4. Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4 (9 Marks): Actual Return Actual Weight Benchmark Weight Index Return Equity 2.2% 0.5 0.5 2.7% (S&P 500) Bonds 1 0.2 0.2 1.2 (Barclay's Aggregate) Cash 0.6 0.3 0.3 0.7 a) What was the manager's return in the month? (2 Marks) b) What was her overperformance or underperformance? (1 Mark) What was the contribution of security selection to relative performance? (3 Marks) d) What was the contribution of asset allocation to relative performance? (3 Marks)

Consider the following performance attribution data. Weight Style Category Large-cap growth Mid-cap growth Small-cap growth What is the Allocation Effect? Primo 0.60 0.15 0.25 Benchmark 0.50 0.40 0.10 Primo 17% 24 20 Return Benchmark 16% 26 18

An insurance company’s projected loss ratio is 79.53 percent, and its loss adjustment expense ratio is 7.51 percent. It estimates that commission payments and dividends to policyholders will add another 13.96 percent. What is the minimum yield on investments required in order to maintain a positive operating ratio? (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16))

i need the answer quickly

Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1 , the fraction of the portfolio allocated to each sector in column 2 , the benchmark or neutral sector allocations in column 3 , and the returns of sector indices in column 4. \table[[,Actual,Benchmark],[Return,Actual Weight,Weight,Index Return,],[Equity,2.2%,0.4,0.5,2.7%

I need help