Attribution analysis requires knowledge of the proportion of each asset found in the:

Attribution analysis aims to determine the reasons behind a portfolio's performance compared to a benchmark. To perform this analysis effectively, it is essential to know the proportions of assets in the benchmark portfolio. The benchmark serves as a standard or point of comparison, allowing analysts to identify whether the excess returns of the portfolio are due to the choice of securities, sector allocations, or market timing relative to that benchmark.

Understanding the asset allocation of the benchmark portfolio is crucial, as it helps in assessing how much of the portfolio's performance can be attributed to the decision-making process versus how much is merely a reflection of how the benchmark itself performed. The benchmark's proportions provide a context for evaluating the investment strategy and performance, which is the core of attribution analysis.

Other choices, while they may have relevance in different contexts, do not provide the necessary framework for conducting attribution analysis as effectively as the benchmark portfolio does.