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Consider the following Information regarding the performance of a money mansger in a recent month. The table represents the actual resurn of each sector of
Consider the following Information regarding the performance of a money mansger in a recent month. The table represents the actual
resurn of each sector of the manager's portfolio in column the fraction of the portfolio allocated to each sector in column the
benchmark or neutral sector allocations in column and the returns of sector indices in column
Required:
Q What was the menager's return in the month? Do not round Intermedlate calculationa. Input all amounta os posithe value:
Round your answer to declmal places.
The emanager's ret.rn in the worth is
What wos her overperformance or underperformance? Do not round Intermedlate calculatlens. Input all smounts as pesltlue
velues. Round your answer to decimal pleces.
b What was the cantribution of security selection to relathe performance? Do not round Intermed ate calculations. Round your
answer to declmal places. Negetive amount should be Indleated by o minus sign.
Centrbution of seturity salection
c What was the contribution of asset allocation to relative performance? Do nat round intermediete calculations. Round your
answer to decimal places:
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