I'm marking my attempt at the paper. Came across the following issue, which I think is an error in the model solution. Please advise urgently. Question 2.i: Benchmark return is calculated as a weighted average of the 4 categories, as expected, and gives an answer of 6.70%. Portfolio return is calculated as a [(sum of end values) divided by (sum of beginning values)], giving a return of 6.80%. The method used for the portfolio return is incorrect since it assumes equal weights to the 4 categories, which is not true, as per the data table in the question. Using the same method as for the benchmark return, I get a value of 6.85%. Question 2.ii: Since this is using the previously obtained (and, I think, incorrect) value of alpha, the aggregate attribution must also be wrong? Though I haven't been able to verify where the solution is incorrect here.