Fund $F$ has been investing in stocks and bonds. You are evaluating the performance of Fund $F$ by comparing

its performance with the performance of an appropriate benchmark portfolio $B.$ The performance and

weights of $F$ and $B$ over the last year are given in the table below:

Attribute the performance of Fund $F$ against benchmark portfolio $B$ in the bond class. What is the attribution

due to the asset allocation in the bond class? What is the attribution due to the security selection in the

bond class?

a$.0\mathrm{.}012,0\mathrm{.}008$

b$.0\mathrm{.}008$;$0\mathrm{.}012$

c$.0\mathrm{.}003$;$0\mathrm{.}004$

d$.-0\mathrm{.}005,-0\mathrm{.}008$