Question: BENCHMARK MANAGER A MANAGER B Weight Return Weight Return Weight Return Stock 0.70 (4.70) 0.50 (3.90) 0.30 (4.70) Bond 0.20 (3.10) 0.20 (2.70) 0.40 (3.10)

BENCHMARK MANAGER A MANAGER B
Weight Return Weight Return Weight Return
Stock 0.70 (4.70) 0.50 (3.90) 0.30 (4.70)
Bond 0.20 (3.10) 0.20 (2.70) 0.40 (3.10)
Cash 0.10 0.30 0.30 0.30 0.30 0.30
Selection Effect Allocation Effect
Manager A 0.48 ?????

Looking for Allocation effect Manager A.

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