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. During the family gathering, you were comparing your investment to your cousins. Last year you invested 70% on equity (return rate 11%) and 30%
. During the family gathering, you were comparing your investment to your cousins. Last year you invested 70% on equity (return rate 11%) and 30% on bonds (return rate 7%), while your cousin invested 50% on equity (return rate 10%) and 50% on bonds (return rate 6%). a) How much did your investment portfolio outperform/underperform your cousins? b) Use attribution analysis, calculate the allocation advantage (A), selection advantage (S), and the interaction advantage (I).
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