Question

Actively managed portfolio Benchmark portfolio Component Weight Return Weight Return Equity 0.7 7.00% 0.5 4.00% Bonds...

Actively managed portfolio Benchmark portfolio
Component Weight Return Weight Return
Equity 0.7 7.00% 0.5 4.00%
Bonds 0.15 2.00% 0.25 1.80%
Cash 0.15 0.30% 0.25 0.30%

What is the attribution of excess return by security selection for this portfolio?

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Answer #1

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