Question: Based on the table above calculate Allocation attribution for the Financials sector Group of answer choices: A) 0.16% B) 0.01% C) 0.07% D) 0.12% ETFs

 Based on the table above calculate Allocation attribution for the Financials

Based on the table above calculate Allocation attribution for the Financials sector

Group of answer choices:

A) 0.16%

B) 0.01%

C) 0.07%

D) 0.12%

ETFs Returns Sector ETF-> Benchmark Benchmark weights (Wsb) Stocks Holding Weights (Wsh) Holdings Returns (Rsh) (Rsb) XLF 0.30 3.40% C, etc. 0.33 3.80% Financials Healthcare Cons. Staples XLV 0.40 2.10% 0.33 1.90% KLH, etc. KO, etc. XLP 0.30 4.50% 0.34 5.20% 3.21% Benchmark (R tot b) Portfolio (R tot p) 3.65% Difference 0.44%

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