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A Portfolio Performance Measurement Technique That Decomposes the Return of a Manager's

Question 5

Multiple Choice

A portfolio performance measurement technique that decomposes the return of a manager's holdings to a predetermined benchmark's returns and separates the difference into an allocation and selection is called


A) immunization analysis.
B) performance attribution analysis.
C) tactical rankings.
D) convexity utilization.
E) duration matching attrition.

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