Question: Given the following sub-asset class performance and manager specific benchmarks determine the attribution from subasset class decisions and manager skill. Each sub-asset class has only

Given the following sub-asset class performance and manager specific benchmarks determine the attribution from subasset class decisions and manager skill. Each sub-asset class has only one manager Objective asset class Equmes Equities Bonds Bonds Real estate Attribution from SubAsset Class Allocations = Attribution from Manager Skill (Alpha) = Subasset class Global Emerging market Investment grade High yield Global REITS Manager Return 7.50% 10.00% 0.00% 9.00% 9.00% Manager Allocation 40% 10% 20% 10% 20% Manager Benchmark Return 9% 8% 1% 5% 7% Policy Benchmark Return 9% 9% 1% 1% 7%

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