You have the task of assessing the performance of a portfolio manager against a benchmark portfolio Both benchmark and the actively managed portfolio are invested in Stocks Bonds and Cash Market as follows Benchmark Portfolio Weight Return Stocks 60 581 Bonds 30 145 Cash 10 048 Manager Portfolio Weight Return Stocks 70 614 Bonds 7 282 Cash 23 048 Compare the actively managed managers portfolio performance against the benchmark Analyze the selection and allocation contributions and assess th

Answer rating: 100% (QA)

Attribution analysis Total benchmark return 60581 30145 10048 3969 Allocation ... View the full answer