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Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual retum of each sector of

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Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual retum 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 of neutral sector allocations in column 3, and the returns of sector indices in column 1 0.6 Equity hondi Cash 2.6% 1.5 0. 0.6 0. 0.2 3.1XK(SRP 500) 1.7 days) 0.9 0.3 Required: 0-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts os positive values. Round your answer to 2 decimal places.) The managers retum in the months 1-2. What was her overperformance of underperformance? (Do not round intermediate calculations, Input ollomounts as positive volues. 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 canty selection 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.) Contribution of asset tocation %

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