Problem 24-11 Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2 the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4. Actual Weight Equity Bonds Cash Actual Return 2.2% 1 Benchmark Weight 2.5 2.2 2.3 Index Return 2.7% (S&P 500) 1.2 (Barclay's Aggregate) 0.7 0.2 a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) The manager's return in the month is % a-2 What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) b. What was the contribution of security selection to relative performance? (Do not round intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign.) Contribution of security selection c. What was the contribution of asset allocation to relative performance? (Do not round intermediate calculations. Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign.) Contribution of asset allocation