Question 33 5 pts Calculate the portfolio manager's allocation effect, given the manager's weights are 58.1% in equity. 22.3% in bonds, and remainder is in cash. The benchmark is 60% equity, 30% bonds, and 10% cash. The returns for the portfolio are 4.7% in equity.7% in bonds, and 0.96% in cash. The benchmark returns are 8%, 3%, and 0.2%, respectively. Answer to 2 decimal places in percent, so 242 for 2.42%)