Financial Risk Manager Part 2
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What conclusion can be drawn from the data above by using common performance attribution analysis?
A
The portfolio outperforms the benchmark primarily because of the contribution of asset allocation.
B
The portfolio outperforms the benchmark primarily because of the contribution of security selection within market sectors.
C
The portfolio underperforms the benchmark primarily because of the contribution of asset allocation.
D
The portfolio underperforms the benchmark primarily because of the contribution of security selection within market sectors.