Question: Question 34 5 pts Calculate the portfolio manager's selection effect, given the manager's weights are 54.1% in equity, 23.7% in bonds, and remainder is in

Question 34 5 pts Calculate the portfolio manager's selection effect, given the manager's weights are 54.1% in equity, 23.7% in bonds, and remainder is in cash. The benchmark is 60% equity, 30% bonds, and 10% cash. The returns for the portfolio are 4.8% in equity, 6.7% in bonds, and 0.41% in cash. The benchmark returns are 7%, 4%, and 0.62%, respectively. (Answer to 2 decimal places in percent, so 2.42 for 2.42%)

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