Question
ere is ur portfolio and benchmark return: Benchmark performance Portfolio performance Equity 60 4% Equity 40 3.5% Treasury 40 2.6% Treasury 40 2.6% High Yield
ere is ur portfolio and benchmark return: Benchmark performance Portfolio performance Equity 60 4% Equity 40 3.5% Treasury 40 2.6% Treasury 40 2.6% High Yield 0 3% High Yield 20 3% What is the security selection effect of the Portfolio versus the Benchmark?
-30 bps
-45 bps
-55 bps
NONE OF THE ABOVE
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Financial Management For Public, Health, And Not-for-Profit Organizations
Authors: Steven A. FinklerDaniel L. Smith, Thad D. Calabrese
6th Edition
978-1506396811, 150639681X
