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CHW9: Chapter 18 Evaluating Investment Performa... O Help Save & Consider the following information regarding the performance of a money manager in a recent month.

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CHW9: Chapter 18 Evaluating Investment Performa... O Help Save & 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 Dots Actual Return Actual Weight Equity Bonds Cash Index Return 2.7% (S&P 500) 1.2 (Barclay's Agregate) Skipped 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 6-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) b. What was the contribution of security selection to relative performance? (Do not round Intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign) Contribution of security selection b. What was the contribution of security selection to relative performance? (Do not round intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign.) Skipped Contribution of security selection References c. What was the contribution of asset allocation to relative performance? (Do not round Intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign.)

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