2. Same case scenario As part of an attribution analysis Same Same, CFA, has accumulated the following partial data for his portfolio. Portfolio Benchmark Portfolio Benchmark sector sector sector sector Sectors weight% weight% return% return% Agricultural Capital goods Consumer durables Energy 12.55 6.52 30.22 11.24 6.45 8.99 25.36 40.65 -0.82 -3.28 1.96 0.44 -1.35 4.34 1.98 0.24 Total portfolio 1.34 0.56 For payment of performance bonus, Same prefers to use 10% return as a performance evaluation benchmark. i) Using the available data, calculate and explain the pure sector allocation value added by the Capital goods sector allocation. (6) Using the available data, calculate and explain the within-sector allocation value added by the Consumer durables. (6) ii) ili) Using the available data, calculate and explain by the allocation /selection interaction value added by the Energy sector. (6) Evaluate the validity of the benchmark that Same utilizes in assessing his performance. (7) iv) 2. Same case scenario As part of an attribution analysis Same Same, CFA, has accumulated the following partial data for his portfolio. Portfolio Benchmark Portfolio Benchmark sector sector sector sector Sectors weight% weight% return% return% Agricultural Capital goods Consumer durables Energy 12.55 6.52 30.22 11.24 6.45 8.99 25.36 40.65 -0.82 -3.28 1.96 0.44 -1.35 4.34 1.98 0.24 Total portfolio 1.34 0.56 For payment of performance bonus, Same prefers to use 10% return as a performance evaluation benchmark. i) Using the available data, calculate and explain the pure sector allocation value added by the Capital goods sector allocation. (6) Using the available data, calculate and explain the within-sector allocation value added by the Consumer durables. (6) ii) ili) Using the available data, calculate and explain by the allocation /selection interaction value added by the Energy sector. (6) Evaluate the validity of the benchmark that Same utilizes in assessing his performance. (7) iv)