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Which of the following statements regarding performance attribution and performance analysis is correct? A. Performance attribution analysis is used to determine statistical significance of information ratios. B. Performance analysis focuses on portfolio returns over a single period. C. Portfolio-based performance analysis is based on a top-down approach in which realized returns are attributed to various components. D. Portfolio-based analysis involves a two-step process. Realized returns are attributed to various components in a single period and then performance analysis examines the attributed returns to determine whether the manager added value. |