Multiple Choice
The table presents 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 indexes in column 4.
-What is the contribution of asset allocation to relative performance?
A) -0.18%
B) 0.18%
C) -0.15%
D) 0.15%
Correct Answer:

Verified
Correct Answer:
Verified
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