Question: Calculate the portfolio manager's selection effect, given the manager's weights are 52.9% in equity, 19.7% in bonds, and remainder is in cash. The benchmark is

Calculate the portfolio manager's selection effect, given the manager's weights are 52.9% in equity, 19.7% in bonds, and remainder is in cash. The benchmark is 60% equity, 30% bonds, and 10% cash. The returns for the portfolio are 5% in equity, 4.6% in bonds, and 0.28% in cash. The benchmark returns are 7%, 4%and 0.62% respectively(Answer to 2 decimal places in percent, so 2.42 for 2.42%

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