Question: Here is ur portfolio and benchmark return: Benchmark performance Portfolio performance Equity 60 4% Equity 40 3.5% Treasury 40 2.6% Treasury 40 2.6% High Yield

  1. Here is ur portfolio and benchmark return:

    Benchmark performance Portfolio performance

    Equity 60 4% Equity 40 3.5%

    Treasury 40 2.6% Treasury 40 2.6%

    High Yield 0 3% High Yield 20 3%

    What is the interaction effect of the Portfolio versus the Benchmark?

    10 bps

    -20 bps

    15 bps

    NONE OF THE ABOVE

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