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You want to evaluate the performance of an actively managed portfolio and have gathered the following data: Part 1 Attempt 1/10 for 10p What was

image text in transcribedimage text in transcribed You want to evaluate the performance of an actively managed portfolio and have gathered the following data: Part 1 Attempt 1/10 for 10p What was the excess return of the active portfolio compared to the benchmark (in \% without the percentage sign)? Correct Return on active portfolio: rP=0.640.096+0.250.023+0.110.008=0.0681 Return on benchmark portfolio: rB=0.510.074+0.30.038+0.190.007=0.0505 Excess return on active portfolio: rPrB=0.06810.0505=0.0176=1.76% What rate of return was contributed by asset allocation in the active portfolio (in \% without the percentage sign)? Part 3 Attempt 2/10 for 10 pts. What rate of return was contributed by security selection in the active portfolio (in \% without the percentage sign)

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