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Consider the followng information regarding the performance of a money managef in a recent month. The table fepresents the act return of esch sector of
Consider the followng information regarding the performance of a money managef in a recent month. The table fepresents the act
return of esch sector of the monoger's portiolio in column the froction of the portfolio allocated to eoch sector in column the
benchmark or neufral sector allocations in column and the returns of sector indices in column
Required:
a What was the manager's fetum in the month? Do not round intermedlate celculations. Input all amounts as poaltive values.
Round your answer to decimal places.
The managar's return in the msnth is
a What was her cwerperiormance or underperformonce? Do not round intermedlate calculations. Input all amounts as positive
values. Round your answer to decimal places.
b What was the contribution of securry selection to relative performance? Do not round Intermediste colculatlons. Round your
answer to decimal places. Negative amount should be indlcated by a minus sign.
Contribution of seturity seiestion
c What was the contribution of asset alocation to relative performance? Do not round intermedlate calculationa. Round your
answer to decimal places. Negative amount shoukd be indicated by a minus sign.
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