Question: Based on the data below, how much abnormal return did the portfolio manager achieve due to his security selection decisions? WEIGHTS Benchmark Portfolio stocks 0.65

Based on the data below, how much abnormal return did the portfolio manager achieve due to his security selection decisions?

WEIGHTS Benchmark Portfolio
stocks 0.65 0.8
bonds 0.2 0.15
cash 0.15 0.05

RETURNS Benchmark Portfolio
stocks 8.60% 9.20%
bonds 2.10% 3.50%
cash 0.60% 0.60%

0.69%

0.48%

1.125%

2%

Please choose from the following multiple choices.

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