Performance attribution separates return performance into the following two sources:
A) security analysis and portfolio management.
B) money market and capital market securities.
C) traditional assets and alternative assets.
D) asset allocation and security selection.

Question

Quizplus · Accepted Answer

Performance attribution divides return performance into asset allocation and security selection, analyzing how much of the portfolio's return is due to the allocation of assets across different categories and how much is due to the selection of individual securities within those categories.

Performance Attribution Separates Return Performance into the Following Two Sources