FINANCE PORTFOLIO INVESTMENT QUESTION:

What is the excess return attributable to allocation effect for bio tech using geometric BF model ?

use the information below:

A) 0.28 %

B) - 0.25%

C) - 0.12%

D) - 0.29%

Portfolio Benchmark Portfolio Weight % Weight % Return % Benchmark Return % Industrials BioTech Energy Utilities w Now 35 Exhibit 10 Diagram of BF Model Selection W;(R;-B;) Interaction (w;-W:)(R;-B;) W;(B;-B) Allocation (w;-W:)(B;-B) WB (wi-W:)B Wi