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 interaction effect of the Portfolio versus the Benchmark?
10 bps
-20 bps
15 bps
NONE OF THE ABOVE
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