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$,2\mathrm{.}3\%,0\mathrm{.}6,0\mathrm{.}4,2\mathrm{.}8\%($S&P $500)],[$Bonds$,1\mathrm{.}2,0\mathrm{.}2,0\mathrm{.}3,1\mathrm{.}4($Barclay$\text{'}$s Aggregate$)],[$Cash$,0\mathrm{.}7,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}8]]$

Required:

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 manager's return in the month is

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.$)$

Contribution of security selection