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

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Consider the following information regarding the performance of a money manager in a recent month. The toble 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 Equity Bonde Actual Return Actual Weight 2.10 0.7 0.1 0.5 0.2 Benchmark Weight 0.5 0.2 0.3 Index Return 2.68 (56P 500) 1.3 (Barclay's Aggregate) 0.5 Cash a-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.) The o'n rotum in the month is %6 a-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.) c. 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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