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 Portfolio versus the Benchmark?

-30 bps

-45 bps

-55 bps

NONE OF THE ABOVE

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