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Robert Brown is in the process of decomposing the various sources of return to his bond portfolio that yielded a return of 10%. The actual treasury yield was 8%, which is 0.5% better than the expected yield of 7.5%. In addition, Brown has ascertained that his portfolio benefited by 0.50% due to sector allocation and 0.25% from allocation/selection interaction. Based on this information, how much of the portfolio's overall return is attributable to within-sector selection? A. 1.00%. B. 1.25%. C. 1.75%. |