return in the month is b. What was the contribution of security selection to relative performance? (Do not found intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign Contribution of security selection What was the contribution of asset allocation to relative performance? (Do not round Intermediate calculations. Round you answer to 2 decimal places. Negative amount should be indicated by a minus sign.) Contribution of asset allocation

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