Question: here is your 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
here is your 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 security selection effect of the EQUITY ? (JUST THRE EQUITY CONTRIBUTION NOT THE TOTAL) -30 bps -40bps -25bps NONE OF THE ABOVE
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