Question: A portfolio manager generates a 15.7% return during the past year against a benchmark return of 13.3%. A BHB attribution analysis shows that 100 basis

A portfolio manager generates a 15.7% return during the past year

A portfolio manager generates a 15.7% return during the past year against a benchmark return of 13.3%. A BHB attribution analysis shows that 100 basis points are generated from asset selection. The asset allocation contribution to performance is closest to: a) 1.4% b) 1.9% c) 1.1% d) 2.2%

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