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 $4.$

$\backslash$table$[[,$Actual Return,Actual Weight,Benchmark Weight,Index Return$],[$Equity$,2\%,0\mathrm{.}70,0\mathrm{.}60,2\mathrm{.}5\%($S&P $500)],[$Bonds$,1,0\mathrm{.}20,0\mathrm{.}30,1\mathrm{.}2($Barclay$\text{'}$s Aggregate$)],[$Cash$,0\mathrm{.}5,0\mathrm{.}10,0\mathrm{.}10,0\mathrm{.}5]]$

Required:

a$-1.$ What was the manager's return in the month?

Note: Do not round intermediate calculations. Input all amounts as positive values. Round your answer to $2$ decimal places.

The manager's return in the month is $$

a$-2.$ What was her overperformance or underperformance?

Note: 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?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places. Negative amount should be indicated by a minus sign. $q,$ Contribution of security selection

c$.$ What was the contribution of asset allocation to relative performance?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

Contribution of asset allocation $q,$

$\%$