题目第一问算出来了Susan Jones管理的portportfolio的expected return 7.29%, benchmark的expected return 7.11%；第二个问题是If the portfolio actually returned 8.13% during the period, what is the total differential return, and how much of this can be attributed to the value-added investment skill of Jones?
我认为是 8.13%-7.11%=1.02%。
但是答案说：based on the one-factor model, an outperformance of 0.18% was expected. The difference between the 1.02% and the 0.18% (or 0.84%) can be attributed to the value-added investment skill of Susan Jones. 其实也就是， Jones实际return-Jones期望return。难道涉及到预期的问题就这么处理吗？
