Question: 10. (15 Points) Consider the following performance data for two portfolio managers (A and B) and a common benchmark portfolio: BENCHMARK MANAGER A MANAGER B

10. (15 Points) Consider the following performance data for two portfolio managers (A and B) and a common benchmark portfolio:

10. (15 Points) Consider the following
BENCHMARK MANAGER A MANAGER B Weight Return Weight Return Weight Return Stock 0.6 -5.0% 0.5 -4.0% 0.3 5.0% Bonds 0.3 -3.5 0.2 -2.5 0.4 -3.5 Cash 0.1 0.3 0.3 0.3 0.3 0.3

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