Question: QUESTION 7 6 points Save Answer Consider the following performance of an actively managed portfolio Actively managed portfolio Benchmark portfolio ComponentWeight Return Weight Return 0.7

QUESTION 7 6 points Save Answer Consider the following performance of

QUESTION 7 6 points Save Answer Consider the following performance of an actively managed portfolio Actively managed portfolio Benchmark portfolio ComponentWeight Return Weight Return 0.7 7.00% 0.5 4.00% Equity Bonds Cash 0.15 2.00% 0.25 1.80% 0.15 0.30% 0.25 0.30% What is the attribution of excess return by security selection for this portfolio? A. None of the options. B. 2.72% C. 2.13% D. 0.59% E. 0.78%

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