Question: You have performance data for two portfolio managers and a common benchmark portfolio: Benchmark Manager A Manager B Weight Return Weight Return Weight Return Stock

You have performance data for two portfolio managers and a common benchmark portfolio:

Benchmark Manager A Manager B Weight Return Weight Return Weight Return Stock 0.6 -5.0% 0.5 4.0% 0.3 -5.0% Bonds 0.3 -3.5% 0.2 -2.5% 0.4 -3.5% Cash 0.1 0.3% 0.3 0.3% 0.3 0.3%

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