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 was the manager's over or under performance for the month?
A) Under performance = 0.03%
B) Over performance = 0.03%
C) Over performance = 0.14%
D) Under performance = 3%
Correct Answer:
Verified
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